The size effect and default risk : evidence from the Vietnamese stock market
Year of publication: |
2022
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Authors: | Le Quy Duong ; Bertrand, Philippe |
Published in: |
Review of financial economics : RFE. - Hoboken, NJ : Wiley, ISSN 1873-5924, ZDB-ID 2015922-5. - Vol. 40.2022, 4, p. 377-388
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Subject: | default risk | distance-to-default | Fama-French | size premium | Risikoprämie | Risk premium | Kreditrisiko | Credit risk | Betriebsgröße | Firm size | Vietnam | Viet Nam | CAPM | Kapitaleinkommen | Capital income | Insolvenz | Insolvency | Aktienmarkt | Stock market |
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