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A Note on Corporate Bankruptcy and the Market Model Risk Measures

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  • Joseph Aharony
  • Itzhak Swary

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  • Joseph Aharony & Itzhak Swary, 1988. "A Note on Corporate Bankruptcy and the Market Model Risk Measures," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 15(2), pages 275-281, June.
    • Handle: RePEc:bla:jbfnac:v:15:y:1988:i:2:p:275-281
    DOI: 10.1111/j.1468-5957.1988.tb00135.x
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    References listed on IDEAS

    as
    1. Haugen, Robert A & Senbet, Lemma W, 1978. "The Insignificance of Bankruptcy Costs to the Theory of Optimal Capital Structure," Journal of Finance, American Finance Association, vol. 33(2), pages 383-393, May.
    2. Pettway, Richard H., 1980. "Potential Insolvency, Market Efficiency, and Bank Regulation of Large Commercial Banks," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(1), pages 219-236, March.
    3. Aharony, Joseph & Jones, Charles P & Swary, Itzhak, 1980. "An Analysis of Risk and Return Characteristics of Corporate Bankruptcy Using Capital Market Data," Journal of Finance, American Finance Association, vol. 35(4), pages 1001-1016, September.
    4. Baldwin, Carliss Y & Mason, Scott P, 1983. "The Resolution of Claims in Financial Distress: The Case of Massey Ferguson," Journal of Finance, American Finance Association, vol. 38(2), pages 505-516, May.
    5. Altman, Edward I. & Brenner, Menachem, 1981. "Information Effects and Stock Market Response to Signs of Firm Deterioration," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(1), pages 35-51, March.
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