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Credit ratings, financial ratios, and equity risk: A decomposition analysis based on Moody’s, Standard & Poor’s and Fitch’s ratings
16 references·0 citing·50 second hop
Credit ratings, financial ratios, and equity risk: A decomposition analysis based on Moody’s, Standard & Poor’s and Fitch’s ratings (2021)Credit ratings, financial ratios, and equ…Gender inequality during the COVID-19 pandemic: Income, expenditure, savings, and job loss (2020)Gender inequality during the …Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation (2017)Are Capital Market Anomalies …Credit Ratings and Credit Risk: Is One Measure Enough? (2016)Credit Ratings and Credit Ris…The Cross‐Section of Credit Risk Premia and Equity Returns (2014)The Cross‐Section of Credit R…Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis (2014)Herding Behavior and Rating C…Have Rating Agencies Become More Conservative? Implications for Capital Structure and Debt Pricing (2014)Have Rating Agencies Become M…Accounting for Income Inequality and its Change: A New Method, with Application to the Distribution of Earnings in the United States (2012)Accounting for Income Inequal…How did increased competition affect credit ratings? (2011)How did increased competition…Merton's model, credit risk and volatility skews (2005)Merton's model, credit risk a…Equity Volatility and Corporate Bond Yields (2003)Equity Volatility and Corpora…Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)Credit rating analysis with s…The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality? 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this work references cited by second hop

References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*11,230 cited
  • 1973Male-Female Wage Differentials in Urban Labor Markets8,576 cited
  • 1973Wage Discrimination: Reduced Form and Structural Estimates7,044 cited
  • 2003Equity Volatility and Corporate Bond Yields1,207 cited
  • 2003Credit rating analysis with support vector machines and neural networks: a market comparative study1,017 cited
  • 1998The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?741 cited
  • 2011How did increased competition affect credit ratings?717 cited
  • 2020Gender inequality during the COVID-19 pandemic: Income, expenditure, savings, and job loss508 cited
  • 2014Have Rating Agencies Become More Conservative? Implications for Capital Structure and Debt Pricing326 cited
  • 2012Accounting for Income Inequality and its Change: A New Method, with Application to the Distribution of Earnings in the United States261 cited
  • 2016Credit Ratings and Credit Risk: Is One Measure Enough?234 cited
  • 2005Merton's model, credit risk and volatility skews231 cited
  • 2014The Cross‐Section of Credit Risk Premia and Equity Returns209 cited

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2017
Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation
173 cited
  • 2014Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis51 cited
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