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Tracking down distress risk

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References

1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
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1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
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1989A Test of the Efficiency of a Given Portfolio2,369 cited
2008In Search of Distress Risk2,232 cited
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1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
2008Stocks as Lotteries: The Implications of Probability Weighting for Security Prices1,548 cited
1998Optimal Investment, Growth Options, and Security Returns1,477 cited
2004Bad Beta, Good Beta1,167 cited
2000Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk1,042 cited
2000

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Can book-to-market, size and momentum be risk factors that predict economic growth?

1,012 cited

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2015Can Z-Score Model Predict Listed Companies’ Failures in Italy? An Empirical Test43 cited
2013Do Stock Returns Really Decrease with Default Risk? New International Evidence40 cited
2021Corporate diversification and stock risk: Evidence from a global shock37 cited
2018An empirical comparison of credit spreads between the bond market and the credit default swap market36 cited