Default risk and stock returns : from a perspective of measurement errors
Xiaolou Yang, Yingyao Hu
| Year of publication: |
2024
|
|---|---|
| Authors: | Yang, Xiaolou ; Hu, Yingyao |
| Subject: | Credit risk | Default risk | Equity returns | Measurement error | Risk premium | Kreditrisiko | Risikoprämie | Kapitaleinkommen | Capital income | Statistischer Fehler | Statistical error | Theorie | Theory | Kapitalmarktrendite | Capital market returns | Insolvenz | Insolvency | Risiko | Risk | Messung | Measurement | CAPM | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.02.026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014535119