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DCF-valuations of companies in crisis : distress-related leverage, identification of risk positions, discounting techniques, and "beta flips"
Meitner, Matthias; Streitferdt, Felix G. - In: Journal of business valuation and economic loss analysis 9 (2014) 1, pp. 145-174
Persistent link: https://www.econbiz.de/10010398903
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Disequilibria and contagion in financial markets : evidence from a new test
De Angelis, Luca; Gardini, Attilio - In: Journal of applied economics 18 (2015) 2, pp. 247-265
Persistent link: https://www.econbiz.de/10011554982
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Real time monitoring of asset markets : bubbles and crises
Phillips, Peter C. B.; Shi, Shuping - 2018
Persistent link: https://www.econbiz.de/10011948773
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Liquidity risk and contagion
Cifuentes, Rodrigo (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003045019
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Contagion and downside risk in the REIT market during the subprime mortgage crisis
Chen, Ming-Chi; Tsai, Hsiu-Jung; Sing, Tien-foo; Yang, … - In: International journal of strategic property management 19 (2015) 1, pp. 42-57
Persistent link: https://www.econbiz.de/10011302960
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Volatility, distress risk, and the cross-section of portfolio returns
Sabbaghi, Omid - In: Review of accounting & finance 14 (2015) 2, pp. 149-171
Persistent link: https://www.econbiz.de/10011308963
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Globalization of financial risks and evaluation of common stocks
Cinar, Dilaysu - In: Global strategies in banking and finance, (pp. 231-240). 2014
Persistent link: https://www.econbiz.de/10010459146
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Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan; Ungeheuer, Michael; Weigert, Florian - 2020 - This version: January 2020
We merge the literature on downside return risk and liquidity risk and introduce the concept of extreme downside liquidity (EDL) risks. The cross-section of stock returns reflects a premium if a stock's return (liquidity) is lowest at the same time when the market liquidity (return) is lowest....
Persistent link: https://www.econbiz.de/10012175486
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Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Applied economics 51 (2019) 44, pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122