Cross-sectional variation in the stock market reaction to bond rating changes
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Bibliographic InfoArticle provided by Elsevier in its journal The Quarterly Review of Economics and Finance.
Volume (Year): 39 (1999)
Issue (Month): 1 ()
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Web page: http://www.elsevier.com/locate/inca/620167
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Hand, John R M & Holthausen, Robert W & Leftwich, Richard W, 1992. " The Effect of Bond Rating Agency Announcements on Bond and Stock Prices," Journal of Finance, American Finance Association, vol. 47(2), pages 733-52, June.
- Wansley, James W & Elayan, Fayez A & Maris, Brian A, 1990. "Preferred Stock Returns, CreditWatch, and Preferred Stock Rating Changes," The Financial Review, Eastern Finance Association, vol. 25(2), pages 265-85, May.
- Holthausen, Robert W. & Leftwich, Richard W., 1986. "The effect of bond rating changes on common stock prices," Journal of Financial Economics, Elsevier, vol. 17(1), pages 57-89, September.
- Nayar, Nandkumar & Rozeff, Michael S, 1994. " Ratings, Commercial Paper, and Equity Returns," Journal of Finance, American Finance Association, vol. 49(4), pages 1431-49, September.
- Elayan, Fayez A & Maris, Brian A & Young, Philip J, 1996. "The Effect of Commercial Paper Rating Changes and Credit-Watch Placement on Common Stock Prices," The Financial Review, Eastern Finance Association, vol. 31(1), pages 149-67, February.
- Bissoondoyal-Bheenick, Emawtee, 2005. "An analysis of the determinants of sovereign ratings," Global Finance Journal, Elsevier, vol. 15(3), pages 251-280, February.
- Alexander B. Matthies, 2013. "Empirical Research on Corporate Credit-Ratings: A Literature Review," SFB 649 Discussion Papers SFB649DP2013-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Bannier, Christina E. & Hirsch, Christian W., 2010. "The economic function of credit rating agencies - What does the watchlist tell us?," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 3037-3049, December.
- Chan, Pak To & Edwards, Vic & Walter, Terry, 2009. "The information content of Australian credit ratings: A comparison between subscription and non-subscription-based credit rating agencies," Economic Systems, Elsevier, vol. 33(1), pages 22-44, March.
- Hull, John & Predescu, Mirela & White, Alan, 2004. "The relationship between credit default swap spreads, bond yields, and credit rating announcements," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2789-2811, November.
- May, Anthony D., 2010. "The impact of bond rating changes on corporate bond prices: New evidence from the over-the-counter market," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2822-2836, November.
- Antonio Cesare, 2006.
"Do Market-based Indicators Anticipate Rating Agencies? Evidence for International Banks,"
Banca Monte dei Paschi di Siena SpA, vol. 35(1), pages 121-150, 02.
- Antonio Di Cesare, 2006. "Do market-based indicators anticipate rating agencies? Evidence for international banks," Temi di discussione (Economic working papers) 593, Bank of Italy, Economic Research and International Relations Area.
- Hirsch, Christian & Bannier, Christina E., 2007.
"The economics of rating watchlists: Evidence from rating changes,"
CFS Working Paper Series
2008/02, Center for Financial Studies (CFS).
- Hirsch, Christian & Bannier, Christina E., 2007. "The economics of rating watchlists: evidence from rating changes," Frankfurt School - Working Paper Series 88, Frankfurt School of Finance and Management.
- Daniel M. Covitz & Paul Harrison, 2003. "Testing conflicts of interest at bond rating agencies with market anticipation: evidence that reputation incentives dominate," Finance and Economics Discussion Series 2003-68, Board of Governors of the Federal Reserve System (U.S.).
- Brooks, Robert & Faff, Robert W. & Hillier, David & Hillier, Joseph, 2004. "The national market impact of sovereign rating changes," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 233-250, January.
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