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Anomalies and financial distress · Study

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ArticleAnomalies and financial distress

Doron Avramov2012

Article2012

Anomalies and financial distress

Doron Avramov · Tarun Chordia · Gergana Jostova · Alexander Philipov

313 citations·0/0 files stored·Journal of Financial Economics

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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 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*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?

Cited by

2013Momentum in Corporate Bond Returns 2016Have we solved the idiosyncratic volatility puzzle?2012Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle 2022Factor Momentum and the Momentum Factor 2022Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability 2020Anomalies and the Expected Market Return

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Year2012

Typearticle

Published2012-10-23

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations313

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jfineco.2012.10.005

openalex_workW3124407613

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2013Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test

2017Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation