WebNos últimos anos, tem havido um debate significativo sobre se os jardins zoológicos e outros tipos de parques de animais, menagerias e aquários devem ou não existir. Mas, em p WebEleni VASSALOU Cited by 37 of National Technical University of Athens, Athens (NTUA) Read 1 publication Contact Eleni VASSALOU
Default Risk in Equity Returns - Wiley Online Library
Web18 Apr 1999 · Maria Vassalou (Contact Author) Centre for Economic Policy Research (CEPR) London United Kingdom. Download This Paper. Open PDF in Browser. Do you have a job opening that you would like to promote on SSRN? Place Job Opening. Paper statistics. Downloads. 2,092. Abstract Views. 11,191. Rank. 11,793. WebMARIA VASSALOU and YUHANG XING∗ ABSTRACT This is the first study that uses Merton’s (1974) option pricing model to compute default measures for individual firms and assess the effect of default risk on equity returns. The size effect is a default effect, and this is also largely true for the book-to-market (BM) effect. how good is pnc bank
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