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Do bond credit ratings lead to excess comovement? · Study

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ArticleDo bond credit ratings lead to excess comovement?

Louis Raffestin2017

Article2017

Do bond credit ratings lead to excess comovement?

Louis Raffestin

23 citations·0/0 files stored·Journal of Banking & Finance

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Credit Risk and Financial Regulations Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1991Loss Aversion in Riskless Choice: A Reference-Dependent Model 1977Estimating betas from nonsynchronous data 2003Style investing 2004Comovement 2004Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements 1999How are stock prices affected by the location of trade?2011Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis 1994S&P 500 Trading Strategies and Stock Betas

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2022LGBT policy, investor trading behavior, and return comovement

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Year2017

Typearticle

Published2017-08-14

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations23

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1016/j.jbankfin.2017.08.010

openalex_workW2749458104

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