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THE INFORMATIONAL CONTENT OF BOND RATINGS
2 references·16 citing·55 second hop
THE INFORMATIONAL CONTENT OF BOND RATINGS (1987)THE INFORMATIONAL CONTENT OF BOND RATINGSThe effect of a rating change announcement on bond price (1977)The effect of a rating change…Determinants of Risk Premiums on Corporate Bonds (1959)Determinants of Risk Premiums…Credit Ratings and Credit Risk: Is One Measure Enough? (2016)Credit Ratings and Credit Ris…Feedback effects of credit ratings (2013)Feedback effects of credit ra…Credit Ratings and the Choice of Payment Method in Mergers and Acquisitions (2013)Credit Ratings and the Choice…Libor manipulation? (2011)Libor manipulation?Short-Term Debt Maturity Structures, Credit Ratings, and the Pricing of Audit Services (2010)Short-Term Debt Maturity Stru…Do Regulations Based on Credit Ratings Affect a Firm's Cost of Capital? (2009)Do Regulations Based on Credi…Do banks price their informational monopoly? (2009)Do banks price their informat…The Price Impact of Rating Announcements: Which Announcements Matter? (2007)The Price Impact of Rating An…The impact of bank regulations, supervision, market structure, and bank characteristics on individual bank ratings: A cross-country analysis (2006)The impact of bank regulation…Credit Ratings and Stock Liquidity (2005)Credit Ratings and Stock Liqu…Are unsolicited credit ratings biased downward? (2003)Are unsolicited credit rating…Generally accepted rating principles: A primer (2001)Generally accepted rating pri…A multivariate analysis of the determinants of Moody’s bank financial strength ratings (1999)A multivariate analysis of th…Bond ratings, bond yields and financial information* (1992)Bond ratings, bond yields and…The Default Premium and Corporate Bond Experience (1987)The Default Premium and Corpo…Why Split Ratings Occur (1986)Why Split Ratings OccurThe Adjustment of Stock Prices to New Information (1969)Risk, Return, and Equilibrium: Empirical Tests (1973)Common Stock Returns and Rating Changes: A Methodological Comparison (1982)The Effect of Bond-Rating Changes on Bond Price Performance (1997)Bank monitoring and the pricing of corporate public debt1We thank Atul Gupta, Robyn McLaughlin, Tim Mech, David P. Simon, and especially Bill Schwert (the editor), and Peggy Wier (the referee) for their valuable comments. 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this work references cited by second hop

References

  • 1959Determinants of Risk Premiums on Corporate Bonds460 cited
  • 1977The effect of a rating change announcement on bond price288 cited

Cited by

  • 2016Credit Ratings and Credit Risk: Is One Measure Enough?234 cited
  • 1992Bond ratings, bond yields and financial information*208 cited
  • 2005Credit Ratings and Stock Liquidity205 cited
  • 2013Feedback effects of credit ratings203 cited
  • 2009Do banks price their informational monopoly?202 cited
  • 2010Short-Term Debt Maturity Structures, Credit Ratings, and the Pricing of Audit Services198 cited
  • 2003Are unsolicited credit ratings biased downward?186 cited
  • 2011Libor manipulation?167 cited
  • 2001Generally accepted rating principles: A primer163 cited
  • 2006The impact of bank regulations, supervision, market structure, and bank characteristics on individual bank ratings: A cross-country analysis160 cited
  • 2013Credit Ratings and the Choice of Payment Method in Mergers and Acquisitions128 cited
  • 1986Why Split Ratings Occur113 cited
  • 1987The Default Premium and Corporate Bond Experience113 cited

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2007
The Price Impact of Rating Announcements: Which Announcements Matter?
109 cited
  • 2009Do Regulations Based on Credit Ratings Affect a Firm's Cost of Capital?109 cited
  • 1999A multivariate analysis of the determinants of Moody’s bank financial strength ratings108 cited