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SPLIT RATINGS, BOND YIELDS, AND UNDERWRITER SPREADS
5 references·16 citing·46 second hop
SPLIT RATINGS, BOND YIELDS, AND UNDERWRITER SPREADS (1998)SPLIT RATINGS, BOND YIELDS, AND UNDERWRIT…The Call, Sinking Fund, and Term-to-Maturity Features of Corporate Bonds: An Empirical Investigation (1991)The Call, Sinking Fund, and T…THE INFORMATIONAL CONTENT OF BOND RATINGS (1987)THE INFORMATIONAL CONTENT OF …Why 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…Determinants of Risk Premiums on Corporate Bonds (1959)Determinants of Risk Premiums…Fundamental ratios as predictors of ESG scores: a machine learning approach (2021)Fundamental ratios as predict…Characteristics and Information Value of Credit Watches (2012)Characteristics and Informati…Split Bond Ratings and Information Opacity Premiums (2010)Split Bond Ratings and Inform…Split sovereign ratings and rating migrations in emerging economies (2009)Split sovereign ratings and r…Split bond ratings and rating migration (2008)Split bond ratings and rating…The informational content of unsolicited ratings (2007)The informational content of …STOCK MARKET REACTION TO ANTICIPATED VERSUS SURPRISE RATING CHANGES (2007)STOCK MARKET REACTION TO ANTI…Risk Perception and the Financial System (2007)Risk Perception and the Finan…Why firm access to the bond market differs over the business cycle: A theory and some evidence (2006)Why firm access to the bond m…Credit Ratings as Coordination Mechanisms (2004)Credit Ratings as Coordinatio…Regulating Banks through Market Discipline: A Survey of the Issues (2003)Regulating Banks through Mark…The Effect of Credit Risk on Bank and Bank Holding Company Bond Yields: Evidence from the Post‐FDICIA Period (2002)The Effect of Credit Risk on …The optimal spread and offering price for underwritten securities (2001)The optimal spread and offeri…Open‐Market Stock Repurchase and Stock Price Behavior When Management Values Real Investment (2000)Open‐Market Stock Repurchase …Do markets discipline banks and bank holding companies? evidence from debt pricing (1999)Do markets discipline banks a…A Comparison of Bond Ratings from Moody's S&P and Fitch IBCA (1999)A Comparison of Bond Ratings …The Determination of Long-Term Credit Standing with Financial Ratios (1966)A MULTIVARIATE ANALYSIS OF INDUSTRIAL BOND RATINGS (1973)Statistical Models of Bond Ratings: A Methodological Inquiry (1979)Property-Liability Insurer Financial Strength Ratings: Differences across Rating Agencies (1999)Moody's and S&P Ratings: Are They Equivalent? Conservative Ratings and Split Rated Bond Yields (2010)Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)A Markov Model for the Term Structure of Credit Risk Spreads (1997)Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)The Economic Function of Credit Rating Agencies - What Does the Watchlist Tell Us? (2009)The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis (2014)Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991 (1996)Using Market Information in Prudential Bank Supervision: A Review of the U.S. Empirical Evidence (1998)Comparing Market and Supervisory Assessments of Bank Performance: Who Knows What When? (2000)What Caused the Bank Capital Build-Up of the 1990s? (2005)Market discipline and too-big-to-fail in the CDS market: Does banks' size reduce market discipline? (2011)Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis (2017)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)The Market Impact of Relative Agency Activity in the Sovereign Ratings Market (2010)Does ESG matter to investors? ESG scores and the stock price response to new information (2023)Financial Ratios As Predictors of Failure (1966)Credit Rating Agencies: An Overview (2013)Who Moves Markets in a Sudden Marketwide Crisis? Evidence from 9/11 (2016)Integrated reporting, financial reporting quality and cost of debt (2020)Determinants of corporate borrowing (1977)Limited-dependent and qualitative variables in econometrics (1983)Corporate financing and investment decisions when firms have information that investors do not have (1984)Debt Financing under Asymmetric Information (1995)Financial contracting under extreme uncertainty: an analysis of Brazilian corporate debentures (1999)The effect of a rating change announcement on bond price (1977)Bond ratings, bond yields and financial information* (1992)Credit Ratings and Stock Liquidity (2005)Credit Ratings and Credit Risk: Is One Measure Enough? (2016)Corporate Social Responsibility (1999)Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2017)Empirical Asset Pricing via Machine Learning (2020)Proposing an Integrated Approach to Analyzing ESG Data via Machine Learning and Deep Learning Algorithms (2022)ESG performance and technological change: Current state-of-the-art, development and future directions (2023)ESG investing & firm performance: Retrospections of past & reflections of future (2024)CREDIT RISK, CREDIT RATINGS, AND MUNICIPAL BOND YIELDS: A PANEL STUDY (1991)Local fiscal policies, default risk, and municipal borrowing costs (1994)Credit risks and European government bond markets: a panel data econometric analysis (1999)Measuring Corporate Bond Mortality and Performance (1989)Liquidity and Credit Risk (2006)Measuring Default Risk Premia from Default Swap Rates and EDFs (2007)
this work references cited by second hop

References

  • 1959Determinants of Risk Premiums on Corporate Bonds460 cited
  • 1987THE INFORMATIONAL CONTENT OF BOND RATINGS263 cited
  • 1984Interest Yields, Credit Ratings, and Economic Characteristics of State Bonds: An Empirical Analysis: Note134 cited
  • 1986Why Split Ratings Occur113 cited
  • 1991The Call, Sinking Fund, and Term-to-Maturity Features of Corporate Bonds: An Empirical Investigation107 cited

Cited by

  • 2021Fundamental ratios as predictors of ESG scores: a machine learning approach113 cited
  • 1999A Comparison of Bond Ratings from Moody's S&P and Fitch IBCA102 cited
  • 2002The Effect of Credit Risk on Bank and Bank Holding Company Bond Yields: Evidence from the Post‐FDICIA Period92 cited
  • 2007STOCK MARKET REACTION TO ANTICIPATED VERSUS SURPRISE RATING CHANGES88 cited
  • 2008Split bond ratings and rating migration79 cited
  • 2004Credit Ratings as Coordination Mechanisms78 cited
  • 2010Split Bond Ratings and Information Opacity Premiums75 cited
  • 2007The informational content of unsolicited ratings75 cited
  • 2003Regulating Banks through Market Discipline: A Survey of the Issues67 cited
  • 2012Characteristics and Information Value of Credit Watches

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63 cited
  • 2001The optimal spread and offering price for underwritten securities60 cited
  • 2006Why firm access to the bond market differs over the business cycle: A theory and some evidence52 cited
  • 1999Do markets discipline banks and bank holding companies? evidence from debt pricing50 cited
  • 2007Risk Perception and the Financial System38 cited
  • 2009Split sovereign ratings and rating migrations in emerging economies34 cited
  • 2000Open‐Market Stock Repurchase and Stock Price Behavior When Management Values Real Investment33 cited