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The impact of credit rating changes in Latin American stock markets
14 references·0 citing·43 second hop
The impact of credit rating changes in Latin American stock markets (2013)The impact of credit rating changes in La…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Information Effects of Bond Rating Changes (2007)Information Effects of Bond R…Effect of credit rating changes on Australian stock returns (2006)Effect of credit rating chang…A Point-in-Time Perspective on Through-the-Cycle Ratings (2006)A Point-in-Time Perspective o…Measuring and Managing Credit Risk (2004)Measuring and Managing Credit…Default Risk in Equity Returns (2004)Default Risk in Equity ReturnsThe informational content of credit rating announcements for share prices in a small market (2003)The informational content of …The Long‐Run Stock Returns Following Bond Ratings Changes (2001)The Long‐Run Stock Returns Fo…Cross-sectional variation in the stock market reaction to bond rating changes (1999)Cross-sectional variation in …Bond Rating Agencies and Stock Analysts: Who Knows What When? (1998)Bond Rating Agencies and Stoc…The Econometrics of Financial Markets (1997)The Econometrics of Financial…The effect of bond rating changes on common stock prices (1986)The effect of bond rating cha…Common Stock Returns and Rating Changes: A Methodological Comparison (1982)Common Stock Returns and Rati…Measuring security price performance (1980)Measuring security price perf…The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)Is a Bond Rating Downgrade Bad News, Good News, or No News for Stockholders? (1993)The impact of bond rating changes on corporate bond prices: New evidence from the over-the-counter market (2010)The impact of credit rating announcements on credit default swap spreads (2013)Do LGBT-Supportive Corporate Policies Improve Credit Ratings? An Instrumental-Variable Analysis (2018)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)Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements (2004)The Economics of Structured Finance (2009)How did increased competition affect credit ratings? (2011)An Empirical Evaluation of Accounting Income Numbers (1968)The Adjustment of Stock Prices to New Information (1969)Risk, Return, and Equilibrium: Empirical Tests (1973)Stock Price Reactions to The Wall Street Journal's Securities Recommendations (1990)Bond ratings, bond yields and financial information* (1992)An analysis of the determinants of sovereign ratings (2004)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The journal of financial economics (1993)The role of rating agencies in the market for charitable contributions: An empirical test (2009)The Information Value of Credit Rating Action Reports: A Textual Analysis (2016)The Cross-Section of Expected Stock Returns (1992)Contrarian Investment, Extrapolation, and Risk (1994)Informational effects of regulation FD: evidence from rating agencies (2004)Credit Ratings as Coordination Mechanisms (2005)Financial statement comparability and credit risk (2013)The Pricing of Options and Corporate Liabilities (1973)Common risk factors in the returns on stocks and bonds (1993)Forecasting Default with the Merton Distance to Default Model (2008)Credit Spreads and Business Cycle Fluctuations (2012)… and the Cross-Section of Expected Returns (2015)Analysts' forecasts as earnings expectations (1988)The national market impact of sovereign rating changes (2003)Do Regulations Based on Credit Ratings Affect a Firm's Cost of Capital? (2010)Impact of the Dodd-Frank act on credit ratings (2014)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Using daily stock returns (1985)Event Studies in Economics and Finance (1997)Introductory Econometrics for Finance (2008)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)
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References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1980Measuring security price performance3,330 cited
  • 2004Default Risk in Equity Returns1,997 cited
  • 1986The effect of bond rating changes on common stock prices734 cited
  • 2001The Long‐Run Stock Returns Following Bond Ratings Changes607 cited
  • 1998Bond Rating Agencies and Stock Analysts: Who Knows What When?344 cited
  • 1982Common Stock Returns and Rating Changes: A Methodological Comparison216 cited
  • 2007Information Effects of Bond Rating Changes150 cited
  • 1999Cross-sectional variation in the stock market reaction to bond rating changes148 cited
  • 2004Measuring and Managing Credit Risk133 cited
  • 2006A Point-in-Time Perspective on Through-the-Cycle Ratings115 cited
  • 2006Effect of credit rating changes on Australian stock returns58 cited
  • 2003The informational content of credit rating announcements for share prices in a small market47 cited

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