Are the Fama-French factors really compensation for distress risk?
Year of publication: |
2018
|
---|---|
Authors: | Groot, Wilma de ; Huij, Joop |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 86.2018, p. 50-69
|
Subject: | Book-to-market effect | Value anomaly | Small-cap effect | Market efficiency | Default risk | Bankruptcy | Credit spread | Bond spread | Distress risk | Credit rating | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | CAPM | Kreditwürdigkeit | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve | Unternehmensanleihe | Corporate bond | Schätzung | Estimation | Risiko | Risk |
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