Value investing in credit markets

By Maria Correia, Scott A. Richardson, İ. Tuna. Review of accounting studies, 2012

127 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/c78234e012cda7409a1e654c84c9f5d3b2130b4c

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In Accounting

1. Urska Kosi
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1. Annita Florou
2. Urska Kosi

Citations in the corpus

• Does mandatory IFRS adoption facilitate debt financing? (2015, methodology): “2008) and Median Distance to Default (DTD) as an overall country-level measure of corporate default risk (Correia et al. 2012; Baghai et al. 2014).”
• Factor Investing in the Corporate Bond Market (2017, unknown): “The methodology we used in our study is in the spirit of L’Hoir and Boulhabel (2010) and Correia et al. (2012), but we restricted ourselves to risk measures that can be derived from the bond market only: maturity, rating, and the three-month change in the bond’s credit spread.”