Open AccessIs There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross-section of Equity Returns*
Author(s) -
Deniz Anginer,
Çelim Yıldızhan
Publication year - 2017
Publication title -
review of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.933
H-Index - 61
eISSN - 1875-824X
pISSN - 1572-3097
DOI - 10.1093/rof/rfx044
Subject(s) - default , systematic risk , credit risk , default risk , economics , equity (law) , risk premium , tail risk , financial economics , capital asset pricing model , actuarial science , econometrics , business , finance , political science , law
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