Is the Risk of Bankruptcy a Systematic Risk?
- 1 June 1998
- journal article
- Published by Wiley in The Journal of Finance
- Vol. 53 (3) , 1131-1147
- https://doi.org/10.1111/0022-1082.00046
Abstract
No abstract availableKeywords
This publication has 19 references indexed in Scilit:
- Momentum StrategiesThe Journal of Finance, 1996
- Bankruptcy classification errors in the 1980s: An empirical analysis of Altman's and Ohlson's modelsReview of Accounting Studies, 1996
- Anatomy of Financial Distress: An Examination of Junk-Bond IssuersThe Quarterly Journal of Economics, 1994
- Extensions and violations of the statutory SEC form 10-K filing requirementsJournal of Accounting and Economics, 1994
- Structural and Return Characteristics of Small and Large FirmsThe Journal of Finance, 1991
- Changes in the probability of bankruptcy and equity valueJournal of Accounting and Economics, 1989
- Economic Forces and the Stock MarketThe Journal of Business, 1986
- An exploratory investigation of the firm size effectJournal of Financial Economics, 1985
- Risk, Return, and Equilibrium: Empirical TestsJournal of Political Economy, 1973
- FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCYThe Journal of Finance, 1968