An Empirical Investigation on the Relationship between Risk of Bankruptcy and Stock Return
The main objective of the paper is to find out whether bankruptcy risk is a systematic risk. In particular, we investigate the contribution of size, bookto-market, excess market returns and bankruptcy probability in explaining returns. We allocate stocks into portfolios according to the probability...
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| Auteur principal: | |
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| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
UUM Press
2011-06-01
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| Collection: | International Journal of Management Studies |
| Sujets: | |
| Accès en ligne: | https://e-journal.uum.edu.my/index.php/ijms/article/view/10203 |
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