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The (un)informative value of credit rating announcements in small markets
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The (un)informative value of credit rating announcements in small markets (2014)The (un)informative value of credit ratin…Tiebreaker: Certification and Multiple Credit Ratings (2012)Tiebreaker: Certification and…Basel Committee On Banking Supervision (2010)Basel Committee On Banking Su…Credit Ratings as Coordination Mechanisms (2005)Credit Ratings as Coordinatio…The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)The relationship between cred…Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements (2004)Informational efficiency of c…How rating agencies achieve rating stability (2004)How rating agencies achieve r…An anatomy of rating through the cycle (2003)An anatomy of rating through …The Credit Rating Industry: An Industrial Organization Analysis (2002)The Credit Rating Industry: A…Event study concerning international bond price effects of credit rating actions (2001)Event study concerning intern…The Information Value of Bond Ratings (2000)The Information Value of Bond…Event Studies in Economics and Finance (1997)Event Studies in Economics an…Is a Bond Rating Downgrade Bad News, Good News, or No News for Stockholders? (1993)Is a Bond Rating Downgrade Ba…The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)The Effect of Bond Rating Age…The effect of bond rating changes on common stock prices (1986)The effect of bond rating cha…THE ADJUSTMENT OF STOCK PRICES TO BOND RATING CHANGES (1978)THE ADJUSTMENT OF STOCK PRICE…The effect of a rating change announcement on bond price (1977)The effect of a rating change…Measuring security price performance (1980)Using daily stock returns (1985)Common Failings: How Corporate Defaults Are Correlated (2007)Good and bad credit contagion: Evidence from credit default swaps☆ (2007)Finance and Economics Discussion Series (2022)Estimating betas from nonsynchronous data (1977)Anomalies in relationships between securities' yields and yield-surrogates (1978)Timeliness of Reporting and the Stock Price Reaction to Earnings Announcements (1984)The Economics of Structured Finance (2009)How did increased competition affect credit ratings? (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)Determinants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of Sovereign Credit Ratings (2007)Moral Hazard in Teams (1982)Financial Intermediation and Delegated Monitoring (1984)Business conditions and expected returns on stocks and bonds (1989)The Real Effects of Debt Certification: Evidence from the Introduction of Bank Loan Ratings (2007)Rating Agencies in the Face of Regulation (2011)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality? (1998)Explaining the Rate Spread on Corporate Bonds (2001)Procyclicality in Basel II: Can we treat the disease without killing the patient? (2006)Climate Regulatory Risk and Corporate Bonds (2022)A Theory of the Term Structure of Interest Rates (1985)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Coherent Measures of Risk (1999)The risk management of nothing (2009)Does Competition Reduce the Risk of Bank Failure? (2010)Markets: The Credit Rating Agencies (2010)Understanding the Securitization of Subprime Mortgage Credit (2007)Do Regulations Based on Credit Ratings Affect a Firm's Cost of Capital? (2010)The Credit Ratings Game (2009)Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (2008)Corporate bond liquidity before and after the onset of the subprime crisis (2011)
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References

  • 1997Event Studies in Economics and Finance4,623 cited
  • 2010Basel Committee On Banking Supervision1,591 cited
  • 2004The relationship between credit default swap spreads, bond yields, and credit rating announcements1,008 cited
  • 1992The Effect of Bond Rating Agency Announcements on Bond and Stock Prices1,002 cited
  • 1986The effect of bond rating changes on common stock prices734 cited
  • 2004Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements655 cited
  • 1993Is a Bond Rating Downgrade Bad News, Good News, or No News for Stockholders?512 cited
  • 2005Credit Ratings as Coordination Mechanisms483 cited
  • 2004How rating agencies achieve rating stability467 cited
  • 2000The Information Value of Bond Ratings433 cited
  • 2012Tiebreaker: Certification and Multiple Credit Ratings332 cited
  • 1978THE ADJUSTMENT OF STOCK PRICES TO BOND RATING CHANGES304 cited
  • 1977The effect of a rating change announcement on bond price288 cited
  • 2003An anatomy of rating through the cycle227 cited
  • 2002The Credit Rating Industry: An Industrial Organization Analysis221 cited

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Event study concerning international bond price effects of credit rating actions
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