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The market price of credit risk and economic states

https://doi.org/10.1007/s00181-015-0952-9
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-snapshot
Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/0304-405x(94)00792-yopenalex-snapshot
Causes of financial distress following leveraged recapitalizations
inferredcites →https://doi.org/10.1016/j.finmar.2009.01.005openalex-snapshot
Credit ratings and the cross-section of stock returns
inferredcites →https://doi.org/10.1016/j.jfineco.2012.10.005openalex-snapshot
Anomalies and financial distress
inferredcites →https://doi.org/10.1016/j.jfineco.2013.01.003openalex-snapshot
The other side of value: The gross profitability premium
inferredcites →https://doi.org/10.1016/s1574-0102(03)01024-0openalex-snapshot
Chapter 15 Anomalies and market efficiency
inferredcites →https://doi.org/10.1086/260061openalex-snapshot
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1093/rapstu/ras011openalex-snapshot
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?
inferredcites →https://doi.org/10.1093/rapstu/ras012openalex-snapshot
The World Price of Credit Risk
inferredcites →https://doi.org/10.1093/rfs/hhl044openalex-snapshot
Default Risk, Shareholder Advantage, and Stock Returns
inferredcites →https://doi.org/10.1111/0022-1082.00046openalex-snapshot
Is the Risk of Bankruptcy a Systematic Risk?
inferredcites →https://doi.org/10.1111/0022-1082.00324openalex-snapshot
Explaining the Rate Spread on Corporate Bonds
inferredcites →https://doi.org/10.1111/0022-1082.00342openalex-snapshot
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
inferredcites →https://doi.org/10.1111/1540-6261.00497openalex-snapshot
Book‐to‐Market Equity, Distress Risk, and Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1974.tb03058.xopenalex-snapshot
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb04037.xopenalex-snapshot
A Simple Approach to Valuing Risky Fixed and Floating Rate Debt
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05202.xopenalex-snapshot
Multifactor Explanations of Asset Pricing Anomalies
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-snapshot
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00650.xopenalex-snapshot
Default Risk in Equity Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01282.xopenalex-snapshot
Momentum and Credit Rating
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01371.xopenalex-snapshot
Dissecting Anomalies
inferredcites →https://doi.org/10.1111/jofi.12143openalex-snapshot
The Cross‐Section of Credit Risk Premia and Equity Returns
inferredcites →https://doi.org/10.2139/ssrn.307360openalex-snapshot
How Much of Corporate-Treasury Yield Spread Is Due to Credit Risk?: A New Calibration Approach
inferredcites →https://doi.org/10.2139/ssrn.338080openalex-snapshot
Anomalies and Market Efficiency
inferredcites →https://doi.org/10.2307/1913610openalex-snapshot
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/1913625openalex-snapshot
A Test of the Efficiency of a Given Portfolio
inferredcites →https://doi.org/10.2307/2490395openalex-snapshot
Financial Ratios and the Probabilistic Prediction of Bankruptcy
inferredcites →https://doi.org/10.3386/t0055openalex-snapshot
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.2752994openalex-extracted
inferred← citeshttps://doi.org/10.1016/j.irfa.2020.101588openalex-snapshot
Credit risk and financial integration: An application of network analysis
inferred← citeshttps://doi.org/10.1080/1331677x.2019.1660202openalex-snapshot
Knowledge mapping of credit risk research: scientometrics analysis using CiteSpace
inferred← citeshttps://doi.org/10.1080/13504851.2016.1194961openalex-snapshot
Momentum crash, credit risk and optionality effects in bear markets and crisis periods: evidence from the US stock market
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