Search Results - person:"Tulig, Steve"

Distance to Default as an Equity Investment Signal; Evidence From Australian Data From 2000 to 2022

Tulig, Steve - 2023

Apart from its applications in credit analysis, distance to default (DD) is a useful tool in equity investment management which captures key elements of firm quality. By construction, it is positively correlated with momentum and negatively correlated with leverage and volatility. Our analysis...

Persistent link: https://www.econbiz.de/10014350337

Hamada's equation and the beta of debt under CAPM

Johnstone, David; Tulig, Steve - In: Accounting and finance 62 (2022) 2, pp. 2385-2399

Persistent link: https://www.econbiz.de/10013325686

A study on the effect of joint supervision between auditors and sponsors : evidence from China

Wang, Juewei; Wang, Jenny Jing; Tulig, Steve; Zhang, Weidong - In: Accounting and finance 62 (2022) 2, pp. 2757-2780

Persistent link: https://www.econbiz.de/10013325732

Scoring probability forecasts by a user's bets against a market consensus

Johnstone, David; Jones, Stewart; Jones, Oliver; Tulig, … - In: Decision analysis : a journal of the Institute for … 18 (2021) 3, pp. 169-184

Persistent link: https://www.econbiz.de/10012654939

Hamada’s equation and the beta of debt under CAPM

Johnstone, David; Tulig, Steve - In: Accounting & Finance 62 (2021) 2, pp. 2385-2399

Persistent link: https://www.econbiz.de/10012809154

A study on the effect of joint supervision between auditors and sponsors : evidence from China

Wang, Juewei; Wang, Jenny Jing; Tulig, Steve; Zhang, Weidong - In: Accounting & Finance 62 (2021) 2, pp. 2757-2780

Persistent link: https://www.econbiz.de/10012809167