The Study of Default Risk in Equity Return for U.S. Listed Firms

碩士 === 國立東華大學 === 財務金融學系 === 101 === Campbell et al. (2008) finds that the equity return of financial distress company in the United States can not be explained by Fama and French (1993) three factors model since 1981. The purpose of the study is to investigate the effect of default risk in equity r...

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Bibliographic Details
Main Authors: Wan-Chi Lan, 藍婉綺
Other Authors: Chieh-Tse Hou
Format: Others
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/js9qy2