Default Risk and Equity Returns: Evidence from the Taiwan Equities Market

Yu-Ling Lin (), Ta-Cheng Chang and Su-Jing Yeh

Asia-Pacific Financial Markets, 2012, vol. 19, issue 2, 204 pages

Keywords: Default risk; Compound option model; Fama and French’s three factor model (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s10690-011-9146-4

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