Purpose This paper aims to examine the relationship between financial distress risk and
stock returns in the Indian context. Design/methodology/approach This is an empirical study …

Purpose The exclusion of financial stocks in well-known asset pricing models is problematic
because they play an essential role not only in capital markets but also in the entire …

Liquidity is one of the intricate phenomena that cannot be assessed in a single dimension
due to its multidimensional structure, which is still contentious among researchers and must …

In the stock market, investors and value managers desire to be safe. Estimating equity
returns and evaluating potential financial distress risk are essential for investment and …

Objetivo: demostrar si la sustentabilidad corporativa representa un factor que impacta los
retornos de mercado de las empresas. Metodología: una extensión del modelo lineal de tres …

Objetivo: demostrar si la sustentabilidad corporativa representa un factor que impacta los
retornos de mercado de las empresas. Metodología: una extensión del modelo lineal de tres …

This study evaluates and compares Capital Asset Pricing Model (CAPM), Fama and French
Three-Factor Model (FFTFM) and Fama and French Five-Factor Model (FFFFM) for …

The firm size and value anomalies are the global-level counterpart for explaining the cross-
sectional variations of equity returns. The purpose of this paper is to examine the size, value …