Similar Search Results

The impact of size and book-to-market ratio on excess return using Fama-French 5-factor model : the case of Egypt

Alber, Nader; Barsoom, Michael - In: Sustainable Development in Banking and Finance : 7th …, (pp. 49-64). 2024

Persistent link: https://www.econbiz.de/10015073461

Liquidity and asset pricing : a comparison between three-factor and three-moment capital asset pricing models

Nguyen, Duong - 2006

Persistent link: https://www.econbiz.de/10003973278

Anomalies and financial distress

Avramov, Doron; Chordia, Tarun; Jostova, Gergana; … - In: Journal of financial economics 108 (2013) 1, pp. 139-159

Persistent link: https://www.econbiz.de/10009746528

Equity returns of distressed equity issuers

Park, James L. - In: Finance research letters 14 (2015), pp. 93-103

Persistent link: https://www.econbiz.de/10011552645

The relationship between dividend- and non-dividend-paying stock prices when considering financial distress

Rahgozar, Reza - In: American journal of finance and accounting 4 (2015/2016) 1, pp. 19-27

Persistent link: https://www.econbiz.de/10011508839

Financial Distress and Equity Returns : A Leverage-Augmented Three-Factor Model

Boubaker, Sabri - 2018

Our study examines whether financial distress risk is systematic risk using twelve portfolios sorted by size, book-to-market, and leverage and a portfolio of distressed firms covering an 18-year period. It also tests the explanatory power of the risk factors that best capture default risk. The...

Persistent link: https://www.econbiz.de/10012933432