Is there a distress risk anomaly? : pricing of systematic default risk in the cross-section of equity returns
Deniz Anginer and Çelim Yıldızhan
| Year of publication: |
2018
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|---|---|
| Authors: | Anginer, Deniz ; Yıldızhan, Çelim |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 22.2018, 2, p. 633-660
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| Subject: | Default risk | Systematic default risk | Credit risk | Distress risk anomaly | Bankruptcy | Credit spread | Asset-pricing anomalies | Pricing of default risk | Kreditrisiko | Insolvenz | Insolvency | CAPM | Risikoprämie | Risk premium | Risiko | Risk | Kreditderivat | Credit derivative | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Kapitalmarkttheorie | Financial economics | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfx044 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011991281