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Do rating grades convey important information: German evidence?
16 references·0 citing·42 second hop
Do rating grades convey important information: German evidence? (2016)Do rating grades convey important informa…Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements (2004)Informational efficiency of c…The Long‐Run Stock Returns Following Bond Ratings Changes (2001)The Long‐Run Stock Returns Fo…The Information Value of Bond Ratings (2000)The Information Value of Bond…Rational contagion and the globalization of securities markets (2000)Rational contagion and the gl…Bond Rating Agencies and Stock Analysts: Who Knows What When? (1998)Bond Rating Agencies and Stoc…EVENT STUDIES IN MANAGEMENT RESEARCH: THEORETICAL AND EMPIRICAL ISSUES. (1997)EVENT STUDIES IN MANAGEMENT R…Is a Bond Rating Downgrade Bad News, Good News, or No News for Stockholders? (1993)Is a Bond Rating Downgrade Ba…The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns (1992)The Specification and Power o…The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)The Effect of Bond Rating Age…A nonparametric test for abnormal security-price performance in event studies (1989)A nonparametric test for abno…The effect of bond rating changes on common stock prices (1986)The effect of bond rating cha…Using daily stock returns (1985)Using daily stock returnsA Comparison of Event Study Methodologies Using Daily Stock Returns: A Simulation Approach (1984)A Comparison of Event Study M…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 ADJUSTMENT OF STOCK PRICES TO BOND RATING CHANGES (1978)THE ADJUSTMENT OF STOCK PRICE…Foundations of Finance. (1977)The Event Study Methodology Since 1969 (1998)Does female board representation influence firm performance? The Danish evidence (2007)Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. (2007)The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)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)The market for corporate control (1983)The Stakeholder Theory of the Corporation: Concepts, Evidence, and Implications (1995)Customer Satisfaction and Stock Prices: High Returns, Low Risk (2005)Social Movements as Extra-Institutional Entrepreneurs: The Effect of Protests on Stock Price Returns (2007)Data Privacy: Effects on Customer and Firm Performance (2016)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)An Empirical Evaluation of Accounting Income Numbers (1968)The Adjustment of Stock Prices to New Information (1969)Risk, Return, and Equilibrium: Empirical Tests (1973)Event Studies in Economics and Finance (1997)Introductory Econometrics for Finance (2008)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)Determinants and Impact of Sovereign Credit Ratings (1996)Credit Ratings as Coordination Mechanisms (2005)Determinants and Impact of Sovereign Credit Ratings (2007)The General Theory of Employment (1937)On the Impossibility of Informationally Efficient Markets (1980)A Simple Model of Herd Behavior (1992)Contagion as a Wealth Effect (2001)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)The Cross-Section of Expected Stock Returns (1992)Contrarian Investment, Extrapolation, and Risk (1994)Informational effects of regulation FD: evidence from rating agencies (2004)Financial statement comparability and credit risk (2013)The Credit Ratings Game (2009)
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References

  • 1985Using daily stock returns6,497 cited
  • 1980Measuring security price performance3,330 cited
  • 1997EVENT STUDIES IN MANAGEMENT RESEARCH: THEORETICAL AND EMPIRICAL ISSUES.1,942 cited
  • 1989A nonparametric test for abnormal security-price performance in event studies1,077 cited
  • 1992The Effect of Bond Rating Agency Announcements on Bond and Stock Prices1,002 cited
  • 2000Rational contagion and the globalization of securities markets952 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
  • 2001The Long‐Run Stock Returns Following Bond Ratings Changes607 cited
  • 1993Is a Bond Rating Downgrade Bad News, Good News, or No News for Stockholders?512 cited
  • 1992The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns470 cited
  • 1984A Comparison of Event Study Methodologies Using Daily Stock Returns: A Simulation Approach452 cited
  • 2000The Information Value of Bond Ratings433 cited
  • 1998Bond Rating Agencies and Stock Analysts: Who Knows What When?344 cited
  • 1978THE ADJUSTMENT OF STOCK PRICES TO BOND RATING CHANGES

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304 cited
  • 1982Common Stock Returns and Rating Changes: A Methodological Comparison216 cited
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