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Financial Distress and the Value Premium

Fu, Yufen - 2014

The value premium is the empirical observation that low market/book “value” stocks have higher returns than high market/book “growth” stocks. In this paper, we report evidence that there is a value premium for firms in financial distress despite the anomalous observation that firms in...

Persistent link: https://www.econbiz.de/10013069137

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

Financial distress and equity returns : a leverage-augmented three-factor model

Boubaker, Sabri; Hamza, Taher; Vidal-García, Javier - In: Research in international business and finance 46 (2018), pp. 1-15

Persistent link: https://www.econbiz.de/10011983541

Predicting recurrent financial distresses with autocorrelation structure : an empirical analysis from an emerging market

Hwang, Ruey-ching; Chung, Huimin; Ku, Jiun-yi - In: Journal of financial services research : JFSR 43 (2013) 3, pp. 321-341

Persistent link: https://www.econbiz.de/10009758095

Financial distress prediction : a comparative study of solvency test and Z-score models with reference to Sri Lanka

Chandana Gunathilaka - In: The IUP journal of financial risk management : IJFRM 11 (2014) 3, pp. 39-51

Persistent link: https://www.econbiz.de/10010458634

Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables

Hernandez Tinoco, Mario; Wilson, Nicholas - In: International review of financial analysis 30 (2013), pp. 394-419

Persistent link: https://www.econbiz.de/10010461542

Dynamic financial distress prediction based on class-imbalanced data batches

Sun, Jie; Liu, Xin; Ai, Wenguo; Tian, Qianyuan - In: International journal of financial engineering 8 (2021) 3, pp. 1-35

Persistent link: https://www.econbiz.de/10012655025

Models predicting financial distress applied to specific insolvency cases

Schönfeld, Jaroslav; Kuděj, Michal; Smrčka, Luboš - In: International advances in economic research : IAER ; an … 26 (2020) 1, pp. 125-126

Persistent link: https://www.econbiz.de/10012415149

A theoretical approach to financial distress prediction modeling

Oz, Ibrahim Onur; Yelkenci, Tezer - In: Managerial finance 43 (2017) 2, pp. 212-230

Persistent link: https://www.econbiz.de/10011661927

Predicting financial distress : multi scenarios modeling using neural network

Gameel, Mohamed Sameh; El-Geziry, Khairy - In: International journal of economics and finance 8 (2016) 11, pp. 159-166

Persistent link: https://www.econbiz.de/10011586323

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