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Does stock liquidity affect bankruptcy risk? : DID analysis from Vietnam
Hai Hong Trinh; Nguyen Phuc Canh; Wei, Hao; Wongchoti, … - In: Pacific-Basin finance journal 69 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10013369865
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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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Revisiting early warning signals of corporate credit default using linguistic analysis
Lu, Yang-cheng; Shen, Chung-hua; Wei, Yu-chen - In: Pacific-Basin finance journal 24 (2013), pp. 1-21
Persistent link: https://www.econbiz.de/10010346794
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Impaired bank health and default risk
Fukuda, Shin'ichi; Kasuya, Munehisa; Akashi, Kentaro - In: Pacific-Basin finance journal 17 (2009) 2, pp. 145-162
Persistent link: https://www.econbiz.de/10003830621
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Liquidity and credit risk before and after the global financial crisis : evidence from the Korean corporate bond market
Shin, Dongheon; Kim, Baeho - In: Pacific-Basin finance journal 33 (2015), pp. 38-61
Persistent link: https://www.econbiz.de/10011474048
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Asymmetric effects of noise in Merton default risk model : evidence from emerging Asia
Omar, Arti; Prasanna, P. Krishna - In: Pacific-Basin finance journal 65 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013252819
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Liquidity creation cyclicality, capital regulation and interbank credit : evidence from Chinese commercial banks
Tang, Ying; Li, Zhiyong; Chen, Jing; Deng, Chao - In: Pacific-Basin finance journal 67 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013252919
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Default resolution and access to fresh credit in an emerging market
Hussain, Inayat; Durand, Robert B.; Harris, Mark N. - In: Pacific-Basin finance journal 39 (2016), pp. 256-274
Persistent link: https://www.econbiz.de/10011669257
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State-varying illiquidity risk in sovereign bond spreads
Docherty, Paul; Easton, Steve - In: Pacific-Basin finance journal 50 (2018), pp. 235-248
Persistent link: https://www.econbiz.de/10012033797
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What moves benchmark money market rates? : evidence from the BBSW market
Casavecchia, Lorenzo; Loudon, Geoffrey F.; Wu, Eliza - In: Pacific-Basin finance journal 51 (2018), pp. 137-154
Persistent link: https://www.econbiz.de/10012035138