The Cross Section of Expected Firm (not equity) Returns

Preprint

1 January 2000

preprint
Published by Elsevier in SSRN Electronic Journal

https://doi.org/10.2139/ssrn.235108

Abstract

Using the Lehman Fixed Income Database, this paper provides the first comprehensive study of expected firm (not equity) returns. After accounting for the debt c

Keywords

BOOK-TO-MARKET
CAPITAL STRUCTURE
DEBT RETURNS
EQUITY RETURNS
FIRM RETURNS
LEVERAGE
MOMENTUM
REVERSAL

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