Using the credit spread as an option-risk factor: Size and value effects in CAPM
Year of publication: |
2010
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Authors: | Hwang, Young-Soon ; Min, Hong-Ghi ; McDonald, Judith A. ; Kim, Hwagyun ; Kim, Bong-Han |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 34.2010, 12, p. 2995-3010
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