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Credit ratings and the cross-section of stock returns · Study

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ArticleCredit ratings and the cross-section of stock returns

Doron Avramov2009

OA

Articlegreen2009

Credit ratings and the cross-section of stock returns

Doron Avramov · Tarun Chordia · Gergana Jostova · Alexander Philipov

218 citations·0/0 files stored·Journal of Financial Markets

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Credit Risk and Financial Regulations Financial Markets and Investment Strategies Corporate Finance and Governance

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 218 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1997On Persistence in Mutual Fund Performance 1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2002Illiquidity and stock returns: cross-section and time-series effects 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

Cited by

2021When ESG meets AAA: The effect of ESG rating changes on stock returns 2014The Cross‐Section of Credit Risk Premia and Equity Returns 2008Dispersion in analysts’ earnings forecasts and credit rating 2014A Comparison of New Factor Models 2015What explains the dynamics of 100 anomalies?2010Decomposing European CDS Returns 2011Predicting Financial Distress and the Performance of Distressed Stocks 2017Agnostic fundamental analysis works

Details

Year2009

Typearticle

Published2009-02-07

VenueJournal of Financial Markets

ISSN-L1386-4181

Languageen

Citations218

Files0 public / 0

ShelfCredit Risk and Financial Regulations

Identifiers

doi10.1016/j.finmar.2009.01.005

openalex_workW3123084053

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