Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124177675> ?p ?o ?g. }
Showing items 1 to 91 of
91
with 100 items per page.
- W3124177675 abstract "Using an extensive Australian sample, we explore two related issues in the context of a default risk asset-pricing factor (DEF) over the business cycle: whether a DEF can explain the size premium in the three-factor Fama–French (FF) model; and whether a DEF has a separate role itself in a four-factor version of the FF model. While we find that the default factor does not explain the success of size, our evidence shows it has a complementary role to small minus big and high minus low. Notably, subgroups of test portfolios likely to seriously challenge any asset-pricing model show evidence that the four-factor model is not perfect. Finally, while we find that conditioning on the business cycle itself has little impact, when we condition on a leading indicator, it has a positive (negative) effect on the estimated default (market) risk premium." @default.
- W3124177675 created "2021-02-01" @default.
- W3124177675 creator A5012325435 @default.
- W3124177675 creator A5066686727 @default.
- W3124177675 creator A5090504411 @default.
- W3124177675 date "2011-08-25" @default.
- W3124177675 modified "2023-09-28" @default.
- W3124177675 title "Is Default Risk Priced in Australian Equity? Exploring the Role of the Business Cycle" @default.
- W3124177675 hasPublicationYear "2011" @default.
- W3124177675 type Work @default.
- W3124177675 sameAs 3124177675 @default.
- W3124177675 citedByCount "0" @default.
- W3124177675 crossrefType "posted-content" @default.
- W3124177675 hasAuthorship W3124177675A5012325435 @default.
- W3124177675 hasAuthorship W3124177675A5066686727 @default.
- W3124177675 hasAuthorship W3124177675A5090504411 @default.
- W3124177675 hasConcept C101161028 @default.
- W3124177675 hasConcept C10138342 @default.
- W3124177675 hasConcept C106159729 @default.
- W3124177675 hasConcept C10879293 @default.
- W3124177675 hasConcept C139719470 @default.
- W3124177675 hasConcept C149782125 @default.
- W3124177675 hasConcept C151541453 @default.
- W3124177675 hasConcept C151730666 @default.
- W3124177675 hasConcept C162118730 @default.
- W3124177675 hasConcept C162324750 @default.
- W3124177675 hasConcept C17744445 @default.
- W3124177675 hasConcept C178350159 @default.
- W3124177675 hasConcept C181236170 @default.
- W3124177675 hasConcept C199539241 @default.
- W3124177675 hasConcept C199728807 @default.
- W3124177675 hasConcept C2779343474 @default.
- W3124177675 hasConcept C2984055962 @default.
- W3124177675 hasConcept C33175817 @default.
- W3124177675 hasConcept C38652104 @default.
- W3124177675 hasConcept C41008148 @default.
- W3124177675 hasConcept C556758197 @default.
- W3124177675 hasConcept C69637215 @default.
- W3124177675 hasConcept C76178495 @default.
- W3124177675 hasConcept C83873408 @default.
- W3124177675 hasConcept C86803240 @default.
- W3124177675 hasConceptScore W3124177675C101161028 @default.
- W3124177675 hasConceptScore W3124177675C10138342 @default.
- W3124177675 hasConceptScore W3124177675C106159729 @default.
- W3124177675 hasConceptScore W3124177675C10879293 @default.
- W3124177675 hasConceptScore W3124177675C139719470 @default.
- W3124177675 hasConceptScore W3124177675C149782125 @default.
- W3124177675 hasConceptScore W3124177675C151541453 @default.
- W3124177675 hasConceptScore W3124177675C151730666 @default.
- W3124177675 hasConceptScore W3124177675C162118730 @default.
- W3124177675 hasConceptScore W3124177675C162324750 @default.
- W3124177675 hasConceptScore W3124177675C17744445 @default.
- W3124177675 hasConceptScore W3124177675C178350159 @default.
- W3124177675 hasConceptScore W3124177675C181236170 @default.
- W3124177675 hasConceptScore W3124177675C199539241 @default.
- W3124177675 hasConceptScore W3124177675C199728807 @default.
- W3124177675 hasConceptScore W3124177675C2779343474 @default.
- W3124177675 hasConceptScore W3124177675C2984055962 @default.
- W3124177675 hasConceptScore W3124177675C33175817 @default.
- W3124177675 hasConceptScore W3124177675C38652104 @default.
- W3124177675 hasConceptScore W3124177675C41008148 @default.
- W3124177675 hasConceptScore W3124177675C556758197 @default.
- W3124177675 hasConceptScore W3124177675C69637215 @default.
- W3124177675 hasConceptScore W3124177675C76178495 @default.
- W3124177675 hasConceptScore W3124177675C83873408 @default.
- W3124177675 hasConceptScore W3124177675C86803240 @default.
- W3124177675 hasOpenAccess W3124177675 @default.
- W3124177675 hasRelatedWork W1480497727 @default.
- W3124177675 hasRelatedWork W1481535850 @default.
- W3124177675 hasRelatedWork W1518929533 @default.
- W3124177675 hasRelatedWork W1546768667 @default.
- W3124177675 hasRelatedWork W1629811099 @default.
- W3124177675 hasRelatedWork W1629987653 @default.
- W3124177675 hasRelatedWork W2023415238 @default.
- W3124177675 hasRelatedWork W2097607624 @default.
- W3124177675 hasRelatedWork W2117419939 @default.
- W3124177675 hasRelatedWork W2181326180 @default.
- W3124177675 hasRelatedWork W2243844279 @default.
- W3124177675 hasRelatedWork W2353972594 @default.
- W3124177675 hasRelatedWork W2609791242 @default.
- W3124177675 hasRelatedWork W2760657243 @default.
- W3124177675 hasRelatedWork W2955002086 @default.
- W3124177675 hasRelatedWork W3124367605 @default.
- W3124177675 hasRelatedWork W3137286916 @default.
- W3124177675 hasRelatedWork W3139511515 @default.
- W3124177675 hasRelatedWork W3163640125 @default.
- W3124177675 hasRelatedWork W3005420917 @default.
- W3124177675 isParatext "false" @default.
- W3124177675 isRetracted "false" @default.
- W3124177675 magId "3124177675" @default.
- W3124177675 workType "article" @default.