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Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage‐Backed Securities
16 references·16 citing·47 second hopsampled
Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage‐Backed Securities (2012)Are All Ratings Created Equal? The Impact…Securitization without risk transfer (2012)Securitization without risk t…Securitized banking and the run on repo (2011)Securitized banking and the r…Robust Inference With Multiway Clustering (2011)Robust Inference With Multiwa…How did increased competition affect credit ratings? (2011)How did increased competition…Did Securitization Lead to Lax Screening? Evidence from Subprime Loans* (2010)Did Securitization Lead to La…The Economics of Structured Finance (2009)The Economics of Structured F…The Credit Ratings Game (2009)The Credit Ratings GameThe Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis * (2009)The Consequences of Mortgage …Ratings shopping and asset complexity: A theory of ratings inflation (2009)Ratings shopping and asset co…Rating the raters: Are reputation concerns powerful enough to discipline rating agencies? 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References

  • 2011Robust Inference With Multiway Clustering3,199 cited
  • 1993The journal of financial economics2,544 cited
  • 2009The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis *2,088 cited
  • 2011Securitized banking and the run on repo1,708 cited
  • 2010Did Securitization Lead to Lax Screening? Evidence from Subprime Loans*1,100 cited
  • 2009The Credit Ratings Game966 cited
  • 2012Securitization without risk transfer922 cited
  • 2006Credit Ratings and Capital Structure847 cited
  • 2009The Economics of Structured Finance750 cited
  • 2011How did increased competition affect credit ratings?695 cited
  • 2009Rating the raters: Are reputation concerns powerful enough to discipline rating agencies?560 cited
  • 2009CAUSES OF THE FINANCIAL CRISIS542 cited
  • 2004Informational effects of regulation FD: evidence from rating agencies505 cited
  • 2009Ratings shopping and asset complexity: A theory of ratings inflation461 cited
  • 2008Economic Catastrophe Bonds416 cited
  • 2006Robust Inference with Multi-way Clustering

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409 cited

Cited by

  • 2013Who Facilitated Misreporting in Securitized Loans?216 cited
  • 2013Rating Shopping or Catering?An Examination of the Response to Competitive Pressure for CDO Credit Ratings204 cited
  • 2013The Economics of Solicited and Unsolicited Credit Ratings160 cited
  • 2016Revolving doors on Wall Street157 cited
  • 2015Does Regulatory Certification Affect the Information Content of Credit Ratings?127 cited
  • 2013Credit Rating Agencies: An Overview98 cited
  • 2017Non-rating revenue and conflicts of interest94 cited
  • 2016The Information Value of Credit Rating Action Reports: A Textual Analysis92 cited
  • 2017Large shareholders and credit ratings90 cited
  • 2014Did going public impair Moody׳s credit ratings?89 cited
  • 2016Design of Financial Securities: Empirical Evidence from Private-Label RMBS Deals87 cited
  • 2020Where the Heart Is: Information Production and the Home Bias85 cited
  • 2017Competition and Credit Ratings After the Fall85 cited
  • 2012Repeated Interaction and Rating Inflation: A Model of Double Reputation84 cited
  • 2014Structured debt ratings: Evidence on conflicts of interest81 cited
  • 2012The Issuer-Pays Rating Model and Ratings Inflation: Evidence from Corporate Credit Ratings79 cited