What drives the distress risk-return puzzle? : a perspective on limits of arbitrage
Yezhou Sha, Ziwen Bu, Zilong Wang
| Year of publication: |
2023
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|---|---|
| Authors: | Sha, Yezhou ; Bu, Ziwen ; Wang, Zilong |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 4, p. 3574-3592
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| Subject: | anomalies | distress risk | limits of arbitrage | market efficiency | Arbitrage | Effizienzmarkthypothese | Efficient market hypothesis | Risiko | Risk | CAPM | Kapitaleinkommen | Capital income | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2608 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014429152