Firm characteristics, distress risk and average stock returns
Year of publication: |
2014
|
---|---|
Authors: | Simlai, Prodosh |
Published in: |
Accounting research journal. - Bingley : Emerald, ISSN 1030-9616, ZDB-ID 2193040-5. - Vol. 27.2014, 2, p. 101-123
|
Subject: | Size effect | Momentum | Book-to-market ratio | Distress risk | Portfolio returns | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | CAPM | Risiko | Risk | Betriebsgröße | Firm size | Insolvenz | Insolvency | Kapitalmarktrendite | Capital market returns |
-
Stock weighting and nontrading bias in estimated portfolio returns
Gray, Philip K., (2014)
-
Leverage, default risk, and the cross-section of equity and firm returns
Hood, Frederick M., (2016)
-
Distress risk and stock returns on equity REITs
Shen, Jianfu, (2021)
- More ...
-
Firm characteristics, distress risk and average stock returns
Simlai, Prodosh, (2014)
-
Persistence of ex-ante volatility and the cross-section of stock returns
Simlai, Prodosh, (2014)
-
Simlai, Prodosh, (2014)
- More ...