A unified model of distress risk puzzles
Year of publication: |
2022
|
---|---|
Authors: | Chen, Zhiyao ; Hackbarth, Dirk ; Strebulaev, Ilya A. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 146.2022, 2, p. 357-384
|
Subject: | Distress risk premium | Endogenous debt financing | Endogenous distress | Failure probability | Financial leverage | Insolvenz | Insolvency | Risikoprämie | Risk premium | Fremdkapital | Debt financing | Theorie | Theory | Kapitalstruktur | Capital structure | CAPM | Kreditrisiko | Credit risk |
-
A unified model of distress risk puzzles
Chen, Zhiyao, (2019)
-
Endogenous debt maturity : liquidity risk vs. default risk
Manuelli, Rodolfo E., (2018)
-
De and re-levering betas with risky debt
Krause, Marko Volker, (2019)
- More ...
-
A unified model of distress risk puzzles
Chen, Zhiyao, (2019)
-
Cash Holding, Rollover Risk and M&A
Chen, Zhiyao, (2022)
-
Contingent claim-based expected stock returns
Chen, Zhiyao, (2013)
- More ...