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Market Dynamics and Investment Performance of Distressed and Defaulted Debt Securities
6 references·0 citing·20 second hop
Market Dynamics and Investment Performance of Distressed and Defaulted Debt Securities (1999)Market Dynamics and Investment Performanc…Corporate Financial Distress and Bankruptcy (2005)Corporate Financial Distress …Defaults and Returns on High-Yield Bonds (2004)Defaults and Returns on High-…Forecasting Default Rates on High-Yield Bonds (1996)Forecasting Default Rates on …Investing in Distressed Situations: A Market Survey (1995)Investing in Distressed Situa…Do Seniority Provisions Protect Bondholders' Investments? (1994)Do Seniority Provisions Prote…Measuring Corporate Bond Mortality and Performance (1989)Measuring Corporate Bond Mort…Financial Ratios As Predictors of Failure (1966)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress (1985)The impact of default risk on the prices of options and other derivative securities (1995)Measuring investment distortions arising from stockholder–bondholder conflicts (1999)Issuer Quality and Corporate Bond Returns (2013)Crisis dynamics of implied default recovery ratios: Evidence from Russia and Argentina (2001)Default Recovery Rates in Credit Risk Modeling: A Review of the Literature and Empirical Evidence (2003)Default recovery rates and LGD in credit risk modelling and practice: An updated review of the literature and empirical evidence (2008)Understanding Aggregate Default Rates of High-Yield Bonds (1997)Multi-Period Corporate Failure Prediction with Stochastic Covariates (2004)Predicting Default Rates: A Forecasting Model for Moody's Issuer-Based Default Rates (2007)Risk and Return in General: Theory and Evidence (2009)International variations in expected equity premia: Role of financial architecture and governance (2011)The Role of Newswires in Screening and Disseminating Value-Relevant Information in Periodic Sec Reports* (2009)Clientele Change, Liquidity Shock and Returns to Financially Distressed Stocks (2010)The Role of Newswires in Screening and Disseminating Value-Relevant Information in Periodic SEC Reports (2010)Is the Risk of Bankruptcy a Systematic Risk? (1998)The Long‐Run Stock Returns Following Bond Ratings Changes (2001)The effects of government ownership on bank lending (2003)
this work references cited by second hop

References

  • 2005Corporate Financial Distress and Bankruptcy759 cited
  • 1989Measuring Corporate Bond Mortality and Performance426 cited
  • 1996Forecasting Default Rates on High-Yield Bonds85 cited
  • 1995Investing in Distressed Situations: A Market Survey83 cited
  • 1994Do Seniority Provisions Protect Bondholders' Investments?83 cited
  • 2004Defaults and Returns on High-Yield Bonds37 cited

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