Is there a distress risk anomaly ? pricing of systematic default risk in the cross section of equity returns
Year of publication: |
2010-01-01
|
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Authors: | Anginer, Deniz ; Yildizhan, Celim |
Institutions: | Economics Research, World Bank Group |
Subject: | Debt Markets | Mutual Funds | Emerging Markets | Bankruptcy and Resolution of Financial Distress | Deposit Insurance |
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