Investment Banking, 3rd Edition

Bibliography and Recommended Reading

1. Almeida, Heitor, and Thomas Philippon. “The Risk-Adjusted Cost of Financial Distress.” Journal of Finance 62 (2007): 2557–2586.
2. Alti, Aydogan. “How Persistent Is the Impact of Market Timing on Capital Structure?” Journal of Finance 61 (2006): 1681–1710.
3. Altman, Edward I., ed. The High-Yield Debt Market: Investment Performance and Economic Impact. New York: Beard Books, 1998.
4. Andrade, Gregor, and Steven Kaplan. “How Costly is Financial (Not ­Economic) Distress? Evidence from Highly Leveraged Transactions that Became ­Distressed.” Journal of Finance 53 (1998): 1443–1493.
5. Baginski, Stephen P., and John M. Hassell. Management Decisions and Financial Accounting Reports. 2nd ed. Mason, OH: South-Western College Publishing, 2004.
6. Bahnson, Paul R., Brian P. McAllister, and Paul B.W. Miller. “Noncontrolling ­Interest: Much More Than a Name Change.” Journal of Accountancy (2008).
7. Baker, Malcolm, and Jeffrey Wurgler. “Market Timing and Capital Structure.” Journal of Finance 57 (2002): 1–32.
8. Barnhill, Theodore, Jr., Mark Shenkman, and William Maxwell. High Yield Bonds: Market Structure, Valuation, and Portfolio Strategies. New York: McGraw-Hill, 1999.
9. Barr, Alistair. “Big Leveraged Buyouts Won’t Return for Year or More: Lee Equity.” MarketWatch, April 8, 2008.
10. Bierman, Harold, Jr. Private Equity: Transforming Public Stock Into Private Equity to Create Value. Hoboken, NJ: John Wiley & Sons, 2003.
11. Boot, Arnoud W. A., Radhakrishnan Goplan, and ...