References
- Aivazian, V. A., L. Booth, and S. Cleary. 2006. “Dividend Smoothing and Debt Ratings.” Journal of Financial and Quantitative Analysis 41 (2): 439–453. doi:10.1017/S0022109000002131.
- Beveridge, S., and C. R. Nelson. 1981. “A New Approach to Decomposition of Economic Time Series into Permanent and Transitory Components with Particular Attention to Measurement of the Business Cycle.” Journal of Monetary Economics 7 (2): 151–174. doi:10.1016/0304-3932(81)90040-4.
- Blanchard, O. J., F. Lopez-de-Silanes, and A. Shleifer. 1994. “What Do Firms Do with Cash Windfalls?” Journal of Financial Economics 36 (3): 337–360. doi:10.1016/0304-405X(94)90009-4.
- Chen, C., and L. Liu. 1993. “Joint Estimation of Model Parameters and Outlier Effects in Time Series.” Journal of the American Statistical Association 88 (421): 284–297. doi:10.1080/01621459.1993.10594321.
- Houston, J., and C. James. 1996. “Bank Information Monopolies and the Mix of Private and Public Debt Claims.” The Journal of Finance 51 (5): 1863–1889. doi:10.1111/j.1540-6261.1996.tb05229.x.
- Leary, M., and R. Michaely. 2011. “Determinants of Dividend Smoothing: Empirical Evidence.” The Review of Financial Studies 24 (10): 3197–3249. doi:10.1093/rfs/hhr072.
- Lintner, J. 1956. “Distribution of Incomes of Corporations among Dividends, Retained Earnings, and Taxes.” The American Economic Review 46 (2): 97–113. http://www.jstor.org/stable/1910664.
- Rajan, R. G. 1992. “Insiders and Outsiders: The Choice between Informed and Arm’s-Length Debt.” The Journal of Finance 47 (4): 1367–1400. doi:10.1111/j.1540-6261.1992.tb04662.x.
- Sharpe, S. A. 1990. “Asymmetric Information, Bank Lending, and Implicit Contracts: A Stylized Model of Customer Relationships.” The Journal of Finance 45: 1069–1087. doi:10.1111/j.1540-6261.1990.tb02427.x.