Omitted debt risk, financial distress and the cross-section of expected equity returns-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Omitted debt risk, financial distress and the cross-section of expected equity returns

Published:2011-05 Issue:5 Volume:35 Page:1213-1227
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Aretz Kevin,Shackleton Mark B.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference32 articles.

1. Altman, E.I., 2007. About corporate default rates. Stern School NYC Working Paper Series.

2. Macroeconomic risks and characteristic-based factor models;Aretz;Journal of Banking and Finance,2010

3. Dividends and price momentum;Asem;Journal of Banking and Finance,2009

4. Fair value accounting for liabilities and own credit risk;Barth;The Accounting Review,2008

5. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Inclusion of debt claims in asset pricing models: Evidence from the CDS Index;Investment Management and Financial Innovations;2023-05-04

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

3. From the CAPM to Fama-French: A Road Paved with Leverage;SSRN Electronic Journal;2016

4. Risco versus retorno das ações do setor imobiliário da BM&FBOVESPA no período de 2009 a 2012;Revista Eletrônica de Ciência Administrativa;2014-12-31

5. Distress risk premia in expected stock and bond returns;Journal of Banking & Finance;2012-01

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP