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Predicting financial distress and the performance of distressed stocks
Campbell, John Y.; Hilscher, Jens; Szilagyi, Jan - In: Journal of investment management : JOIM 9 (2011) 2, pp. 14-34
Persistent link: https://www.econbiz.de/10009305618
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Predicting Financial Distress and the Performance of Distressed Stocks
Campbell, John Y. - 2011
In this paper, we consider the measurement and pricing of distress risk.We present a model of corporate failure in which accounting and market-based measures forecast the likelihood of future financial distress. Our best model is more accurate than leading alternative measures of corporate...
Persistent link: https://www.econbiz.de/10013125775
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Trading volume and serial correlation in stock returns
Campbell, John Y.; Grossman, Sanford J.; Wang, Jiang - 1992
Persistent link: https://www.econbiz.de/10000136788
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Some lessons from the yield curve
Campbell, John Y. - 1995
Persistent link: https://www.econbiz.de/10000909031
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Why long horizons? : a study of power against persistent alternatives
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000879027
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Smart money, noise trading and stock price behavior
Campbell, John Y.; Kyle, Albert S. - 1988
Persistent link: https://www.econbiz.de/10000752325
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What moves the stock and bond markets? : a variance decomposition for long-term asset returns
Campbell, John Y.; Ammer, John - 1991 - Rev
Persistent link: https://www.econbiz.de/10000815847
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No news is good news : an asyymmetric model of changing volatility in stock returns
Campbell, John Y.; Hentschel, Ludger - 1991
Persistent link: https://www.econbiz.de/10000817377
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What moves the stock and bond markets? : a variance decomposition for long-term asset returns
Campbell, John Y.; Ammer, John - 1991
Persistent link: https://www.econbiz.de/10000818288
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Stock prices, earnings and expected dividends
Campbell, John Y.; Shiller, Robert J. - 1988
Persistent link: https://www.econbiz.de/10000764608