scholarly journals Is There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross-section of Equity Returns*

2017 ◽  
Vol 22 (2) ◽  
pp. 633-660 ◽  
Author(s):  
Deniz Anginer ◽  
Çelim Yıldızhan
2017 ◽  
Vol 63 (11) ◽  
pp. 3829-3848 ◽  
Author(s):  
Lorenzo Garlappi ◽  
Zhongzhi Song

2019 ◽  
Vol 132 (2) ◽  
pp. 497-518 ◽  
Author(s):  
Andres Donangelo ◽  
François Gourio ◽  
Matthias Kehrig ◽  
Miguel Palacios

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