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

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