Firm's distress risk and profitability in the cross-sectional stock returns
This thesis investigates the cross-sectional stock returns in connection with two corporate characteristics: distress risk and profitability. These are two fundamental factors that determine expected stock returns. The research seeks to explain stock return premiums which are driven by these fact...
| Main Author: | |
|---|---|
| Format: | Thesis (University of Nottingham only) |
| Language: | English |
| Published: |
2017
|
| Subjects: | |
| Online Access: | https://eprints.nottingham.ac.uk/52022/ |