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Is the Risk of Bankruptcy a Systematic Risk?. (1998). Dichev, Ilia D..
In: Journal of Finance.
RePEc:bla:jfinan:v:53:y:1998:i:3:p:1131-1147.

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  89. Institutional preferences, demand shocks and the distress anomaly. (2019). Liu, Jia ; Wu, Yuliang ; Ye, Qing.
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  90. FIRM SIZE AND STOCK RETURNS: A QUANTITATIVE SURVEY. (2019). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton .
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  91. Equity issues when in distress. (2019). Wu, Qingqing ; Walker, Mark D.
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  92. Asset Pricing with a Bank Risk Factor. (2018). Rua, António ; Pereira, Joo Pedro.
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  93. Empirical studies on the cross-section of corporate bond and stock markets. (2018). van Zundert, Jeroen .
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  94. Price-Based Investment Strategies. (2018). Shemer, Jacob Koby ; Zaremba, Adam.
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  95. Cloud providers viability. (2018). Hagen, David ; le Traon, Yves ; el Kateb, Donia ; Bartolini, Cesare.
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  96. The Impact of Financial Distress Risk on Equity Returns: A Case Study of Non-Financial Firms of Pakistan Stock Exchange. (2018). Qayyum, Abdul ; Idrees, Sahar.
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  97. Predicting financial distress: Applicability of O-score model for Pakistani firms. (2018). Waqas, Hamid ; Md-Rus, Rohani.
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  98. Corporate ownership structure, market anomalies and asset pricing. (2018). Desban, Marc ; Jarjir, Souad Lajili.
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  99. Is There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross-section of Equity Returns*. (2018). Yildizhan, Elim ; Anginer, Deniz.
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  100. Do Stock Returns Really Decrease with Default Risk? New International Evidence. (2018). KOSTAKIS, ALEXANDROS ; Florackis, Chris ; Aretz, Kevin.
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  101. Impact of Market Risk on Credit Risk of Subsequent Period in Manufacturing Sector of Pakistan. (2018). Zareef, Ayesha ; Hassan, Shazia ; Shabbir, Munawar.
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  102. Analyzing the Impact of Credit Ratings on Firm Performance and Stock Returns: An Evidence from Taiwan. (2018). Ijaz, Maham ; Muhammad, ; Chen, Yang ; Rafay, Abdul.
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  103. Turning alphas into betas: arbitrage and the cross-section of risk. (2018). Cho, Thummim.
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  104. Financial distress and equity returns: A leverage-augmented three-factor model. (2018). Boubaker, Sabri ; Vidal-Garcia, Javier ; Hamza, Taher.
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  105. Are the Fama-French factors really compensation for distress risk?. (2018). de Groot, Wilma ; Huij, Joop.
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  106. Day of the week and the cross-section of returns. (2018). Birru, Justin.
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  107. Size matters, if you control your junk. (2018). Asness, Clifford ; Pedersen, Lasse H ; Moskowitz, Tobias J ; Israel, Ronen ; Frazzini, Andrea.
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  108. Agnostic fundamental analysis works. (2018). Bartram, Söhnke ; Grinblatt, Mark.
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  109. Polytomous response financial distress models: The role of accounting, market and macroeconomic variables. (2018). Tinoco, Mario Hernandez ; Wilson, Nick ; Holmes, Phil.
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  110. Size Matters, if You Control Your Junk. (2018). Asness, Clifford S ; Pedersen, Lasse Heje ; Israel, Ronen ; Frazzini, Andrea.
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  111. Distress Anomaly and Shareholder Risk: International Evidence. (2018). Eisdorfer, Assaf ; Zhdanov, Alexei ; Goyal, Amit.
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  112. PREDICTING DEFAULT MORE ACCURATELY: TO PROXY OR NOT TO PROXY FOR DEFAULT. (2018). Galil, Koresh ; Gilat, Neta.
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  115. Bankruptcy Practice in Countries of Visegrad Four. (2017). Jana, Kliestikova ; Katarina, Zvarikova ; Maria, Misankova.
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  116. Corporate bankruptcy prediction: a high dimensional analysis. (2017). Jones, Stewart.
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  117. Application Of Altman Z Score on BSE-Greenex Companies. (2017). Swalih, M M ; Vinod, M S.
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  118. The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies. (2017). Hirshleifer, David ; Chu, Yongqiang ; Ma, Liang.
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  119. Replicating Anomalies. (2017). Zhang, Lu ; Xue, Chen ; Hou, Kewei.
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  120. The Investment CAPM. (2017). Zhang, Lu.
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  121. Determinants of Credit Rating Actions: Evidence from International Maritime Companies. (2017). Korkmaz, Elif ; Sigali, Secil ; Akgl, Ersin Firat.
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  122. Debt Covenants and Cross-Sectional Equity Returns. (2017). Huang, Jingzhi ; Wang, Yuan ; Helwege, Jean.
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  123. Credit Ratings and Credit Risk: Is One Measure Enough?. (2017). Wilson, Mungo ; Hilscher, Jens .
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  124. The Effect of Bank Monitoring on the Demand for Earnings Quality in Bond Contracts. (2017). Futaesaku, Naoki ; Kitagawa, Norio ; Shuto, Akinobu.
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  125. The Influence of Financial Distress Using Altman Z-Score, The Beta of Stocks and Inflation To The Stock Return. (2017). Tandiontong, Mathius.
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  126. Firm Size and Stock Returns: A Meta-Analysis. (2017). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton .
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  127. Underfunding or distress? An analysis of corporate pension underfunding and the cross-section of expected stock returns. (2017). Tao, Qizhi ; Zhang, Ting ; Lu, Rui ; Chen, Carl .
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  128. Credit quality implied momentum profits for Islamic stocks. (2017). Narayan, Seema ; Tran, Vuong Thao ; Thuraisamy, Kannan Sivananthan ; Bach, Dinh Hoang.
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  129. Why do firms engage in selective hedging? Evidence from the gold mining industry. (2017). Adam, Tim R ; Salas, Jesus M ; Fernando, Chitru S.
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  130. Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation. (2017). Topaloglou, Nikolas ; Tolikas, Konstantinos.
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  131. Risk-shifting, equity risk, and the distress puzzle. (2017). Lockwood, Jimmy ; Miao, Hong ; Li, Keming.
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  132. Options, equity risks, and the value of capital structure adjustments. (2017). Borochin, Paul ; Yang, Jie.
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  133. A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS. (2017). Pätäri, Eero ; Leivo, Timo ; Patari, Eero.
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  134. Low risk anomalies?. (2016). Zechner, Josef ; Wagner, Christian ; Schneider, Paul.
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  135. Differential Access to Capital from Financial Institutions by Minority Entrepreneurs. (2016). Palia, Darius.
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  136. The market price of credit risk and economic states. (2016). Haga, Jesper ; Grobys, Klaus.
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  137. The History of the Cross Section of Stock Returns. (2016). Roberts, Michael ; Linnainmaa, Juhani T.
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  138. Economic growth potential creating a real put and the resulting valuation of the firm. (2016). Chen, Ren Raw ; Long, Michael S ; Wang, Xiaoli ; Zhang, Jingfeng.
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  139. Which stocks drive the size, value, and momentum anomalies and for how long? Evidence from a statistical leverage analysis. (2016). Aretz, Marc .
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  140. Explaining Size Effect for Indian Stock Market. (2016). Sehgal, Sanjay ; Pandey, Asheesh.
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  141. Hidden in the Factors? The Effect of Credit Risk on the Cross-section of Equity Returns. (2016). Nielsen, Caren Yinxia ; Nielsen, Caren Yinxia Guo, .
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  142. Options, Equity Risks, and the Value of Capital Structure Adjustments. (2016). Yang, Jie ; Borochin, Paul.
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  143. Systematic risk behavior in cyclical industries: The case of shipping. (2016). Drobetz, Wolfgang ; Schroder, Henning ; Menzel, Christina .
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  144. Firms motives behind SEOs, earnings management, and performance. (2016). Yang, Tung-Hsiao ; Hsu, Junming .
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  145. Does systematic distress risk drive the investment growth anomaly?. (2016). Su, Xuan-Qi.
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  146. Identifying the relative importance of stock characteristics. (2016). Li, Youwei ; French, Declan ; Wu, Yuliang .
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  147. Industry competition and fundamental analysis. (2016). Safdar, Irfan.
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  148. Institutional investors and stock return anomalies. (2016). Edelen, Roger M ; Kadlec, Gregory B ; Ince, Ozgur S.
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  149. Pricing default risk: The good, the bad, and the anomaly. (2016). Filipe, Sara Ferreira ; Michala, Dimitra ; Grammatikos, Theoharry.
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  150. An evaluation of Altmans Z-score using cash flow ratio to predict corporate failure amid the recent financial crisis: Evidence from the UK. (2016). Almamy, Jeehan ; Ngwa, Leonard N ; Aston, John.
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  151. Empirical Analysis of the Intertemporal Relationship between Downside Risk and Expected Returns: Evidence from Time†varying Transition Probability Models. (2016). Hsuan, Cathy Yia ; Chiang, Thomas C.
    In: European Financial Management.
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  152. Stock Markets, Investments and Corporate Behavior:A Conceptual Framework of Understanding. (2015). Dempsey, Michael.
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  153. Anchoring Heuristic and the Equity Premium Puzzle. (2015). Siddiqi, Hammad.
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  154. Capital Asset Pricing Model Adjusted for Anchoring. (2015). Hammad, Siddiqi .
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  155. Dynamic stock–bond return correlations and financial market uncertainty. (2015). Yang, Sheng-Yung ; Li, Jiandong ; Chiang, Thomas .
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  156. Returns for Dividend-Paying and Non Dividend Paying Firms. (2015). Fu, Yufen ; Blazenko, George W..
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  157. Does the financial crisis affect distressed or constrained firms more heavily?. (2015). Alfranseder, Emanuel .
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  158. Time-varying risk premium in large cross-sectional equity datasets. (2015). Scaillet, Olivier ; Ossola, Elisa ; Gagilardini, Patrick .
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  159. Time-varying risk premium in large cross-sectional equity datasets. (2015). Ossola, Elisa ; Scaillet, Olivier ; Gagilardini, Patrick .
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  160. Liquidity, delistings, and credit risk premium. (2015). Huang, Chin-Sheng ; Kuo, Su-Wen ; Jhang, Guan-Cih .
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  161. Trading behavior and stock returns in Japan. (2015). Huang, Sheng-Tang ; Lu, Chia-Chi ; Liu, Nathan ; Hung, Weifeng.
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  162. The credit risk–return puzzle: Impact of credit rating announcements in Australia and Japan. (2015). Bissoondoyal-Bheenick, Emawtee ; Brooks, Robert.
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  163. Corporate life cycle and cost of equity capital. (2015). Cheung, Adrian (Wai-Kong) ; Habib, Ahsan ; Hossain, Mahmud ; Hasan, Mostafa Monzur.
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  164. What explains the value premium? The case of adjustment costs, operating leverage and financial leverage. (2015). Cao, Viet Nga .
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  165. Equity financing activities and European value-growth returns. (2015). Walkshausl, Christian .
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  166. Financial distress, outside directors and corporate tax aggressiveness spanning the global financial crisis: An empirical analysis. (2015). Taylor, Grantley ; Lanis, Roman ; Richardson, Grant.
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  167. The intertemporal risk-return relationship: Evidence from international markets. (2015). Chiang, Thomas C ; Zheng, Dazhi ; Li, Huimin.
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  168. Equity returns of distressed equity issuers. (2015). Park, James L.
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  169. Explaining the default risk anomaly by the two-beta model. (2015). Lin, Che-Hui ; Wang, Kai-Li ; Hsu, Junming ; Yeh, Chung-Ying .
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  170. Asset-pricing anomalies at the firm level. (2015). ODoherty, Michael S. ; Cederburg, Scott.
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  171. Operating Leverage over the Business Cycle. (2015). Bhattacharjee, Arnab.
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  172. Predicting default more accurately: to proxy or not to proxy for default?. (2015). Galil, Koresh ; Sher, Neta .
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  173. The cross-section of stock returns in an early stock market. (2014). Turner, John ; Ye, Qing.
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  174. Pricing Default Risk: The good, the bad, and the anomaly. (2014). Michala, Dimitra ; Grammatikos, Theoharry ; Filipe, Sara Ferreira.
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  175. Do Asset Pricing Models Explain Size, Value, Momentum and Liquidity Effects? The Case of an Emerging Stock Market. (2014). .
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  176. Pricing Default Risk: The Good, The Bad, and The Anomaly. (2014). Michala, Dimitra ; Grammatikos, Theoharry ; Filipe, Sara Ferreira.
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  177. Value premium and default risk. (2014). McMillan, David G ; Elgammal, Mohammed M.
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  178. Which Factors?. (2014). Zhang, Lu ; Hou, Kewei ; Xue, Chen.
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  179. . . . and the Cross-Section of Expected Returns. (2014). Harvey, Campbell ; Zhu, Heqing ; Liu, Yan.
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  180. Death and jackpot: Why do individual investors hold overpriced stocks?. (2014). Xing, Yuhang ; Conrad, Jennifer ; Kapadia, Nishad .
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  181. Glamour brands and glamour stocks. (2014). Rego, Lopo L. ; Jiang, Zhan ; Billett, Matthew T..
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  182. Rationalizing the value premium in emerging markets. (2014). Williams, Jonathan ; Shah, Mohamed ; Girma, Sourafel ; Ebrahim, M. Shahid.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:29:y:2014:i:c:p:51-70.

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  183. The cross-section of stock returns in an early stock market. (2014). Turner, John ; Ye, Qing.
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    RePEc:eee:finana:v:34:y:2014:i:c:p:114-123.

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  184. Linking corporate social responsibility to firm default risk. (2014). Cui, Kexiu ; Sun, Wenbin .
    In: European Management Journal.
    RePEc:eee:eurman:v:32:y:2014:i:2:p:275-287.

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  185. Market states and the risk-based explanation of the size premium. (2014). Pettengill, Glenn ; Singh, Vivek ; Hur, Jungshik.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:28:y:2014:i:c:p:139-150.

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  186. Corporate liquidity and the contingent nature of bank credit lines: Evidence on the costs and consequences of bank default. (2014). May, Anthony D..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:29:y:2014:i:c:p:410-429.

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  187. Risk Interpretation of the CAPMs Beta: Evidence from a New Research Method. (2014). Lyssimachou, Danielle ; Bilinski, Pawel.
    In: Abacus.
    RePEc:bla:abacus:v:50:y:2014:i:2:p:203-226.

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  188. Net leverage, risk, and credit spreads. (2013). Palazzo, Berardino .
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  189. Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns. (2013). Yildizhan, Celim ; Anginer, Deniz.
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  190. Personal vs. Corporate Goals: Why do Insurance Companies Manage Loss Reserves?. (2013). Fiordelisi, Franco ; Meles, Antonio ; Monferra, Stefano ; Starita, Maria Grazia .
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  191. Is Default Risk Priced in Equity Returns?. (2013). Nielsen, Caren Yinxia ; Yinxia G. Nielsen , Caren, .
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  192. The smallest firm effect: An international study. (2013). De Moor, Lieven ; Sercu, Piet.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:129-155.

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  193. Anomalies and financial distress. (2013). Philipov, Alexander ; Chordia, Tarun ; Jostova, Gergana ; Avramov, Doron.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:108:y:2013:i:1:p:139-159.

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  194. Is bank default risk systematic?. (2013). Marques-Ibanez, David ; Fiordelisi, Franco ; Marques-Ibaez, David .
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    RePEc:eee:jbfina:v:37:y:2013:i:6:p:2000-2010.

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  195. Product market competition and credit risk. (2013). Lee, Han-Hsing ; Huang, Hsing-Hua .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:324-340.

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  196. The impact of diverse measures of default risk on UK stock returns. (2013). Chen, Jie ; Hill, Paula.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:5118-5131.

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  197. Investment opportunities and bankruptcy prediction. (2013). Zhdanov, Alexei ; Lyandres, Evgeny .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:16:y:2013:i:3:p:439-476.

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  198. Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables. (2013). Tinoco, Mario Hernandez ; Wilson, Nick.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:394-419.

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  199. Price discovery of credit spreads in tranquil and crisis periods. (2013). Avino, Davide ; Varotto, Simone ; Lazar, Emese.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:242-253.

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  200. Hedging stock sector risk with credit default swaps. (2013). Chiu, Chih-Chieh ; Ratner, Mitchell .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:18-25.

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  201. Corporate evolution following initial public offerings in China: A life-course approach. (2013). Pang, Dong ; Lister, Roger ; Liu, Jia.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:27:y:2013:i:c:p:1-20.

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  202. Rationalizing the Value Premium in Emerging Markets. (2013). Williams, Jonathan ; Girma, Sourafel ; Ebrahim, M. Shahid ; Shah, Eskander M. ; Embrahim, Shahid M..
    In: Working Papers.
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  203. PREDICTING EXTREME RETURNS AND PORTFOLIO MANAGEMENT IMPLICATIONS. (2013). Mauck, Nathan ; Fodor, Andy ; Krieger, Kevin ; Stevenson, Greg .
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:36:y:2013:i:4:p:471-492.

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  204. Value versus growth: Australian evidence. (2013). Gharghori, Philip ; Veeraraghavan, Madhu ; Stryjkowski, Sebastian .
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:53:y:2013:i:2:p:393-417.

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  205. Rating or no rating? That is the question: an empirical examination of UK companies. (2012). Gonis, Eleimon ; Tucker, Jon ; Paul, Salima .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:18:y:2012:i:8:p:709-735.

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  206. Asset pricing with a bank risk factor. (2012). Pereira, Joo Pedro.
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  207. Empirical Cross-Sectional Asset Pricing. (2012). Nagel, Stefan.
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  208. Digesting Anomalies: An Investment Approach. (2012). Zhang, Lu ; Hou, Kewei ; Xue, Chen.
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  209. Firm ratings, momentum strategies, and crises: evidence from the US and Taiwanese stock markets. (2012). Lee, Nicholas Rueilin.
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  210. Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit.
    In: Financial Markets and Portfolio Management.
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  211. Default Risk and Equity Returns: Evidence from the Taiwan Equities Market. (2012). Lin, Yu-Ling ; Chang, Ta-Cheng ; Yeh, Su-Jing .
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    RePEc:kap:apfinm:v:19:y:2012:i:2:p:181-204.

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  212. On the Conditional Risk and Performance of Financially Distressed Stocks. (2012). O'Doherty, Michael S..
    In: Management Science.
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  213. Why Do Firms Engage in Selective Hedging?. (2012). Fernando, Chitru S. ; Adam, Tim R. ; Salas, Jesus M..
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  214. Extreme downside risk and expected stock returns. (2012). Wu, Feng ; Huang, Wei ; Liu, Qianqiu ; Rhee, Ghon S..
    In: Journal of Banking & Finance.
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  215. The implied cost of capital: A new approach. (2012). van Dijk, Mathijs ; Hou, Kewei ; Zhang, Yinglei .
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    RePEc:eee:jaecon:v:53:y:2012:i:3:p:504-526.

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  216. Fair Value Accounting for Financial Instruments: Does It Improve the Association between Bank Leverage and Credit Risk?. (2012). Shakespeare, Catherine ; Linsmeier, Thomas J. ; Petroni, Kathy ; Blakespoor, Elizabeth .
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  217. Empirical Cross-Sectional Asset Pricing. (2012). Nagel, Stefan.
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  218. Rationalizing the Value Premium under Economic Fundamentals in an Emerging Market. (2012). Shah, Mohamed ; Hudson, Robert ; Ebrahim, M. Shahid ; Girm, Sourafel .
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  219. Internal Restructuring and Firm Survival. (2012). Powell, Ronan ; Yawson, Alfred .
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    RePEc:bla:irvfin:v:12:y:2012:i:4:p:435-467.

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  220. Ratingagenturen in der neoklassischen Finanzierungstheorie: Eine Auswertung empirischer Studien zum Informationsgehalt von Ratings. (2011). Schaetzle, Dominik .
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  221. Modeling Bankruptcy Prediction for Non-Financial Firms: The Case of Pakistan. (2011). Rashid, Abdul ; Abbas, Qaisar.
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  222. The Smallest Firm Effect: an International Study. (2011). De Moor, Lieven ; Sercu, Piet.
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  223. Predicting Financial Distress and the Performance of Distressed Stocks. (2011). Hilscher, Jens ; Campbell, John ; Szilagyi, Jan .
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  224. Corporate bond default risk: A 150-year perspective. (2011). Longstaff, Francis A. ; Schaefer, Stephen ; Giesecke, Kay ; Strebulaev, Ilya .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:2:p:233-250.

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  225. Tracking down distress risk. (2011). Kapadia, Nishad .
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    RePEc:eee:jfinec:v:102:y:2011:i:1:p:167-182.

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  226. What explains default risk premium during the financial crisis? Evidence from Japan. (2011). Naifar, Nader.
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    RePEc:eee:jebusi:v:63:y:2011:i:5:p:412-430.

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  227. Corporate derivatives use and the cost of equity. (2011). Lin, Chen-Miao ; Smith, Stephen D. ; Gay, Gerald D..
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    RePEc:eee:jbfina:v:35:y:2011:i:6:p:1491-1506.

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  228. Is size dead? A review of the size effect in equity returns. (2011). van Dijk, Mathijs.
    In: Journal of Banking & Finance.
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  229. Leverage change, debt overhang, and stock prices. (2011). Cai, Jie ; Zhang, Zhe.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:17:y:2011:i:3:p:391-402.

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  230. Credit ratings and credit risk. (2011). Hilscher, Jens ; Wilson, Mungo.
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  231. Corporate Bond Default Risk: A 150-Year Perspective. (2010). Strebulaev, Ilya ; Longstaff, Francis ; Schaefer, Stephen ; Giesecke, Kay .
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  232. International Pricing of Emerging Market Corporate Debt; Does the Corporate Matter?. (2010). Mody, Ashoka ; Keller, Sonja .
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  233. The distress premium puzzle. (2010). Ozdagli, Ali.
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  234. A comparison of alternative bankruptcy prediction models. (2010). Wu, Yanrui ; Gray, S ; Gaunt, C.
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  235. A resolution of the distress risk and leverage puzzles in the cross section of stock returns. (2010). Hwang, Chuan-Yang ; George, Thomas J..
    In: Journal of Financial Economics.
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  236. Post loss/profit announcement drift. (2010). Bartov, Eli ; Faurel, Lucile ; Balakrishnan, Karthik .
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  237. Financial distress and idiosyncratic volatility: An empirical investigation. (2010). Chen, Jing ; Ray, Rina ; Chollete, Loran .
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  238. The relationship between bankruptcy risk and growth for non-listed firms. (2010). Næs, Randi ; Nordal, Kjell Bjørn ; Nas, Randi .
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  239. The Relevance of Accounting Information in a Stock Market Bubble: Evidence from Internet IPOs. (2010). Demers, Elizabeth ; Bhattacharya, Nilabhra ; Joos, Philip.
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  240. The Relevance of Accounting Information in a Stock Market Bubble: Evidence from Internet IPOs. (2010). Joos, Philip ; Demers, Elizabeth ; Bhattacharya, Nilabhra .
    In: Journal of Business Finance & Accounting.
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  241. Can Operating Leverage Be the Cause of the Value Premium?. (2010). Garcia-Feijoo, Luis ; Jorgensen, Randy D..
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    RePEc:bla:finmgt:v:39:y:2010:i:3:p:1127-1154.

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  242. The Cross†Section of Expected Stock Returns: What Have We Learnt from the Past Twenty†Five Years of Research?. (2010). Subrahmanyam, Avanidhar.
    In: European Financial Management.
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  243. Cross-sectional determinants of post-IPO stock performance: evidence from China. (2010). Tam, Lewis ; Lewis H. K. Tam, ; Chang, Xin ; Lin, Shi Hua .
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  244. Default risk and equity returns: Australian evidence. (2009). Gharghori, Philip ; faff, robert ; Chan, Howard .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:17:y:2009:i:5:p:580-593.

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  245. Dispersion in analysts earnings forecasts and credit rating. (2009). Philipov, Alexander ; Chordia, Tarun ; Jostova, Gergana ; Avramov, Doron.
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  246. Accounting-based versus market-based cross-sectional models of CDS spreads. (2009). Sarin, Atulya ; Das, Sanjiv ; Hanouna, Paul.
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  247. Credit ratings and the cross-section of stock returns. (2009). Philipov, Alexander ; Chordia, Tarun ; Jostova, Gergana ; Avramov, Doron.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:3:p:469-499.

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  248. The Going‐Concern Market Anomaly. (2009). Tan, Christine ; Kausar, Asad ; Taffler, Richard J..
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    RePEc:bla:joares:v:47:y:2009:i:1:p:213-239.

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  249. Anomalies and stock returns: Australian evidence. (2009). Gharghori, Philip ; Veeraraghavan, Madhu ; Lee, Ronald.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:49:y:2009:i:3:p:555-576.

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  250. The diminishing liquidity premium. (2008). Wohl, Avi ; Kadan, Ohad ; Ben-Rephael, Azi .
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  251. In Search of Distress Risk. (2008). Hilscher, Jens ; Campbell, John ; Szilagyi, Jan .
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  252. Estimating financial distress likelihood. (2008). Rodrigues, Luis ; Pindado, Julio ; de la Torre, Chabela .
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  253. Are accruals mispriced Evidence from tests of an Intertemporal Capital Asset Pricing Model. (2008). Khan, Mozaffar.
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  254. Does Financial Distress Risk Drive the Momentum Anomaly?. (2008). Taffler, Richard ; Agarwal, Vineet .
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  255. Predicting Business Failures in Canada. (2007). Sun, Jerry Y ; Kennedy, Duane B ; Boritz, Efrim J.
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  256. Levered Returns. (2007). Gomes, João ; Schmid, Lukas.
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  257. Performance and distress indicators of new public companies. (2007). Beneda, Nancy .
    In: Journal of Asset Management.
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  258. Neoclassical Factors. (2007). Zhang, Lu ; Chen, Long.
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  259. SMB -- Arousal, disproportionate reactions and the size-premium. (2007). Juricev, Alex ; Durand, Robert B. ; Smith, Gary W..
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  260. Determinants of the round-to-round returns to pre-IPO venture capital investments in U.S. biotechnology companies. (2007). Hand, John R. M., .
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  261. Does the stock market underreact to going concern opinions? Evidence from the U.S. and Australia. (2007). Subramanyam, K. R. ; Ogneva, Maria .
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  262. A market-based framework for bankruptcy prediction. (2007). Reisz, Alexander S. ; Perlich, Claudia.
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  263. Discussion of The Book‐to‐Price Effect in Stock Returns: Accounting for Leverage. (2007). Piotroski, Joseph D..
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  264. The Book‐to‐Price Effect in Stock Returns: Accounting for Leverage. (2007). RICHARDSON, SCOTT A. ; İREM TUNA, ; PENMAN, STEPHEN H..
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  265. IPO Failure Risk. (2007). Joos, Philip ; Demers, Elizabeth.
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  266. An Error Component Logit Analysis of Corporate Bankruptcy and Insolvency Risk in Australia. (2007). Hensher, David ; Greene, William ; Jones, Stewart.
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  267. Market behaviour around bankruptcy announcements: evidence from the Australian Stock Exchange. (2007). Frino, Alex ; Jones, Stewart ; Wong, Jin Boon.
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  269. Myopic loss aversion and margin of safety: the risk of value investing. (2006). Xu, Kuan ; Fisher, Gordon.
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  270. Investigating the return predictability of changes in corporate borrowing. (2006). Lee, Edward ; Hon, Mark ; Stathopoulos, Konstantinos.
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  271. In Search of Distress Risk. (2006). Hilscher, Jens ; Campbell, John ; Szilagyi, Jan .
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  272. Financial Distress and Idiosyncratic Volatility: An Empirical Investigation. (2006). Chen, Jing ; Chollete, Loran .
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  273. The Accrual Anomaly: Risk or Mispricing?. (2006). Teoh, Siew Hong ; Hou, Kewei ; Hirshleifer, David.
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  274. STOCK MARKET VALUATIONS OF R&D AND ELECTRONICS FIRMS DURING TAIWANS RECENT ECONOMIC TRANSITION. (2006). Chiao, Chaoshin ; Hung, Weifeng.
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  275. In search of distress risk. (2005). Hilscher, Jens ; Campbell, John ; Szilagyi, Jan .
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  276. Default Risk, Firms Characteristics, and Risk Shifting. (2005). Fang, Ming ; Zhong, Rui.
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  277. Pension plan funding and stock market efficiency. (2005). Marin, Jose ; Franzoni, Francesco.
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  278. Overreaction after Controlling for Size and Book-to-Market Effects and its Mimicking Portfolio in Japan. (2005). Hung, Welfeng ; Cheng, David ; Chiao, Chaoshin.
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  279. Default risk, systematic risk and Thai firms before, during and after the Asian crisis. (2005). Byström, Hans ; Bystrom, Hans ; Chongsithipol, Srisuda ; Worasinchai, Lugkana.
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  280. Investor Psychology and Tests of Factor Pricing Models. (2005). Subrahmanyam, Avanidhar ; Hirshleifer, David ; Daniel, Kent.
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  281. The Ability of Earnings to Predict Future Operating Cash Flows Has Been Increasing—Not Decreasing. (2005). Kross, William ; Kim, Myungsun.
    In: Journal of Accounting Research.
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  282. Are Credit Ratings Valuable Information?. (2004). Kraft, Kornelius ; Czarnitzki, Dirk.
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  283. Financial Risks, Bankruptcy Probabilities, and the Investment Behaviour of Enterprises. (2004). Kirchesch, Kai .
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  284. In denial? Stock market underreaction to going-concern audit report disclosures. (2004). Kausar, Asad ; Taffler, Richard J. ; Lu, Jeffrey.
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  285. Evidence to support the four-factor pricing model from the Canadian stock market. (2004). L'Her, Jean-Francois ; Masmoudi, Tarek ; Suret, Jean-Marc.
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  286. Financial Risks, Bankruptcy Probabilities, and the Investment Behaviour of Enterprises. (2004). Kirchesch, Kai .
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  287. How Does Systematic Risk Impact US Credit Spreads? A Copula Study. (2003). Gatfaoui, Hayette.
    In: Risk and Insurance.
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  288. Arbitrage risk and the book-to-market anomaly. (2003). Ashiq, Ali ; Trombley Mark A., ; Lee-Seok, Hwang.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:69:y:2003:i:2:p:355-373.

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  289. A barrier option framework for corporate security valuation. (2003). Paul, Brockman ; Turtle H. J., .
    In: Journal of Financial Economics.
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  290. Pension Plan Funding and Market Efficiency. (2003). Marin, Jose ; Franzoni, Francesco.
    In: Working Papers.
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  291. Investor psychology in capital markets: evidence and policy implications. (2002). Teoh, Siew Hong ; Hirshleifer, David ; Daniel, Kent.
    In: Journal of Monetary Economics.
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  292. Book?to?Market Equity, Distress Risk, and Stock Returns. (2002). Griffin, John M..
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  293. Investor Psychology and Asset Pricing. (2001). Hirshleifer, David.
    In: MPRA Paper.
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  294. Market efficiency and accounting research: a discussion of capital market research in accounting by S.P. Kothari. (2001). Lee, Charles.
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    RePEc:eee:jaecon:v:31:y:2001:i:1-3:p:233-253.

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  295. Default probabilities in a corporate bank portfolio: A logistic model approach. (2001). Westgaard, Sjur ; van der Wijst, Nico .
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