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Anomalies and Financial Distress · Study

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PreprintAnomalies and Financial Distress

Doron Avramov2010

OA

Preprintgreen2010

Anomalies and Financial Distress

Doron Avramov · Tarun Chordia · Gergana Jostova · Alexander Philipov

30 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Distress and Bankruptcy Prediction

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References

1993Common risk factors in the returns on stocks and bonds 1992The Cross-Section of Expected Stock Returns 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 2002Illiquidity and stock returns: cross-section and time-series effects 1968An Empirical Evaluation of Accounting Income Numbers 2006The Cross‐Section of Volatility and Expected Returns 1996Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

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2012Anomalies and financial distressarticle · 20 shared references 2009The Cross‐Section of Expected Stock Returns: What Have We Learnt from the Past Twenty‐Five Years of Research?article · 16 shared references 2015What explains the dynamics of 100 anomalies?article · 14 shared references 2018Replicating Anomaliesarticle · 13 shared references 2014. . . and the Cross-Section of Expected Returnsreport · 13 shared references 2011Empirical cross-sectional asset pricing: a surveyarticle · 13 shared references

Details

Year2010

Typepreprint

Published2010-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations30

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1593728

openalex_workW2137728823

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