Do Stock Returns Really Decrease with Default Risk? New International Evidence-Reference-Cited by-同舟云学术

Do Stock Returns Really Decrease with Default Risk? New International Evidence

Published:2018-09 Issue:8 Volume:64 Page:3821-3842
ISSN:0025-1909
Container-title:Management Science
language:en
Short-container-title:Management Science

Author:

Aretz Kevin¹,Florackis Chris²,Kostakis Alexandros¹

Affiliation:

1. Accounting and Finance Division, Manchester Business School, University of Manchester, Manchester M15 6PB, United Kingdom

2. Department of Economics, Finance and Accounting, University of Liverpool Management School, Liverpool L69 7ZH, United Kingdom

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Strategy and Management

Link

https://pubsonline.informs.org/doi/pdf/10.1287/mnsc.2016.2712

Reference48 articles.

1. FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY

2. Anginer D, Yildizhan C (2014) Is there a distress risk anomaly? Corporate bond spreads as a proxy for default risk. Working paper, University of Michigan, Ann Arbor.

3. Credit ratings and the cross-section of stock returns

4. Forecasting Default with the Merton Distance to Default Model

5. The Pricing of Options and Corporate Liabilities

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