Default risk and equity returns:Evidence form Taiwan market
碩士 === 國立交通大學 === 管理科學系所 === 99 === Do high default risk firms earn higher returns than low default risk firms in Taiwan? Our paper examines the relation between default risk and equity returns controlled by size effect, book-to-market effect, and liquidity effect. In addition, we also examine if th...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/49111894069006633760 |