The term structure of credit spreads, firm fundamentals, and expected stock returns
Bing Han, Avanidhar Subrahmanyam, Yi Zhou
| Year of publication: |
April 2017
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|---|---|
| Authors: | Han, Bing ; Subrahmanyam, Avanidhar ; Zhou, Yi |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 124.2017, 1, p. 147-171
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| Subject: | Cross section of stock return | Credit default spreads | Term structure | Information diffusion | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Theorie | Theory | CAPM | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Unternehmensanleihe | Corporate bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2017.01.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011751418