Artikel Jurnal
Book-to-market equity, distress risk, and stock returns
Pengarang:
Griffin, John M -
Deskripsi
This paper examines the relationship between book-to-market equity, distress risk, and stock returns. Among firms with the highest distress risk as proxied by Ohlson's ( 1980 ) O-score, the difference in returns between high and low book-to-market securities is more than twice as large as that in other firms..Printed Journal