On the Conditional Risk and Performance of Financially Distressed Stocks
Year of publication: |
2012
|
---|---|
Authors: | O'Doherty, Michael S. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 58.2012, 8, p. 1502-1520
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | conditional CAPM | asset-pricing anomalies | distress risk | default risk | information risk |
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