Predicting stock market returns using aggregate credit risk
Author:
Funder
China Postdoctoral Science Foundation
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference46 articles.
1. Do stock returns really decrease with default risk? New international evidence;Aretz;Management Science,2018
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3. Investor sentiment and the cross‐section of stock returns;Baker;The Journal of Finance,2006
4. Systematic default and return predictability in the stock and bond markets;Bao;Journal of Financial Economics,2023
5. Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test;Bauer;Journal of Banking & Finance,2014
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