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Is the Risk of Bankruptcy a Systematic Risk?. (1998). Dichev, Ilia D..
In: Journal of Finance.
RePEc:bla:jfinan:v:53:y:1998:i:3:p:1131-1147.

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  84. On the performance of volatility-managed portfolios. (2020). Yan, Xuemin ; Cederburg, Scott ; Odoherty, Michael S ; Wang, Feifei.
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  85. Turning alphas into betas: Arbitrage and endogenous risk. (2020). Cho, Thummim.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:137:y:2020:i:2:p:550-570.

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  86. Is information risk priced? Evidence from abnormal idiosyncratic volatility. (2020). Yang, Yung Chiang ; Zhang, Chu.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:135:y:2020:i:2:p:528-554.

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  87. The correlation structure of anomaly strategies. (2020). Geertsema, Paul ; Lu, Helen.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301965.

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  88. Estimation of large dimensional conditional factor models in finance. (2020). Ossola, Elisa ; Gagliardini, Patrick ; Scaillet, Olivier.
    In: Handbook of Econometrics.
    RePEc:eee:ecochp:7a-219.

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  89. Credit risk – Return puzzle: Evidence from India. (2020). Nedumparambil, Elizabeth ; Bhandari, Anup Kumar.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:92:y:2020:i:c:p:195-206.

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  90. Does operating risk affect portfolio risk? Evidence from insurers securities holding. (2020). Sun, Zhenzhen ; Chen, Xuanjuan ; Yu, Tong ; Yao, Tong.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300237.

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  91. The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies. (2020). Ma, Liang ; Hirshleifer, David ; Chu, Yongqiang.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:75:y:2020:i:5:p:2631-2672.

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  92. Taming the Factor Zoo: A Test of New Factors. (2020). Xiu, Dacheng ; Giglio, Stefano ; Feng, Guanhao.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:75:y:2020:i:3:p:1327-1370.

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  93. The financial distress pricing puzzle in banking firms. (2020). Lee, Inro ; Kim, Dongcheol.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:2:p:1351-1384.

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  94. A disequilibrium mechanism: When managerial decisions cause macroeconomic instability. (2019). Mariusz, Maziarz.
    In: Economics and Business Review.
    RePEc:vrs:ecobur:v:5:y:2019:i:1:p:79-92:n:5.

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  95. Capital Structure Decisions, Loss Aversion, and Equity Premium. (2019). Breuer, Wolfgang ; Rieger, Marc Oliver ; Cao, JI ; Soypak, Can K.
    In: Working Paper Series.
    RePEc:trr:qfrawp:201904.

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  96. Validating empirically identified risk factors. (2019). Pettengill, Glenn ; Chang, George.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:43:y:2019:i:1:d:10.1007_s12197-018-9438-x.

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  97. Security Analysis: An Investment Perspective. (2019). Zhang, Lu ; Hou, Kewei ; Mo, Haitao ; Xue, Chen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26060.

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  98. Default risk, state ownership and the cross-section of stock returns: evidence from China. (2019). Han, Liang ; Liu, Lanlan ; Luo, Dan.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:53:y:2019:i:4:d:10.1007_s11156-018-0771-0.

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  99. When Anomalies Are Publicized Broadly, Do Institutions Trade Accordingly?. (2019). Topaloglu, Selim ; Calluzzo, Paul ; Moneta, Fabio.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:10:p:4555-4574.

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  100. Estimation of large dimensional conditional factor models in finance. (2019). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick.
    In: Working Papers.
    RePEc:gnv:wpgsem:unige:125031.

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  101. Is Bankruptcy Risk Tied to Corporate Life-Cycle? Evidence from Pakistan. (2019). Qureshi, Muhammad Azeem ; Tang, Wenjin ; Akbar, Minhas.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:3:p:678-:d:201358.

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  102. Financial distress, short sale constraints, and mispricing. (2019). Lee, Inro ; Na, Haejung ; Kim, Dongcheol.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:53:y:2019:i:c:p:94-111.

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  103. Fama-French, CAPM, and implied cost of equity. (2019). Mishra, Dev ; Obrien, Thomas J.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:101:y:2019:i:c:p:73-85.

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  104. Do analysts really anchor? Evidence from credit risk and suppressed negative information. (2019). Ashour, Samar ; Hao, Qing.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:98:y:2019:i:c:p:183-197.

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  105. Why has the size effect disappeared?. (2019). Ahn, Dong-Hyun ; Min, Byoung-Kyu ; Yoon, Bohyun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:102:y:2019:i:c:p:256-276.

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  106. In search of distress risk in Chinas stock market. (2019). He, Wei ; Wang, Qian ; Gao, LI.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:42:y:2019:i:c:s1044028317302028.

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  107. Short selling and market anomalies. (2019). Wu, Juan ; Zhang, Jianzhong.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118303525.

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  108. Capital structure volatility, financial vulnerability, and stock returns: Evidence from Korean firms. (2019). Kim, Heonsoo ; Chong, Byung-Uk.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:30:y:2019:i:c:p:318-326.

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  109. Institutional preferences, demand shocks and the distress anomaly. (2019). Wu, Yuliang ; Ye, Qing ; Liu, Jia.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:51:y:2019:i:1:p:72-91.

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  110. FIRM SIZE AND STOCK RETURNS: A QUANTITATIVE SURVEY. (2019). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:33:y:2019:i:5:p:1463-1492.

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  111. Equity issues when in distress. (2019). Wu, Qingqing ; Walker, Mark D.
    In: European Financial Management.
    RePEc:bla:eufman:v:25:y:2019:i:3:p:489-519.

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  112. Asset Pricing with a Bank Risk Factor. (2018). Rua, António ; Pereira, Joo Pedro.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:50:y:2018:i:5:p:993-1032.

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  113. Empirical studies on the cross-section of corporate bond and stock markets. (2018). van Zundert, Jeroen.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:338205fc-a031-4e06-a636-966b7596ad1c.

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  114. Price-Based Investment Strategies. (2018). Shemer, Jacob Koby ; Zaremba, Adam.
    In: Springer Books.
    RePEc:spr:sprbok:978-3-319-91530-2.

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  115. Cloud providers viability. (2018). le Traon, Yves ; el Kateb, Donia ; Hagen, David ; Bartolini, Cesare.
    In: Electronic Markets.
    RePEc:spr:elmark:v:28:y:2018:i:1:d:10.1007_s12525-018-0284-7.

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  116. The Impact of Financial Distress Risk on Equity Returns: A Case Study of Non-Financial Firms of Pakistan Stock Exchange. (2018). Idrees, Sahar.
    In: MPRA Paper.
    RePEc:pra:mprapa:85346.

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  117. Predicting financial distress: Applicability of O-score model for Pakistani firms. (2018). Md-Rus, Rohani ; Waqas, Hamid.
    In: Business and Economic Horizons (BEH).
    RePEc:pdc:jrnbeh:v:14:y:2018:i:2:p:389-401.

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  118. Corporate ownership structure, market anomalies and asset pricing. (2018). Jarjir, Souad Lajili ; Desban, Marc.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:19:y:2018:i:5:d:10.1057_s41260-018-0085-8.

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  119. Is There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross-section of Equity Returns*. (2018). Yildizhan, Celim ; Anginer, Deniz.
    In: Review of Finance.
    RePEc:oup:revfin:v:22:y:2018:i:2:p:633-660..

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  120. Do Stock Returns Really Decrease with Default Risk? New International Evidence. (2018). KOSTAKIS, ALEXANDROS ; Aretz, Kevin ; Florackis, Chris.
    In: Management Science.
    RePEc:inm:ormnsc:v:64:y:2018:i:8:p:3821-3842.

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  121. Impact of Market Risk on Credit Risk of Subsequent Period in Manufacturing Sector of Pakistan. (2018). Zareef, Ayesha ; Hassan, Shazia ; Shabbir, Munawar.
    In: Global Social Sciences Review.
    RePEc:gss:journl:v:3:y:2018:i:3:p:281-299.

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  122. Analyzing the Impact of Credit Ratings on Firm Performance and Stock Returns: An Evidence from Taiwan. (2018). Chen, Yang ; Ijaz, Maham ; Rafay, Abdul.
    In: Iranian Economic Review (IER).
    RePEc:eut:journl:v:22:y:2018:i:3:p:771.

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  123. Turning alphas into betas: arbitrage and the cross-section of risk. (2018). Cho, Thummim.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118915.

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  124. Financial distress and equity returns: A leverage-augmented three-factor model. (2018). Boubaker, Sabri ; Hamza, Taher ; Vidal-Garcia, Javier.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:46:y:2018:i:c:p:1-15.

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  125. Are the Fama-French factors really compensation for distress risk?. (2018). de Groot, Wilma ; Huij, Joop.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:86:y:2018:i:c:p:50-69.

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  126. Day of the week and the cross-section of returns. (2018). Birru, Justin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:130:y:2018:i:1:p:182-214.

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  127. Size matters, if you control your junk. (2018). Pedersen, Lasse ; Moskowitz, Tobias J ; Israel, Ronen ; Asness, Clifford ; Frazzini, Andrea.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:129:y:2018:i:3:p:479-509.

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  128. Agnostic fundamental analysis works. (2018). Bartram, Söhnke ; Grinblatt, Mark.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:128:y:2018:i:1:p:125-147.

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  129. Polytomous response financial distress models: The role of accounting, market and macroeconomic variables. (2018). Wilson, Nicholas ; Holmes, Phil ; Tinoco, Mario Hernandez.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:59:y:2018:i:c:p:276-289.

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  130. Size Matters, if You Control Your Junk. (2018). Pedersen, Lasse ; Israel, Ronen ; Asness, Clifford S ; Frazzini, Andrea.
    In: CEPR Discussion Papers.
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  131. Distress Anomaly and Shareholder Risk: International Evidence. (2018). Goyal, Amit ; Eisdorfer, Assaf ; Zhdanov, Alexei.
    In: Financial Management.
    RePEc:bla:finmgt:v:47:y:2018:i:3:p:553-581.

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  132. PREDICTING DEFAULT MORE ACCURATELY: TO PROXY OR NOT TO PROXY FOR DEFAULT. (2018). Galil, Koresh ; Gilat, Neta.
    In: Working Papers.
    RePEc:bgu:wpaper:1801.

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  133. Bankruptcy Practice in Countries of Visegrad Four. (2017). Katarina, Zvarikova ; Maria, Misankova ; Jana, Kliestikova.
    In: Economics and Culture.
    RePEc:vrs:ecocul:v:14:y:2017:i:1:p:108-118:n:10.

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  134. Corporate bankruptcy prediction: a high dimensional analysis. (2017). Jones, Stewart.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:22:y:2017:i:3:d:10.1007_s11142-017-9407-1.

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  135. Application Of Altman Z Score on BSE-Greenex Companies. (2017). Vinod, M S ; Swalih, M M.
    In: Journal of Applied Management and Investments.
    RePEc:ods:journl:v:6:y:2017:i:3:p:205-215.

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  136. The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies. (2017). Hirshleifer, David ; Chu, Yongqiang ; Ma, Liang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24144.

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  137. Replicating Anomalies. (2017). Zhang, Lu ; Hou, Kewei ; Xue, Chen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23394.

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  138. The Investment CAPM. (2017). Zhang, Lu.
    In: NBER Working Papers.
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  139. Determinants of Credit Rating Actions: Evidence from International Maritime Companies. (2017). Sigali, Secil ; Akgl, Ersin Firat ; Korkmaz, Elif.
    In: Business and Management Horizons.
    RePEc:mth:bmh888:v:5:y:2017:i:2:p:60-83.

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  140. Debt Covenants and Cross-Sectional Equity Returns. (2017). Huang, Jingzhi ; Wang, Yuan ; Helwege, Jean.
    In: Management Science.
    RePEc:inm:ormnsc:v:63:y:2017:i:6:p:1835-1854.

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  141. Credit Ratings and Credit Risk: Is One Measure Enough?. (2017). Hilscher, Jens ; Wilson, Mungo.
    In: Management Science.
    RePEc:inm:ormnsc:v:63:y:2017:i:10:p:3414-3437.

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  142. The Effect of Bank Monitoring on the Demand for Earnings Quality in Bond Contracts. (2017). Kitagawa, Norio ; Futaesaku, Naoki ; Shuto, Akinobu.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:17-e-12.

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  143. The Influence of Financial Distress Using Altman Z-Score, The Beta of Stocks and Inflation To The Stock Return. (2017). Tandiontong, Mathius.
    In: GATR Journals.
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  144. Firm Size and Stock Returns: A Meta-Analysis. (2017). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton.
    In: Working Papers IES.
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  145. Underfunding or distress? An analysis of corporate pension underfunding and the cross-section of expected stock returns. (2017). Zhang, Ting ; Lu, Rui ; Tao, Qizhi ; Chen, Carl.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:48:y:2017:i:c:p:116-133.

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  146. Credit quality implied momentum profits for Islamic stocks. (2017). Phan, Dinh ; Narayan, Seema ; Tran, Vuong Thao ; Thuraisamy, Kannan Sivananthan ; Bach, Dinh Hoang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:42:y:2017:i:c:p:11-23.

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  147. Why do firms engage in selective hedging? Evidence from the gold mining industry. (2017). Adam, Tim R ; Salas, Jesus M ; Fernando, Chitru S.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:77:y:2017:i:c:p:269-282.

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  148. Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation. (2017). Topaloglou, Nikolas ; Tolikas, Konstantinos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:51:y:2017:i:c:p:39-57.

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  149. Risk-shifting, equity risk, and the distress puzzle. (2017). Miao, Hong ; Lockwood, James ; Li, Keming.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:44:y:2017:i:c:p:275-288.

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  150. Options, equity risks, and the value of capital structure adjustments. (2017). Borochin, Paul ; Yang, Jie.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:42:y:2017:i:c:p:150-178.

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  151. A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS. (2017). Pätäri, Eero ; Leivo, Timo ; Patari, Eero.
    In: Journal of Economic Surveys.
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  152. Low risk anomalies?. (2016). Zechner, Josef ; Wagner, Christian ; Schneider, Paul.
    In: CFS Working Paper Series.
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  153. Differential Access to Capital from Financial Institutions by Minority Entrepreneurs. (2016). Palia, Darius.
    In: Journal of Empirical Legal Studies.
    RePEc:wly:empleg:v:13:y:2016:i:4:p:756-785.

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  154. The market price of credit risk and economic states. (2016). Grobys, Klaus ; Haga, Jesper.
    In: Empirical Economics.
    RePEc:spr:empeco:v:50:y:2016:i:3:d:10.1007_s00181-015-0952-9.

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  155. The History of the Cross Section of Stock Returns. (2016). Roberts, Michael ; Linnainmaa, Juhani T.
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  156. Economic growth potential creating a real put and the resulting valuation of the firm. (2016). Wang, Xiaoli ; Chen, Ren Raw ; Long, Michael S ; Zhang, Jingfeng.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0507-3.

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  157. Which stocks drive the size, value, and momentum anomalies and for how long? Evidence from a statistical leverage analysis. (2016). Aretz, Marc .
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:30:y:2016:i:1:d:10.1007_s11408-016-0263-y.

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  158. Explaining Size Effect for Indian Stock Market. (2016). Sehgal, Sanjay ; Pandey, Asheesh.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:23:y:2016:i:1:d:10.1007_s10690-015-9208-0.

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  159. Hidden in the Factors? The Effect of Credit Risk on the Cross-section of Equity Returns. (2016). Nielsen, Caren Yinxia ; Nielsen, Caren Yinxia Guo, .
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  160. Options, Equity Risks, and the Value of Capital Structure Adjustments. (2016). Borochin, Paul ; Yang, Jie.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2016-97.

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  161. Systematic risk behavior in cyclical industries: The case of shipping. (2016). Drobetz, Wolfgang ; Schroder, Henning ; Menzel, Christina .
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:88:y:2016:i:c:p:129-145.

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  162. Firms motives behind SEOs, earnings management, and performance. (2016). Yang, Wen-Ben ; Hsu, Junming.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:43:y:2016:i:c:p:160-169.

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  163. Does systematic distress risk drive the investment growth anomaly?. (2016). Su, Xuan-Qi.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:61:y:2016:i:c:p:240-248.

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  164. Identifying the relative importance of stock characteristics. (2016). Li, Youwei ; French, Declan ; Wu, Yuliang.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:34:y:2016:i:c:p:80-91.

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  165. Industry competition and fundamental analysis. (2016). Safdar, Irfan.
    In: Journal of Accounting Literature.
    RePEc:eee:joacli:v:37:y:2016:i:c:p:36-54.

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  166. Institutional investors and stock return anomalies. (2016). Edelen, Roger M ; Ince, Ozgur S ; Kadlec, Gregory B.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:119:y:2016:i:3:p:472-488.

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  167. Pricing default risk: The good, the bad, and the anomaly. (2016). Grammatikos, Theoharry ; Filipe, Sara Ferreira ; Michala, Dimitra.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:26:y:2016:i:c:p:190-213.

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  168. An evaluation of Altmans Z-score using cash flow ratio to predict corporate failure amid the recent financial crisis: Evidence from the UK. (2016). Ngwa, Leonard N ; Aston, John ; Almamy, Jeehan .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:36:y:2016:i:c:p:278-285.

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  169. Empirical Analysis of the Intertemporal Relationship between Downside Risk and Expected Returns: Evidence from Time€ varying Transition Probability Models. (2016). Chiang, Thomas C ; Hsuan, Cathy Yia.
    In: European Financial Management.
    RePEc:bla:eufman:v:22:y:2016:i:5:p:749-796.

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  170. Stock Markets, Investments and Corporate Behavior:A Conceptual Framework of Understanding. (2015). Dempsey, Michael.
    In: World Scientific Books.
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  171. Anchoring Heuristic and the Equity Premium Puzzle. (2015). Siddiqi, Hammad.
    In: MPRA Paper.
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  172. Capital Asset Pricing Model Adjusted for Anchoring. (2015). Hammad, Siddiqi.
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  173. Dynamic stock–bond return correlations and financial market uncertainty. (2015). Yang, Sheng-Yung ; Chiang, Thomas ; Li, Jiandong.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:45:y:2015:i:1:p:59-88.

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  174. Returns for Dividend-Paying and Non Dividend Paying Firms. (2015). Fu, Yufen ; Blazenko, George W..
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:9:y:2015:i:2:p:1-20.

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  175. Does the financial crisis affect distressed or constrained firms more heavily?. (2015). Alfranseder, Emanuel.
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  176. Time-varying risk premium in large cross-sectional equity datasets. (2015). Scaillet, Olivier ; Ossola, Elisa ; Gagilardini, Patrick .
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  177. Time-varying risk premium in large cross-sectional equity datasets. (2015). Gagilardini, Patrick ; Scaillet, Olivier ; Ossola, Elisa.
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  178. Liquidity, delistings, and credit risk premium. (2015). Kuo, Su-Wen ; Jhang, Guan-Cih ; Huang, Chin-Sheng.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:35:y:2015:i:c:p:78-89.

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  179. Trading behavior and stock returns in Japan. (2015). Hung, Weifeng ; Huang, Sheng-Tang ; Liu, Nathan ; Lu, Chia-Chi.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:58:y:2015:i:c:p:200-212.

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  180. The credit risk–return puzzle: Impact of credit rating announcements in Australia and Japan. (2015). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:35:y:2015:i:pa:p:37-55.

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  181. Corporate life cycle and cost of equity capital. (2015). Cheung, Adrian (Wai-Kong) ; Hasan, Mostafa Monzur ; Hossain, Mahmud ; Habib, Ahsan.
    In: Journal of Contemporary Accounting and Economics.
    RePEc:eee:jocaae:v:11:y:2015:i:1:p:46-60.

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  182. What explains the value premium? The case of adjustment costs, operating leverage and financial leverage. (2015). Cao, Viet Nga.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:59:y:2015:i:c:p:350-366.

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  183. Equity financing activities and European value-growth returns. (2015). Walkshausl, Christian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:57:y:2015:i:c:p:27-40.

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  184. Financial distress, outside directors and corporate tax aggressiveness spanning the global financial crisis: An empirical analysis. (2015). Lanis, Roman ; Richardson, Grant ; Taylor, Grantley.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:52:y:2015:i:c:p:112-129.

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  185. The intertemporal risk-return relationship: Evidence from international markets. (2015). Chiang, Thomas C ; Li, Huimin ; Zheng, Dazhi.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:39:y:2015:i:c:p:156-180.

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  186. Equity returns of distressed equity issuers. (2015). Park, James L.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:14:y:2015:i:c:p:93-103.

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  187. Explaining the default risk anomaly by the two-beta model. (2015). Wang, Kai-Li ; Hsu, Junming ; Yeh, Chung-Ying ; Lin, Che-Hui .
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    RePEc:eee:empfin:v:30:y:2015:i:c:p:16-33.

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  188. Asset-pricing anomalies at the firm level. (2015). Cederburg, Scott ; ODoherty, Michael S..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:1:p:113-128.

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  189. Operating Leverage over the Business Cycle. (2015). Holly, Sean ; Bhattacharjee, Arnab.
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  190. Predicting default more accurately: to proxy or not to proxy for default?. (2015). Galil, Koresh ; Sher, Neta .
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  191. The cross-section of stock returns in an early stock market. (2014). Turner, John ; Ye, Qing.
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  192. Pricing Default Risk: The good, the bad, and the anomaly. (2014). Grammatikos, Theoharry ; Filipe, Sara Ferreira ; Michala, Dimitra.
    In: EIF Working Paper Series.
    RePEc:zbw:eifwps:201423.

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  193. Do Asset Pricing Models Explain Size, Value, Momentum and Liquidity Effects? The Case of an Emerging Stock Market. (2014). .
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    RePEc:sae:emffin:v:13:y:2014:i:3:p:217-251.

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  194. Pricing Default Risk: The Good, The Bad, and The Anomaly. (2014). Michala, Dimitra ; Grammatikos, Theoharry ; Filipe, Sara Ferreira.
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  195. Value premium and default risk. (2014). Elgammal, Mohammed ; McMillan, David G.
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    RePEc:pal:assmgt:v:15:y:2014:i:1:d:10.1057_jam.2014.10.

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  196. Which Factors?. (2014). Zhang, Lu ; Hou, Kewei ; Xue, Chen.
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  197. . . . and the Cross-Section of Expected Returns. (2014). Harvey, Campbell ; Liu, Yan ; Zhu, Heqing .
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  198. Death and jackpot: Why do individual investors hold overpriced stocks?. (2014). Xing, Yuhang ; Kapadia, Nishad ; Conrad, Jennifer.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:113:y:2014:i:3:p:455-475.

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  199. Glamour brands and glamour stocks. (2014). Jiang, Zhan ; Billett, Matthew T. ; Rego, Lopo L..
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:107:y:2014:i:pb:p:744-759.

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  200. Rationalizing the value premium in emerging markets. (2014). Williams, Jonathan ; Shah, Mohamed ; Girma, Sourafel ; Ebrahim, M. Shahid.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:29:y:2014:i:c:p:51-70.

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  201. The cross-section of stock returns in an early stock market. (2014). Turner, John ; Ye, Qing.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:34:y:2014:i:c:p:114-123.

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  202. Linking corporate social responsibility to firm default risk. (2014). Sun, Wenbin ; Cui, Kexiu .
    In: European Management Journal.
    RePEc:eee:eurman:v:32:y:2014:i:2:p:275-287.

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  203. Market states and the risk-based explanation of the size premium. (2014). Singh, Vivek ; Hur, Jungshik ; Pettengill, Glenn.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:28:y:2014:i:c:p:139-150.

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  204. Corporate liquidity and the contingent nature of bank credit lines: Evidence on the costs and consequences of bank default. (2014). May, Anthony D..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:29:y:2014:i:c:p:410-429.

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  205. Risk Interpretation of the CAPMs Beta: Evidence from a New Research Method. (2014). Bilinski, Pawel ; Lyssimachou, Danielle.
    In: Abacus.
    RePEc:bla:abacus:v:50:y:2014:i:2:p:203-226.

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  206. The use of financial ratio models to help investors predict and interpret significant corporate events. (2013). .
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:38:y:2013:i:3:p:553-598.

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  207. Net leverage, risk, and credit spreads. (2013). Palazzo, Berardino.
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  208. Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns. (2013). Yildizhan, Celim ; Anginer, Deniz.
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  209. Personal vs. Corporate Goals: Why do Insurance Companies Manage Loss Reserves?. (2013). Starita, Maria Grazia ; Fiordelisi, Franco ; Monferra, Stefano ; Meles, Antonio.
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  210. Is Default Risk Priced in Equity Returns?. (2013). Nielsen, Caren Yinxia ; Yinxia G. Nielsen , Caren, .
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  211. The smallest firm effect: An international study. (2013). De Moor, Lieven ; Sercu, Piet.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:129-155.

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  212. Anomalies and financial distress. (2013). Chordia, Tarun ; Jostova, Gergana ; Avramov, Doron ; Philipov, Alexander.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:108:y:2013:i:1:p:139-159.

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  213. Is bank default risk systematic?. (2013). Marques-Ibanez, David ; Fiordelisi, Franco ; Marques-Ibaez, David.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:6:p:2000-2010.

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  214. Product market competition and credit risk. (2013). Huang, Hsing-Hua ; Lee, Han-Hsing.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:324-340.

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  215. The impact of diverse measures of default risk on UK stock returns. (2013). Hill, Paul A ; Chen, Jie.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:5118-5131.

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  216. Investment opportunities and bankruptcy prediction. (2013). Lyandres, Evgeny ; Zhdanov, Alexei.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:16:y:2013:i:3:p:439-476.

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  217. Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables. (2013). Wilson, Nicholas ; Tinoco, Mario Hernandez.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:394-419.

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  218. Price discovery of credit spreads in tranquil and crisis periods. (2013). Varotto, Simone ; Lazar, Emese ; Avino, Davide.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:242-253.

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  219. Hedging stock sector risk with credit default swaps. (2013). Ratner, Mitchell ; Chiu, Chih-Chieh .
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  220. Corporate evolution following initial public offerings in China: A life-course approach. (2013). Lister, Roger ; Liu, Jia ; Pang, Dong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:27:y:2013:i:c:p:1-20.

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  221. Rationalizing the Value Premium in Emerging Markets. (2013). Williams, Jonathan ; Girma, Sourafel ; Ebrahim, M. Shahid ; Embrahim, Shahid M. ; Shah, Eskander M..
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  222. PREDICTING EXTREME RETURNS AND PORTFOLIO MANAGEMENT IMPLICATIONS. (2013). Mauck, Nathan ; Krieger, Kevin ; Stevenson, Greg ; Fodor, Andy.
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  223. Value versus growth: Australian evidence. (2013). Gharghori, Philip ; Stryjkowski, Sebastian ; Veeraraghavan, Madhu.
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    RePEc:bla:acctfi:v:53:y:2013:i:2:p:393-417.

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  224. Why do firms engage in selective hedging?. (2012). Fernando, Chitru S ; Adam, Tim R ; Salas, Jesus M.
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    RePEc:zbw:sfb649:sfb649dp2012-019.

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  225. Rating or no rating? That is the question: an empirical examination of UK companies. (2012). Gonis, Eleimon ; Paul, Salima ; Tucker, Jon.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:18:y:2012:i:8:p:709-735.

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  226. Asset pricing with a bank risk factor. (2012). Rua, António ; Pereira, Joo Pedro.
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  227. Empirical Cross-Sectional Asset Pricing. (2012). Nagel, Stefan.
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  228. Digesting Anomalies: An Investment Approach. (2012). Zhang, Lu ; Hou, Kewei ; Xue, Chen.
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  229. Firm ratings, momentum strategies, and crises: evidence from the US and Taiwanese stock markets. (2012). Lee, Nicholas Rueilin.
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  230. Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit.
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  231. Default Risk and Equity Returns: Evidence from the Taiwan Equities Market. (2012). Lin, Yu-Ling ; Chang, Ta-Cheng ; Yeh, Su-Jing .
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  232. On the Conditional Risk and Performance of Financially Distressed Stocks. (2012). O'Doherty, Michael S..
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  233. Why Do Firms Engage in Selective Hedging?. (2012). Adam, Tim R. ; Salas, Jesus M. ; Fernando, Chitru S..
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    RePEc:hum:wpaper:sfb649dp2012-019.

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  234. Extreme downside risk and expected stock returns. (2012). Huang, Wei ; Liu, Qianqiu ; Rhee, Ghon S. ; Wu, Feng.
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    RePEc:eee:jbfina:v:36:y:2012:i:5:p:1492-1502.

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  235. The implied cost of capital: A new approach. (2012). van Dijk, Mathijs ; Hou, Kewei ; Zhang, Yinglei.
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  236. Fair Value Accounting for Financial Instruments: Does It Improve the Association between Bank Leverage and Credit Risk?. (2012). LINSMEIER, Thomas J. ; Petroni, Kathy ; Blakespoor, Elizabeth ; Shakespeare, Catherine.
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  237. Empirical Cross-Sectional Asset Pricing. (2012). Nagel, Stefan.
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  238. Rationalizing the Value Premium under Economic Fundamentals in an Emerging Market. (2012). Shah, Mohamed ; Hudson, Robert ; Ebrahim, M. Shahid ; Girm, Sourafel .
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  239. Internal Restructuring and Firm Survival. (2012). Powell, Ronan ; Yawson, Alfred.
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  240. Ratingagenturen in der neoklassischen Finanzierungstheorie: Eine Auswertung empirischer Studien zum Informationsgehalt von Ratings. (2011). Schaetzle, Dominik .
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  241. Is default risk priced in Australian equity? Exploring the role of the business cycle. (2011). faff, robert.
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  242. Modeling Bankruptcy Prediction for Non-Financial Firms: The Case of Pakistan. (2011). Rashid, Abdul ; Abbas, Qaisar.
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  243. The Smallest Firm Effect: an International Study. (2011). De Moor, Lieven ; Sercu, Piet.
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  244. Predicting Financial Distress and the Performance of Distressed Stocks. (2011). Hilscher, Jens ; Campbell, John ; Szilagyi, Jan .
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  245. Corporate bond default risk: A 150-year perspective. (2011). Schaefer, Stephen ; Giesecke, Kay ; Strebulaev, Ilya ; Longstaff, Francis A..
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  246. Tracking down distress risk. (2011). Kapadia, Nishad.
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  247. What explains default risk premium during the financial crisis? Evidence from Japan. (2011). Naifar, Nader.
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  248. Corporate derivatives use and the cost of equity. (2011). Smith, Stephen D. ; Gay, Gerald D. ; Lin, Chen-Miao.
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  249. Is size dead? A review of the size effect in equity returns. (2011). van Dijk, Mathijs.
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  250. Leverage change, debt overhang, and stock prices. (2011). Zhang, Zhe ; Cai, Jie.
    In: Journal of Corporate Finance.
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  251. Credit ratings and credit risk. (2011). Hilscher, Jens ; Wilson, Mungo.
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  252. Corporate Bond Default Risk: A 150-Year Perspective. (2010). Strebulaev, Ilya ; Longstaff, Francis ; Schaefer, Stephen ; Giesecke, Kay.
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  253. International Pricing of Emerging Market Corporate Debt: Does the Corporate Matter?. (2010). Keller, Sonja ; Mody, Ashoka.
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  254. The distress premium puzzle. (2010). Ozdagli, Ali.
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  255. A comparison of alternative bankruptcy prediction models. (2010). Wu, Yanrui ; Gray, S ; Gaunt, C.
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  256. A resolution of the distress risk and leverage puzzles in the cross section of stock returns. (2010). George, Thomas J. ; Hwang, Chuan-Yang.
    In: Journal of Financial Economics.
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  257. Post loss/profit announcement drift. (2010). Faurel, Lucile ; Balakrishnan, Karthik ; Bartov, Eli.
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  258. Financial distress and idiosyncratic volatility: An empirical investigation. (2010). Ray, Rina ; Chollete, Loran ; Chen, Jing.
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  259. The relationship between bankruptcy risk and growth for non-listed firms. (2010). Næs, Randi ; Nordal, Kjell Bjørn ; Nas, Randi .
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  260. The Relevance of Accounting Information in a Stock Market Bubble: Evidence from Internet IPOs. (2010). Joos, Philip ; Bhattacharya, Nilabhra ; Demers, Elizabeth.
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  261. The Relevance of Accounting Information in a Stock Market Bubble: Evidence from Internet IPOs. (2010). Joos, Philip ; Bhattacharya, Nilabhra ; Demers, Elizabeth.
    In: Journal of Business Finance & Accounting.
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  262. Can Operating Leverage Be the Cause of the Value Premium?. (2010). Garcia-Feijoo, Luis ; Jorgensen, Randy D..
    In: Financial Management.
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  263. The Cross€ Section of Expected Stock Returns: What Have We Learnt from the Past Twenty€ Five Years of Research?. (2010). Subrahmanyam, Avanidhar.
    In: European Financial Management.
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  264. Cross‐sectional determinants of post‐IPO stock performance: evidence from China. (2010). Tam, Lewis ; Chang, Xin ; Lin, Shihua ; Lewis H. K. Tam, ; Wong, George.
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  265. Default risk and equity returns: Australian evidence. (2009). Gharghori, Philip ; faff, robert ; Chan, Howard.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:17:y:2009:i:5:p:580-593.

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  266. Dispersion in analysts earnings forecasts and credit rating. (2009). Philipov, Alexander ; Chordia, Tarun ; Jostova, Gergana ; Avramov, Doron.
    In: Journal of Financial Economics.
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  267. Accounting-based versus market-based cross-sectional models of CDS spreads. (2009). Sarin, Atulya ; Das, Sanjiv ; Hanouna, Paul.
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  268. Credit ratings and the cross-section of stock returns. (2009). Philipov, Alexander ; Chordia, Tarun ; Jostova, Gergana ; Avramov, Doron.
    In: Journal of Financial Markets.
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  275. Does Financial Distress Risk Drive the Momentum Anomaly?. (2008). Agarwal, Vineet ; Taffler, Richard.
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  277. Are the Fama-French Factors Proxying Default Risk?. (2007). Gharghori, Philip ; faff, robert.
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  281. SMB -- Arousal, disproportionate reactions and the size-premium. (2007). Durand, Robert B. ; Smith, Gary W. ; Juricev, Alex.
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  282. Determinants of the round-to-round returns to pre-IPO venture capital investments in U.S. biotechnology companies. (2007). Hand, John R. M., .
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  283. Does the stock market underreact to going concern opinions? Evidence from the U.S. and Australia. (2007). Ogneva, Maria ; Subramanyam, K. R..
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  284. A market-based framework for bankruptcy prediction. (2007). Perlich, Claudia ; Reisz, Alexander S..
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  285. Discussion of The Book‐to‐Price Effect in Stock Returns: Accounting for Leverage. (2007). Piotroski, Joseph D..
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  286. The Book‐to‐Price Effect in Stock Returns: Accounting for Leverage. (2007). PENMAN, STEPHEN H. ; RICHARDSON, SCOTT A. ; İREM TUNA, .
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  287. IPO Failure Risk. (2007). Joos, Philip ; Demers, Elizabeth.
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  288. An Error Component Logit Analysis of Corporate Bankruptcy and Insolvency Risk in Australia. (2007). Hensher, David ; Greene, William ; Jones, Stewart.
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  290. Myopic loss aversion and margin of safety: the risk of value investing. (2006). Xu, Kuan ; Fisher, Gordon.
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  293. Financial Distress and Idiosyncratic Volatility: An Empirical Investigation. (2006). Chollete, Loran ; Chen, Jing.
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  295. STOCK MARKET VALUATIONS OF R&D AND ELECTRONICS FIRMS DURING TAIWANS RECENT ECONOMIC TRANSITION. (2006). Hung, Weifeng ; Chiao, Chaoshin.
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  297. Default Risk, Firms Characteristics, and Risk Shifting. (2005). Zhong, Rui ; Fang, Ming.
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  298. Default Risk, Firms Characteristics, and Risk Shifting. (2005). Zhong, Rui ; Fang, Ming.
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  299. Pension plan funding and stock market efficiency. (2005). Marin, Jose ; Franzoni, Francesco.
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  300. Overreaction after Controlling for Size and Book-to-Market Effects and its Mimicking Portfolio in Japan. (2005). Hung, Welfeng ; Cheng, David ; Chiao, Chaoshin.
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  301. Default risk, systematic risk and Thai firms before, during and after the Asian crisis. (2005). Byström, Hans ; Chongsithipol, Srisuda ; Worasinchai, Lugkana ; Bystrom, Hans.
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  303. The Ability of Earnings to Predict Future Operating Cash Flows Has Been Increasing—Not Decreasing. (2005). Kross, William ; Kim, Myungsun.
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  304. Are Credit Ratings Valuable Information?. (2004). Kraft, Kornelius ; Czarnitzki, Dirk.
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  305. Financial Risks, Bankruptcy Probabilities, and the Investment Behaviour of Enterprises. (2004). Kirchesch, Kai.
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  306. In denial? Stock market underreaction to going-concern audit report disclosures. (2004). Taffler, Richard J. ; Lu, Jeffrey ; Kausar, Asad.
    In: Journal of Accounting and Economics.
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  307. Evidence to support the four-factor pricing model from the Canadian stock market. (2004). Masmoudi, Tarek ; Suret, Jean-Marc ; L'Her, Jean-Francois.
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  308. Financial Risks, Bankruptcy Probabilities, and the Investment Behaviour of Enterprises. (2004). Kirchesch, Kai.
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  309. How Does Systematic Risk Impact US Credit Spreads? A Copula Study. (2003). Gatfaoui, Hayette.
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  310. Arbitrage risk and the book-to-market anomaly. (2003). Trombley Mark A., ; Lee-Seok, Hwang ; Ashiq, Ali.
    In: Journal of Financial Economics.
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  311. A barrier option framework for corporate security valuation. (2003). Turtle H. J., ; Paul, Brockman.
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  312. Pension Plan Funding and Market Efficiency. (2003). Marin, Jose ; Franzoni, Francesco.
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  313. Investor psychology in capital markets: evidence and policy implications. (2002). Teoh, Siew Hong ; Hirshleifer, David ; Daniel, Kent.
    In: Journal of Monetary Economics.
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  314. Book‐to‐Market Equity, Distress Risk, and Stock Returns. (2002). Griffin, John M..
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  315. Investor Psychology and Asset Pricing. (2001). Hirshleifer, David.
    In: MPRA Paper.
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  316. Market efficiency and accounting research: a discussion of capital market research in accounting by S.P. Kothari. (2001). Lee, Charles.
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