Essays about: "risk-sorted portfolios"
Found 1 essay containing the words risk-sorted portfolios.
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1. Examining the Existence of the Financial Distress Risk Anomaly: Evidence from the U.S. Stock Market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper examines the relationship between financial distress risk, estimated from a firm's distance-to-default, and equity returns on a sample of U.S. stocks between January 1990 and December 2019. READ MORE
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