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Anomalies and financial distress
16 references·16 citing·28 second hopsampled
Anomalies and financial distress (2012)Anomalies and financial distressIn Search of Distress Risk (2008)In Search of Distress RiskAsset Growth and the Cross‐Section of Stock Returns (2008)Asset Growth and the Cross‐Se…Dissecting Anomalies (2007)Dissecting AnomaliesThe Cross‐Section of Volatility and Expected Returns (2006)The Cross‐Section of Volatili…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Differences of Opinion and the Cross Section of Stock Returns (2002)Differences of Opinion and th…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…Do Industries Explain Momentum? (1999)Do Industries Explain Momentu…Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1997)Evidence on the Characteristi…Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings? (1997)Do Stock Prices Fully Reflect…Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings? (1996)Do Stock Prices Fully Reflect…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability (2022)Machine Learning vs. Economic…Factor Momentum and the Momentum Factor (2022)Factor Momentum and the Momen…Anomalies and the Expected Market Return (2020)Anomalies and the Expected Ma…Volatility and the cross-section of corporate bond returns (2019)Volatility and the cross-sect…The cash conversion cycle spread (2019)The cash conversion cycle spr…Lottery-Related Anomalies: The Role of Reference-Dependent Preferences (2019)Lottery-Related Anomalies: Th…Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation (2017)Are Capital Market Anomalies …Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets (2016)Ownership Structure, Limits t…Have we solved the idiosyncratic volatility puzzle? (2016)Have we solved the idiosyncra…Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach (2016)Aggregation of Information Ab…The Shorting Premium and Asset Pricing Anomalies (2014)The Shorting Premium and Asse…Financial Market Dislocations (2014)Financial Market DislocationsThe Economics of Solicited and Unsolicited Credit Ratings (2013)The Economics of Solicited an…Momentum in Corporate Bond Returns (2013)Momentum in Corporate Bond Re…Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test (2013)Are hazard models superior to…Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2012)Arbitrage Asymmetry and the I…Risk, Return, and Equilibrium: Empirical Tests (1973)A five-factor asset pricing model (2014)Editor's Choice Digesting Anomalies: An Investment ApproachThe Pricing of Options and Corporate Liabilities (1973)On Persistence in Mutual Fund Performance (1997)Liquidity and leverage (2008)… and the Cross-Section of Expected Returns (2015)Does the Stock Market Overreact? (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The distribution of realized stock return volatility (2001)Asymmetric correlations of equity portfolios (2002)Default Risk in Equity Returns (2004)The Econometrics of Financial Markets (2012)Advances in prospect theory: Cumulative representation of uncertainty (1992)Forecasting Default with the Merton Distance to Default Model (2008)The economic implications of corporate financial reporting (2005)The market pricing of accruals quality (2005)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Using daily stock returns (1985)Efficient Capital Markets: II (1991)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
  • 1996Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?2,636 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
  • 2008In Search of Distress Risk2,232 cited
  • 1997Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?2,181 cited
  • 2002Differences of Opinion and the Cross Section of Stock Returns2,145 cited
  • 1999Do Industries Explain Momentum?1,770 cited
  • 1997Evidence on the Characteristics of Cross Sectional Variation in Stock Returns1,665 cited
  • 2008Asset Growth and the Cross‐Section of Stock Returns

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1,595 cited
  • 2007Dissecting Anomalies1,573 cited
  • Cited by

    • 2013Momentum in Corporate Bond Returns318 cited
    • 2016Have we solved the idiosyncratic volatility puzzle?297 cited
    • 2012Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle286 cited
    • 2022Factor Momentum and the Momentum Factor231 cited
    • 2022Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability216 cited
    • 2020Anomalies and the Expected Market Return203 cited
    • 2013Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test199 cited
    • 2017Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation173 cited
    • 2019Volatility and the cross-section of corporate bond returns170 cited
    • 2019Lottery-Related Anomalies: The Role of Reference-Dependent Preferences169 cited
    • 2013The Economics of Solicited and Unsolicited Credit Ratings160 cited
    • 2019The cash conversion cycle spread151 cited
    • 2016Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets148 cited
    • 2016Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach122 cited
    • 2014The Shorting Premium and Asset Pricing Anomalies118 cited
    • 2014Financial Market Dislocations113 cited