Toni Whited

Q: What Schools Are Affiliated With Toni Whited

Toni Whited is affiliated with the following schools: University of Michigan, University of Oregon, Princeton University

Toni Whited's AcademicInfluence.com Rankings

Toni Whited

Economics

#2212

World Rank

#2527

Historical Rank

economics Degrees

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Economics

Why Is Toni Whited Influential?

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According to Wikipedia, Toni Whited is the Dale L. Dykema Professor of Business Administration at the Ross School of Business at the University of Michigan. She received her B.A. in economics and French from the University of Oregon in 1984 and then went on to receive her PhD in economics from Princeton University in 1990. She has taught in multiple areas including: finance, econometrics, and macroeconomics. In her work, she has also published over 30 articles in high level economics and finance journals. During her research she covers subjects such as corporate investment corporate cash policy, structural estimation of dynamic models, corporate diversification, and econometric solutions.

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Toni Whited's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Financial Constraints Risk (2005) (2122)
Debt, liquidity constraints, and corporate investment: evidence from panel data (1992) (1715)
Measurement Error and the Relationship between Investment and q (2000) (1296)
Endogeneity in Empirical Corporate Finance (2011) (1063)
How Costly Is External Financing? Evidence from a Structural Estimation (2007) (1033)
Endogeneity in Empirical Corporate Finance1 (2013) (1028)
The Effect of Uncertainty on Investment: Some Stylized Facts (1995) (806)
Debt Dynamics (2003) (706)
The Corporate Propensity to Save (2007) (619)
Capital Structure Dynamics and Transitory Debt (2010) (489)
Internal Finance and Firm Investment (1993) (462)
Is It Inefficient Investment that Causes the Diversification Discount (2001) (443)
Investment‐Based Expected Stock Returns (2009) (418)
Which Firms Follow the Market? An Analysis of Corporate Investment Decisions (2006) (374)
TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS (2002) (311)
External Finance Constraints and the Intertemporal Pattern of Intermittent Investment (2005) (285)
Testing Q theory with financing frictions (2007) (281)
Agency Conflicts and Cash: Estimates from a Dynamic Model (2013) (274)
Dynamic Models and Structural Estimation in Corporate Finance (2012) (249)
Treating Measurement Error in Tobin’s Q (2011) (216)
Spin-Offs, Divestitures, and Conglomerate Investment (2005) (175)
Minimum Distance Estimation of the Errors-In-Variables Model Using Linear Cumulant Equations (2014) (154)
Collateral, Taxes, and Leverage (2015) (142)
Refinancing, Profitability, and Capital Structure (2014) (133)
On the Accuracy of Different Measures of Q (2006) (131)
Threshold Events and Identification: A Study of Cash Shortfalls (2010) (112)
Equity Market Misvaluation, Financing, and Investment (2014) (112)
Are Financial Constraints Priced? Evidence from Textual Analysis (2017) (111)
Why Do Investment Euler Equations Fail (1998) (97)
Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation (2018) (88)
U.S. corporate leverage: developments in 1987 and 1988 (1990) (68)
Macroeconomic Implications of Agglomeration (2009) (65)
Labor and Capital Dynamics Under Financing Frictions (2016) (54)
Estimating and Testing Dynamic Corporate Finance Models (2017) (51)
Investment and financial asset accumulation (1991) (37)
The Misallocation of Finance (2016) (36)
Problems with identifying adjustment costs from regressions of investment on q (1994) (34)
Shareholder-Manager Disagreement and Corporate Investment (2011) (30)
Identification Is Not Causality, and Vice Versa (2017) (29)
Labor and Capital Dynamics under Financing Frictions* (2018) (28)
Fixed Costs of Adjustment, Coordination, and Industry Investment (2001) (23)
Corporate Money Demand (2018) (22)
Proxy-quality thresholds: Theory and applications (2005) (22)
The Real Effects of Delisting: Evidence from a Regression Discontinuity Design (2010) (20)
Capital Reallocation and Adverse Selection (2015) (20)
RESTRICTING REGRESSION SLOPES IN THE ERRORS-IN-VARIABLES MODEL BY BOUNDING THE ERROR CORRELATION (1993) (20)
On the Information Content of Different Measures of Q (2001) (18)
Fitting the Errors-in-variables Model Using High-order Cumulants and Moments (2017) (17)
Taxes Depress Corporate Borrowing: Evidence from Private Firms (2020) (16)
Looking for Risk in Words: A Narrative Approach to Measuring the Pricing Implications of Financial Constraints (2014) (16)
Low interest rates and risk incentives for banks with market power (2021) (14)
Shareholder-Manager Disagreement, Animal Spirits, and Corporate Investment (2006) (13)
Dynamic Corporate Finance is Useful: A Comment on Welch (2013) (13)
Erratum: Measurement Error and the Relationship between Investment and q (2010) (12)
Beyond Investment-Cash Flow Sensitivities: Using Indirect Inference to Estimate Costs of External Funds (2004) (10)
Information versus Investment (2018) (10)
What Gives? A Study of Firms' Reactions to Cash Shortfalls (2008) (10)
Capital Structure Misallocation (2015) (9)
Houses as ATMs? Mortgage Renancing and Macroeconomic Uncertainty (2014) (9)
Investment-Cash Flow Sensitivity and Proxy Quality Thresholds (2002) (8)
JFE special issue on labor and finance (2019) (8)
What Can Cash Shortfalls and Windfalls Tell Us About Finance Constraints (2010) (8)
Identification with Models and Exogenous Data Variation (2016) (7)
Equity Market Misvaluation and Firm Financial Policies (2012) (5)
Identifying the Heterogeneous Impact of Highly Anticipated Events: Evidence from the Tax Cuts and Jobs Act (2021) (5)
Corporate Investment Under Uncertain Business Cycles (2010) (4)
Central Bank Digital Currency and Banks (2022) (4)
XTEWREG: Stata module to estimate errors-in-variable model with mismeasured regressors (2012) (3)
Relative Performance Evaluation and Strategic Competition (2018) (2)
Macroeconomic Implications of Agglomeration, Working Paper 2010-02 (2010) (2)
Editorial (2021) (1)
Excess Dividend Smoothing (2015) (1)
Regularities (2006) (1)
Information Distortion, R&D, and Growth (2018) (1)
Product Market Threats and Performance-Sensitive Debt∗ (2018) (1)
Working Paper The Misallocation of Finance (2016) (1)
Empirical Policy Function Benchmarks for Evaluation and Estimation of Dynamic Models (2013) (1)
Endogenous Financial Constraints , Taxes , and Leverage (2013) (1)
Testing Dynamic Tradeoff Theory (2012) (1)
Equity Markets and Monetary Policy (2019) (0)
Danis, Rettl, Whited (2014, JFE) code and data (2021) (0)
Testing the q-Theory of Anomalies (2006) (0)
Invent, Buy, or Both? (2021) (0)
SUPPORTED BY UNIGESTION “ Information versus Investment (2019) (0)
SUPPORTED BY UNIGESTION “ Information versus Investment (2019) (0)
The Effects of the Bond Investor Base Stability on the Leverage of the Firm (2008) (0)
Will Central Bank Digital Currency Disintermediate Banks? (2022) (0)
An empirical analysis of the interaction between corporate capital structure and investment (1990) (0)
Integrating Structural and Reduced-Form Methods in Empirical Finance (2022) (0)
Empirical policy functions as benchmarks for evaluation of dynamic models (2011) (0)
Title Looking for risk in words : a narrative approach to measuring thepricing implications of financial constraints (2014) (0)
Productivity and Employment Density : New Estimates and Macroeconomic Implications (2007) (0)
Some Empirical Evidence on the Relationship Between Investment and Uncertainty (1993) (0)
Parallels between structural estimation and causal inference: A discussion of ★ (2022) (0)
Estimating the Effects of Contracting Frictions (2013) (0)
Takeovers and the Media (2010) (0)

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What Schools Are Affiliated With Toni Whited?

Toni Whited is affiliated with the following schools: