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S. Sehgal

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Open access 2026

Distress Anomaly, Investor Attention Bias and Tail Risk Behaviour: Global Evidence

We study financial distress anomaly for 14 countries covering G-7 mature markets and seven emerging markets from 2011 to 2024. Incorporating risk-based models, behavioral factors, and left-tail risk into a single empirical framework, this study provides comprehensive analyses regarding patterns of the distress premium....

Varunn Kaushik, S. Sehgal, Asheesh Pandey · 0 citations

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