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Momentum and default risk. Some results using the jump component
(Elsevier, 2015)
Artículo / Artikulua,
In this paper we separate the total stock return into its continuous and jump component to test whether stock return predictability should be attributed to omitted risk factors or behavioral finance theories. We extend ...
Coasimetría idiosincrática y riesgo de insolvencia en el mercado de valores español
(AECATaylor & Francis, 2014)
Artículo / Artikulua,
En el presente trabajo se analiza la relación entre el riesgo asimétrico, aproximado por las medidas de coasimetría y coasimetría idiosincrática, y el riesgo de insolvencia en el mercado de valores español. Se ha encontrado ...
Is default risk the hidden factor in momentum returns? Some empirical results
(Wiley, 2014)
Artículo / Artikulua,
This paper analyzes the role of default risk in the momentum effect focusing on data from four developed European stock markets (France, Germany, Spain and the United Kingdom). Using a market-based measure of default risk, ...
Does family ownership always reduce default risk?
(WileyAccounting and Finance Association of Australia and New Zealand, 2021)
info:eu-repo/semantics/article,
This paper analyses the effect of family ownership on the outcome of the firm’s risk‐taking activities, measured by the company’s default risk. We show that family ownership reduces the probability of default, which is ...
Women in power with power: the influence of meaningful board representation on default risk
(Elsevier, 2023)
Artículo / Artikulua,
This paper examines the relationship between the presence of female board members and firms' corporate default risk. We find an inverted “U-shaped” relationship for a sample of 917 firms in 19 emerging markets for the ...