Do financial distress and liquidity crises affect value and size premiums?
Year of publication: |
Aug 2016
|
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Authors: | Elgammal, Mohammed Mohammed ; Bas, Tugba ; Gough, Orla ; Shah, Neeta ; Van Dellen, Stefan |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 37/39, p. 3734-3751
|
Subject: | Default risk | value premium | size premium | liquidity crises | Risikoprämie | Risk premium | Liquidität | Liquidity | CAPM | Insolvenz | Insolvency | Theorie | Theory | Finanzkrise | Financial crisis | Betriebsgröße | Firm size | Kreditrisiko | Credit risk | Betriebliche Liquidität | Corporate liquidity |
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