Credit ratings and the cross-section of stock returns

Author:

Avramov Doron,Chordia Tarun,Jostova Gergana,Philipov Alexander

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference27 articles.

1. Illiquidity and stock returns: cross-section and time series effects;Amihud;Journal of Financial Markets,2002

2. Asset pricing models and financial market anomalies;Avramov;Review of Financial Studies,2006

3. Alternative factor specifications, security characteristics, and the cross-section of expected stock returns;Brennan;Journal of Financial Economics,1998

4. In search of distress risk;Campbell;Journal of Finance,2008

5. On persistence in mutual fund performance;Carhart;Journal of Finance,1997

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