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Are Credit Ratings Relevant in China’s Corporate Bond Market?
16 references·0 citing·38 second hop
Are Credit Ratings Relevant in China’s Corporate Bond Market? (2015)Are Credit Ratings Relevant in China’s Co…An empirical examination of the informational content of credit ratings in China (2007)An empirical examination of t…Explaining the Rate Spread on Corporate Bonds (2001)Explaining the Rate Spread on…The Slope of the Credit Yield Curve for Speculative‐Grade Issuers (1999)The Slope of the Credit Yield…SPLIT RATINGS, BOND YIELDS, AND UNDERWRITER SPREADS (1998)SPLIT RATINGS, BOND YIELDS, A…Differences of opinion and selection bias in the credit rating industry (1997)Differences of opinion and se…The Credit Rating Industry (1995)The Credit Rating IndustryWhy Split Ratings Occur (1986)Why Split Ratings OccurInterest Yields, Credit Ratings, and Economic Characteristics of State Bonds: An Empirical Analysis: Note (1984)Interest Yields, Credit Ratin…Statistical Models of Bond Ratings: A Methodological Inquiry (1979)Statistical Models of Bond Ra…An Analytic Model of Bond Risk Differentials (1975)An Analytic Model of Bond Ris…Bond Ratings, Bond Yields and Financial Regulation: Some Findings (1973)Bond Ratings, Bond Yields and…What's in a Bond Rating (1969)What's in a Bond RatingFINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…The Determination of Long-Term Credit Standing with Financial Ratios (1966)The Determination of Long-Ter…Determinants of Risk Premiums on Corporate Bonds (1959)Determinants of Risk Premiums…Corporate Bond Quality and Investor Experience. (1959)Corporate Bond Quality and In…Information Reliability and a Theory of Financial Intermediation (1984)Measuring Corporate Bond Mortality and Performance (1989)Distance Still Matters: Evidence from Municipal Bond Underwriting (2008)Estimating the Costs of Issuer-Paid Credit Ratings (2013)Dare to Be Different? Conformity Versus Differentiation in Corporate Social Activities of Chinese Firms and Market Responses (2019)Investment Analysis and Portfolio Management. (1969)Common Stock Returns and Rating Changes: A Methodological Comparison (1982)Bond rating: a nonconservative application of neural networks (1988)Credit Ratings and Stock Liquidity (2005)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)A Markov Model for the Term Structure of Credit Risk Spreads (1997)The Evolution and Determinants of Emerging Market Credit Spreads in the 1990s (1999)The Evolution and Determinants of Emerging Markets Credit Spreads in the 1990s (2005)The impact of liquidity risk on the yield spread of green bonds (2018)Financial Ratios As Predictors of Failure (1966)Comparison of Bayesian and regression approaches to the study of information processing in judgment (1971)Linear models in decision making. (1974)Determinants and Impact of Sovereign Credit Ratings (1996)The Long‐Run Stock Returns Following Bond Ratings Changes (2001)Does Corporate Social Responsibility (CSR) Improve Credit Ratings? Evidence from Geographic Identification (2013)A Theory of the Term Structure of Interest Rates (1985)Common risk factors in the returns on stocks and bonds (1993)Equity Volatility and Corporate Bond Yields (2003)Corporate Yield Spreads and Bond Liquidity (2007)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)DETERMINANTS OF THE RATINGS AND YIELDS ON CORPORATE BONDS: TESTS OF THE CONTINGENT CLAIMS MODEL (1987)The Real Consequences of Market Segmentation (2011)Exploring the determinants of green bond issuance: Going beyond the long‐lasting debate on performance consequences (2020)Liquidity and Credit Risk (2006)Measuring Default Risk Premia from Default Swap Rates and EDFs (2007)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)Determinants and Impact of Sovereign Credit Ratings (1996)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)The Credit Crisis as a Problem in the Sociology of Knowledge (2011)Determinants and Impact of Sovereign Credit Ratings (2007)
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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
  • 1979Statistical Models of Bond Ratings: A Methodological Inquiry651 cited
  • 1959Determinants of Risk Premiums on Corporate Bonds460 cited
  • 1995The Credit Rating Industry455 cited
  • 1966The Determination of Long-Term Credit Standing with Financial Ratios407 cited
  • 1999The Slope of the Credit Yield Curve for Speculative‐Grade Issuers300 cited
  • 1997Differences of opinion and selection bias in the credit rating industry295 cited
  • 1969What's in a Bond Rating218 cited
  • 1973Bond Ratings, Bond Yields and Financial Regulation: Some Findings142 cited
  • 1959Corporate Bond Quality and Investor Experience.142 cited
  • 1984Interest Yields, Credit Ratings, and Economic Characteristics of State Bonds: An Empirical Analysis: Note134 cited
  • 1986Why Split Ratings Occur113 cited
  • 1998SPLIT RATINGS, BOND YIELDS, AND UNDERWRITER SPREADS102 cited
  • 2007An empirical examination of the informational content of credit ratings in China89 cited

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1975
An Analytic Model of Bond Risk Differentials
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