What drives the distress risk-return puzzle? : a perspective on limits of arbitrage
Year of publication: |
2023
|
---|---|
Authors: | Sha, Yezhou ; Bu, Ziwen ; Wang, Zilong |
Subject: | anomalies | distress risk | limits of arbitrage | market efficiency | Arbitrage | Effizienzmarkthypothese | Efficient market hypothesis | Risiko | Risk | CAPM | Insolvenz | Insolvency | Kapitaleinkommen | Capital income | Betriebliche Liquidität | Corporate liquidity | Theorie | Theory | Arbitrage Pricing | Arbitrage pricing |
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