Distress risk premia in expected stock and bond returns-Reference-Cited by-同舟云学术

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Distress risk premia in expected stock and bond returns

Published:2012-01 Issue:1 Volume:36 Page:225-238
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Zhang Andrew Jianzhong

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference50 articles.

1. Acharya, V., Sundaram, R., John K., 2005. Cross-Country Variations in Capital Structures: The role of Bankruptcy Codes. Working Paper.

2. Acharya, V., Bharath, S., Srinivasan, A., 2006. Does Industry-Wide Distress Affect Defaulted Firms? Evidence from Creditor Recoveries. Working Paper.

3. Liquidation costs and accounting data;Alderson;Financial Management,1996

4. Design and valuation of debt contracts;Anderson;Review of Financial Studies,1996

5. Aretz, K., 2011. How Does a Firm’s Default Risk Affect its Expected Equity Returns? Working Paper.

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1. DOES DEFAULT RISK MATTER FOR INVESTORS IN REITS;International Journal of Strategic Property Management;2020-09-23

2. Debt Covenants and Cross-Sectional Equity Returns;Management Science;2017-06

3. Credit derivatives as a commitment device: Evidence from the cost of corporate debt;Journal of Banking & Finance;2016-12

4. Strategic Default, Debt Structure, and Stock Returns;Journal of Financial and Quantitative Analysis;2016-02

5. Is Bankruptcy a Systematic Risk? Evidence From Vietnam;Handbook of Frontier Markets;2016

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