Omitted debt risk, financial distress and the cross-section of expected equity returns
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Cited by:
- Zhang, Andrew Jianzhong, 2012. "Distress risk premia in expected stock and bond returns," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 225-238.
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Keywords
CAPM Characteristic 'anomalies' Equity and debt market portfolio Calibration;Statistics
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