Default Risk and Equity Returns: Evidence from the Taiwan Equities Market
| Year of publication: |
2012
|
|---|---|
| Authors: | Lin, Yu-Ling ; Chang, Ta-Cheng ; Yeh, Su-Jing |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 19.2012, 2, p. 181-204
|
| Publisher: |
Springer |
| Subject: | Default risk | Compound option model | Fama and French’s three factor model |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010866388