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Equity Returns Following Changes in Default Risk: New Insights into the Informational Content of Credit Ratings

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References

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Cited by

2007The Relevance of Accounting Data in the Measurement of Credit Risk41 cited
2006Do Market-Based Indicators Anticipate Rating Agencies? Evidence for International Banks41 cited
2006Clientele Change, Liquidity Shock, and the Return on Financially Distressed Stocks39 cited

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2007Assessing credit quality from the equity market: can a structural approach forecast credit ratings?34 cited

2014The impact of credit rating announcements on corporate CDS markets—Are intra-industry effects observable?30 cited

2004The Reaction of Stock Prices to Rating Changes20 cited