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The Global Relation between Financial Distress and Equity Returns
16 references·1 citing·44 second hop
The Global Relation between Financial Distress and Equity Returns (2012)The Global Relation between Financial Dis…Size, value, and momentum in international stock returns (2012)Size, value, and momentum in …Individualism and Momentum around the World (2010)Individualism and Momentum ar…Media Coverage and the Cross‐section of Stock Returns (2009)Media Coverage and the Cross‐…Stocks as Lotteries: The Implications of Probability Weighting for Security Prices (2008)Stocks as Lotteries: The Impl…In Search of Distress Risk (2008)In Search of Distress RiskForecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with the …INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE! (2006)INDIVIDUAL EQUITY RETURN DATA…Selection on Observed and Unobserved Variables: Assessing the Effectiveness of Catholic Schools (2005)Selection on Observed and Uno…Market States and Momentum (2004)Market States and MomentumDefault Risk in Equity Returns (2004)Default Risk in Equity ReturnsLearning to Be Overconfident (2001)Learning to Be OverconfidentInvestor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Law and Finance (1996)Law and FinanceThe Limits of Arbitrage (1995)The Limits of ArbitrageAn Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…Distress Anomaly and Shareholder Risk: International Evidence (2017)Distress Anomaly and Sharehol…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)The Economics of Structured Finance (2009)Credit Spreads and Business Cycle Fluctuations (2012)Predictably Unequal? The Effects of Machine Learning on Credit Markets (2021)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Using daily stock returns (1985)Efficient Capital Markets: II (1991)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)Investor protection and corporate governance (2000)The separation of ownership and control in East Asian Corporations (2000)The Colonial Origins of Comparative Development: An Empirical Investigation: Reply (2012)A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data (1984)Empirical Strategies in Labor Economics (1999)Catholic Schools and the Common Good (2009)War and local collective action in Sierra Leone (2009)The Slave Trade and the Origins of Mistrust in Africa (2011)Gender Identity and Relative Income within Households * (2015)A model of investor sentiment /The Behavior of Stock-Market Prices (1965)The Cross-Section of Expected Stock Returns (1992)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Market Liquidity and Funding Liquidity (2008)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Editor's Choice Digesting Anomalies: An Investment ApproachAdvances in prospect theory: Cumulative representation of uncertainty (1992)… and the Cross-Section of Expected Returns (2015)The Pricing of Options and Corporate Liabilities (1973)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 2005Selection on Observed and Unobserved Variables: Assessing the Effectiveness of Catholic Schools3,676 cited
  • 1996Law and Finance2,451 cited
  • 2008In Search of Distress Risk2,232 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 2004Default Risk in Equity Returns1,997 cited
  • 2009Media Coverage and the Cross‐section of Stock Returns1,967 cited
  • 2012Size, value, and momentum in international stock returns1,822 cited
  • 2001Learning to Be Overconfident1,664 cited
  • 2008Stocks as Lotteries: The Implications of Probability Weighting for Security Prices1,548 cited
  • 2010Individualism and Momentum around the World1,312 cited
  • 2004Market States and Momentum995 cited
  • 2006INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE!

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  • 2017Distress Anomaly and Shareholder Risk: International Evidence32 cited