Ilya A Strebulaev
Ilya A Strebulaev
Professor of Finance, Graduate School of Business, Stanford University
Verified email at stanford.edu - Homepage
TitleCited byYear
Do tests of capital structure theory mean what they say?
IA Strebulaev
The Journal of Finance 62 (4), 1747-1787, 2007
10752007
The mystery of zero-leverage firms
IA Strebulaev, B Yang
Journal of Financial Economics 109 (1), 1-23, 2013
5052013
Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds
SM Schaefer, IA Strebulaev
Journal of Financial Economics 90 (1), 1-19, 2008
4252008
The levered equity risk premium and credit spreads: A unified framework
HS Bhamra, LA Kuehn, IA Strebulaev
The Review of Financial Studies 23 (2), 645-703, 2010
3362010
Cash holdings and credit risk
V Acharya, SA Davydenko, IA Strebulaev
The Review of Financial Studies 25 (12), 3572-3609, 2012
3172012
Corporate bond default risk: A 150-year perspective
K Giesecke, FA Longstaff, S Schaefer, I Strebulaev
Journal of Financial Economics 102 (2), 233-250, 2011
2792011
The aggregate dynamics of capital structure and macroeconomic risk
HS Bhamra, LA Kuehn, IA Strebulaev
The Review of Financial Studies 23 (12), 4187-4241, 2010
2672010
Strategic actions and credit spreads: An empirical investigation
SA Davydenko, IA Strebulaev
The Journal of Finance 62 (6), 2633-2671, 2007
2002007
Dynamic models and structural estimation in corporate finance
IA Strebulaev, TM Whited
Foundations and Trends® in Finance 6 (1–2), 1-163, 2012
1982012
A market-based study of the cost of default
SA Davydenko, IA Strebulaev, X Zhao
The Review of Financial Studies 25 (10), 2959-2999, 2012
1382012
How do venture capitalists make decisions?
PA Gompers, W Gornall, SN Kaplan, IA Strebulaev
Journal of Financial Economics 135 (1), 169-190, 2020
1322020
Firm size and capital structure
A Kurshev, IA Strebulaev
Quarterly Journal of Finance 5 (03), 1550008, 2015
1132015
Multiple unit auctions and short squeezes
KG Nyborg, IA Strebulaev
The Review of Financial Studies 17 (2), 545-580, 2004
972004
Financing as a supply chain: The capital structure of banks and borrowers
W Gornall, IA Strebulaev
Journal of Financial Economics 129 (3), 510-530, 2018
852018
Liquidity and asset pricing: Evidence from the US Treasury securities market
I Strebulaev
Graduate School of Business, 2002
75*2002
Firm performance, capital structure, and the tax benefits of employee stock options
KM Kahle, K Shastri
Journal of Financial and Quantitative Analysis 40 (1), 135-160, 2005
632005
Repo auctions and the market for liquidity
U Bindseil, KG Nyborg, IA Strebulaev
Journal of Money, Credit and banking 41 (7), 1391-1421, 2009
592009
Macroeconomic effects of corporate default crisis: A long-term perspective
K Giesecke, FA Longstaff, S Schaefer, IA Strebulaev
Journal of Financial Economics 111 (2), 297-310, 2014
582014
Bidding and performance in repo auctions: evidence from ECB open market operations
KG Nyborg, U Bindseil, IA Strebulaev
FEEM Working Paper, 2005
572005
Temporary versus permanent shocks: Explaining corporate financial policies
AS Gorbenko, IA Strebulaev
The Review of Financial Studies 23 (7), 2591-2647, 2010
552010
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Articles 1–20