The impact of diverse measures of default risk on UK stock returns

Chen, J orcid.org/0000-0002-4076-7121 and Hill, P (2013) The impact of diverse measures of default risk on UK stock returns. Journal of Banking & Finance, 37 (12). pp. 5118-5131. ISSN 0378-4266

Abstract

Metadata

Authors/Creators:
Keywords: Default risk; Credit rating; Probability of default; Stock returns
Dates:
  • Published: December 2013
  • Accepted: 28 June 2013
  • Published (online): 23 July 2013
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Business (Leeds) > Accounting & Finance Division (LUBS) (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 01 Apr 2019 08:30
Last Modified: 01 Apr 2019 08:31
Status: Published
Publisher: Elsevier
Identification Number: https://doi.org/10.1016/j.jbankfin.2013.06.013

Download not available

A full text copy of this item is not currently available from White Rose Research Online

Share / Export

Statistics