This study examines the best available proxy for probability of default assign credit rating for ...

This study intends to build the four-factor model by adding the financial distress factor suggest...

This study examines whether earnings quality (or earnings management) could influence the power o...

There are several reasons to question the effectiveness of probability of bankruptcy measures tha...

This study mainly adopts listed companies from different industries in Taiwan stock market, excep...

Fama and French (1993) propose a three-factor model that is formed by market, size and BE/ME fact...

The main purpose is focusing on the comparison of pricing models based on the evidence in stock m...

Abstract This study mainly adopts listed and OTC stock markets in Taiwan and Russell 1000 of the...

Fama and French (1993) propose three-factor capital asset pricing model consisting of market fact...

This study mainly duplicated the method of Fama and French (1992) and Griffin and Lemmon (2002), ...