Similar Search Results

Predicting financial distress and the performance of distressed stocks

Campbell, John Y.; Hilscher, Jens; Szilagyi, Jan - In: Journal of investment management : JOIM 9 (2011) 2, pp. 14-34

Persistent link: https://www.econbiz.de/10009305618

Chapter 13 Consumption-based asset pricing

Campbell, John Y. - 2003

argues that to make sense of asset market behavior one needs a model in which the market price of risk is high, time …

Persistent link: https://www.econbiz.de/10014023858

Equity volatility and corporate bond yields

Campbell, John Y. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001822330

Equity volatility and corporate Bond yields

Campbell, John Y.; Taksler, Glen Barry - 2002

Persistent link: https://www.econbiz.de/10001671292

Have individual stocks become more volatile? : An empirical exploration of idiosyncratic risk

Campbell, John Y. (contributor) - 2000

Persistent link: https://www.econbiz.de/10001456475

Have individual stocks become more volatile? : An empirical exploration of idiosyncratic risk

Campbell, John Y. (contributor) - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 1-43

Persistent link: https://www.econbiz.de/10001575057

Equity volatility and corporate bond yields

Campbell, John Y.; Taksler, Glen B. - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2321-2350

Persistent link: https://www.econbiz.de/10001845753

Idiosyncratic Equity Risk Two Decades Later

Campbell, John Y.; Lettau, Martin; Malkiel, Burton G.; … - National Bureau of Economic Research - 2022

This paper reviews the literature on idiosyncratic equity volatility since the publication of "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk" in 2001. We respond to replication studies by Chiah, Gharghori, and Zhong and by Leippold and Svaton, and we...

Persistent link: https://www.econbiz.de/10013191011

An intertemporal CAPM with stochastic volatility

Campbell, John Y.; Giglio, Stefano; Polk, Christopher; … - 2015

Persistent link: https://www.econbiz.de/10011300980

Predicting Financial Distress and the Performance of Distressed Stocks

Campbell, John Y. - 2011

In this paper, we consider the measurement and pricing of distress risk.We present a model of corporate failure in which accounting and market-based measures forecast the likelihood of future financial distress. Our best model is more accurate than leading alternative measures of corporate...

Persistent link: https://www.econbiz.de/10013125775