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Forecasting default with the Merton distance to default model
Bharath, Sreedhar T.; Shumway, Tyler - In: The review of financial studies 21 (2008) 3, pp. 1339-1369
Persistent link: https://www.econbiz.de/10003742248
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An analysis of company liquidations
Hudson, John - In: Applied economics 18 (1986) 2, pp. 219-235
Persistent link: https://www.econbiz.de/10001047669
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Spillover effects of foreclosures on neighborhood property values
Lin, Zhenguo; Rosenblatt, Eric; Yao, Wenxiong - In: The journal of real estate finance and economics 38 (2009) 4, pp. 387-407
Persistent link: https://www.econbiz.de/10003835198
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Time-varying liquidity risk and the cross section of stock returns
Watanabe, Akiko; Watanabe, Masahiro - In: The review of financial studies 21 (2008) 6, pp. 2449-2486
Persistent link: https://www.econbiz.de/10003805068
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Default risk, shareholder advantage, and stock returns
Garlappi, Lorenzo; Shu, Tao; Yan, Hong - In: The review of financial studies 21 (2008) 6, pp. 2743-2778
Persistent link: https://www.econbiz.de/10003805112
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Market liquidity and funding liquidity
Brunnermeier, Markus Konrad; Pedersen, Lasse Heje - In: The review of financial studies 22 (2009) 6, pp. 2201-2238
Persistent link: https://www.econbiz.de/10003866708
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Failure is an option : impediments to short selling and options prices
Evans, Richard B.; Géczy, Christopher; Musto, David K.; … - In: The review of financial studies 22 (2009) 5, pp. 1955-1980
Persistent link: https://www.econbiz.de/10003886035
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Default risk and equity returns : Australian evidence
Gharghori, Philip; Chan, Howard Wei-hong; Faff, Robert W. - In: Pacific-Basin finance journal 17 (2009) 5, pp. 580-593
We test whether default risk is related to equity returns using the Fama and MacBeth [Fama, E.F., MacBeth, J., 1973. Risk, return, and equilibrium: empirical tests. Journal of Political Economy 81, 607-636.] regression framework. The proxy we use for default risk is the default probability...
Persistent link: https://www.econbiz.de/10003895398
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Expected default probabilities in structural models : empirical evidence
Patel, Kanak; Pereira, Ricardo - In: The journal of real estate finance and economics 34 (2007) 1, pp. 107-133
Persistent link: https://www.econbiz.de/10003490492
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Bankruptcy codes and innovation
Acharya, Viral V.; Subramanian, Krishnamurthy V. - In: The review of financial studies 22 (2009) 12, pp. 4949-4988
Persistent link: https://www.econbiz.de/10003916230