The Role of Financial Distress Factor in Explaining Profitability of Value and Size Premiums
Objective: This study aims to elucidate the profitability of value premium and size premium anomalies by employing the CHS score by Campbell et al. (2008) as the market-based financial distress indicator and Ohlson's O score (1980) as the accounting-based financial distress indicator.CHS score...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2023-08-01
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| Series: | بررسیهای حسابداری و حسابرسی |
| Subjects: | |
| Online Access: | https://acctgrev.ut.ac.ir/article_93884_918b2fa6e0f5e959767a80049adad1ff.pdf |