Abad-Gonzalez, J., Gutierrez-Lopez, C., & Salvador, A. (2017).Banking solvency determinants in the EU: a model based on stress tests.Applied Economics Letters, doi: 10.1080/13504851.2017.1418071 ISSN: 1350-4851 Avramov, D., Chordia, T., Jostova, G., & Philipov, A. (2009).Credit Ratings and the Cross-section of Stock Returns.Journal of Financial Markets, 12(3), 469-499.
- Asghar, M., Shah, S. Z. A., Hamid, K., &Suleman, M. T. (2011).Impact of Dividend Policy on Stock Price Risk: Empirical Evidence from Equity Market of Pakistan.Far East Journal of Psychology and Business, Vol. 4 No. 1.
Paper not yet in RePEc: Add citation now
Baiman, S., &Verrecchia, R. E. (1995).Earnings and Price-based Compensation Contracts in the Presence of Discretionary Trading and Incomplete Contracting.Journal of Accounting and Economics, 20(1), 93-121.
Chava, S. & Purnanandam, A. (2010). Is Default Risk Negatively Related to Stock Returns? Review of Financial Studies, 23(6), 2523-2559.
Dichev, I. D. (1998). Is the Risk of Bankruptcy a Systematic Risk? The Journal of Finance, 53(3), 1131-1147.
- Ferris, E. E. S. (2018). Dividend taxed and stock volatility. International Tax and Public Finance, Vol. 25, Issue 2, pp 377-403.
Paper not yet in RePEc: Add citation now
- Fontes, J. C., Panaretou, A. & Peasnell, K. V. (2018). The impact of fair value measurement for bank assets on information asymmetry and the Munawar Shabbir, Shazia Hassan and Ayesha Zareef 298 Global Social Sciences Review (GSSR) moderating effect of own credit risk gains and losses. The Accounting Review, DOI/10.2308/accr-52070 , SSRN: https://ssrn.com /abstract= Froot, K. A., David, S. S., & Stein, J. C. (1992). Herd on the Street: Informational Inefficiencies in a Market with Shortâ€term Speculation. The Journal of Finance, 47(4), 1461-1484.
Paper not yet in RePEc: Add citation now
- Francis, J., Philbrick, D., &Schipper, K. (1994).Shareholder Litigation and Corporate Disclosures.Journal of Accounting Research, 32(2), 137-164.
Paper not yet in RePEc: Add citation now
- French, K. R., Schwert, G. W., &Stambaugh, R. F. (1986). Expected Stock Returns and Volatility, Working Paper Series No. MERe85-10.
Paper not yet in RePEc: Add citation now
Friewald, N., Wagner, C., &Zechner, J. (2014). The Cross-section of Credit Risk Premia and Equity Returns.The Journal of Finance, 69(6), 2419-2469.
George, T. J., & Hwang, C. Y. (2010).A Resolution of the Distress Risk and Leverage Puzzles in the Cross Section of Stock Returns.Journal of Financial Economics, 96(1), 56-79.
- Gonenc, H., & Karan, M. B. (2003). Do Value Stocks Earn Higher Returns than Growth Stocks in an Emerging Market? Evidence from the Istanbul Stock Exchange.Journal of International Financial Management & Accounting,14(1), 1-25.
Paper not yet in RePEc: Add citation now
Griffin, J. M., & Lemmon, M. L. (2002).Book-to-market Equity, Distress Risk, and Stock Returns.The Journal of Finance.57(5), 2317-2336.
Haider, S. K. A., Hashmi. S. H. & Ahmed. I. (2017). Systematic Risk Factors and Stock Return Volatility. Applied Studies in Agribusiness and Commerce, DOI: 10.19041/APSTRACT/2017/1-2/8 Jorgensen, B. (1998). Hedging and Performance Evaluation. Working Paper. New York: Columbia University.
- Impact of Market Risk on Credit Risk of Subsequent Period in Manufacturing Sector of Pakistan Vol. III, No. III (Summer 2018) 299 Nishat, M. & Irfan C. M. (Unpublished). Dividend Policy and Stock Price Volitility in Pakistan.
Paper not yet in RePEc: Add citation now
- Ko, K., Lee, S., & Chung, J. (1995). Volatility, Efficiency, and Trading: Further Evidence. Journal of International Financial Management & Accounting,6(1), 26-42.
Paper not yet in RePEc: Add citation now
- Lei, J., Qiu, J., Wan. C. & Yu, F. (2018). Credit risk spillovers and cash holdings. Working paper.
Paper not yet in RePEc: Add citation now
Lim, H. J., & Mali, D. (2018).Does market risk predict credit risk? An analysis of firm risk sensitivity, evidence from South Korea.Asia-Pacific Journal of Accounting &Economics, 25(1-2), 235-252.
- Markowitz, H. (1952). Portfolio Selection. The Journal of Finance 7(1), 77-91.
Paper not yet in RePEc: Add citation now
Merton, R. C. (1974). On the Pricing of Corporate Debt: The Risk Structure of Interest Rates. The Journal of Finance,29(2), 449-470.
Patell, J. M. (1976). Corporate Forecasts of Earnings per Share and Stock Price Behavior: Empirical Test. Journal of Accounting Research, 14(2), 246– 276.
- Tahir, M. (2017). Dividend Policy as Determinant of Stock Prices Volatility: Comparative Analysis of Financial Sectors in Pakistan. Journal of Management Research, Vol 3, Issue 2.
Paper not yet in RePEc: Add citation now
Yousuf, A. & Felfodi, J. (2018). The effect of credit risk management on profitability: An empirical study of private banks in Syria. Oradea Journal of Business and Economics, Vol. 3, Issue 2.