Explaining the default risk anomaly by the two-beta model
Year of publication: |
2015
|
---|---|
Authors: | Yeh, Chung-Ying ; Hsu, Junming ; Wang, Kai-Li ; Lin, Che-Hui |
Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 30.2015, C, p. 16-33
|
Publisher: |
Elsevier |
Subject: | Default risk | Cash-flow beta | Discount-rate beta | Financial constraints |
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