The distress premium puzzle
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Cited by:
- Nielsen, Caren Yinxia, 2011. "Hidden in the Factors? The Effect of Credit Risk on the Cross-section of Equity Returns," Working Papers 2011:38, Lund University, Department of Economics, revised 01 Oct 2016.
- Yinxia G. Nielsen , Caren, 2013. "Is Default Risk Priced in Equity Returns?," Knut Wicksell Working Paper Series 2013/2, Lund University, Knut Wicksell Centre for Financial Studies.
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Keywords
Corporations - Finance; Default (Finance);NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2011-02-05 (Risk Management)
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