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Citations for " The Effect of Bond Rating Agency Announcements on Bond and Stock Prices"

by Hand, John R M & Holthausen, Robert W & Leftwich, Richard W

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Cited by (explanations, 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.):
  1. Kaminsky, Graciela & Schmukler, Sergio, 2001. "Emerging markets instability: do sovereign ratings affect country risk and stock returns?," Policy Research Working Paper Series 2678, The World Bank. [Downloadable!]
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  2. Adam Creighton & Luke Gower, 2004. "The Impact of Rating Changes in Australian Financial Markets," RBA Research Discussion Papers rdp2004-02, Reserve Bank of Australia. [Downloadable!]
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  3. Allen N. Berger & Sally M. Davies & Mark J. Flannery, 1998. "Comparing market and supervisory assessments of bank performance: who knows what when?," Finance and Economics Discussion Series 1998-32, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  4. Maxime Merli & Alain Schatt, 2003. "Contagion effects of successive bond rating downgrades," Working Papers of LaRGE (Laboratoire de Recherche en Gestion et Economie) 2003-02, Laboratoire de Recherche en Gestion et Economie, Université Louis Pasteur, Strasbourg (France). [Downloadable!]
  5. Mattarocci, Gianluca, 2005. "Il rapporto tra impresa e agenzia di rating: la soluzione del multi-rating
    [The relevance of multi-rating in the world market]    ," MPRA Paper 4295, University Library of Munich, Germany, revised Mar 2005. [Downloadable!]
  6. Bo Becker & Todd Milbourn, 2008. "Reputation and competition: evidence from the credit rating industry," Working Papers 09-051, Harvard Business School. [Downloadable!]
  7. Norden, Lars & Weber, Martin, 2004. "Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements," CEPR Discussion Papers 4250, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  8. Giuseppe Vulpes & Reint Gropp & Jukka M. Vesala, 2002. "Equity and bond market signals as leading indicators of bank fragility," Working Paper Series 150, European Central Bank. [Downloadable!]
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  9. Fernando Gonzalez & François Haas & Ronald Johannes & Mattias Persson & Liliana Toledo & Roberto Violi & Martin Wieland & Carmen Zins, 2004. "Market dynamics associated with credit ratings - a literature review," Occasional Paper Series 16, European Central Bank. [Downloadable!]
  10. 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.). [Downloadable!]
  11. Arnoud W. A. Boot & Todd T. Milbourn, 2002. "Credit Ratings as Coordination Mechanisms," William Davidson Institute Working Papers Series 457, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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  12. Galina Hale & Joao A. C. Santos, 2008. "Do banks price their informational monopoly?," Working Paper Series 2008-14, Federal Reserve Bank of San Francisco. [Downloadable!]
  13. Robert DeYoung & Mark J. Flannery & William W. Lang & Sorin M. Sorescu, 1998. "The informational advantage of specialized monitors: the case of bank examiners," Working Paper Series WP-98-4, Federal Reserve Bank of Chicago. [Downloadable!]
  14. Reint Gropp & Anthony J. Richards, 2001. "Rating agency actions and the pricing of debt and equity of European banks: What can we infer about private sector monitoring of bank soundness?," Working Paper Series 076, European Central Bank. [Downloadable!]
  15. Allen N. Berger & Margaret K. Kyle & Joseph M. Scalise, 2000. "Did U.S. Bank Supervisors Get Tougher During the Credit Crunch? Did They Get Easier During the Banking Boom? Did It Matter to Bank Lending?," NBER Working Papers 7689, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  16. Maxime Merli & Alain Schatt, 2007. "Are there contagion or competition effects for non rated firms?The case of successive bond rating downgrades of Alcatel," Working Papers FARGO 1070603, Université de Bourgogne - LEG/Fargo (Research center in Finance,organizational ARchitecture and GOvernance). [Downloadable!]
  17. Reint Gropp & Jukka Vesala & Giuseppe Vulpes, 2004. "Market indicators, bank fragility, and indirect market discipline," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 53-62. [Downloadable!]
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  18. Mark J. Flannery, 2006. "Supervising bank safety and soundness: some open issues," Proceedings, Federal Reserve Bank of San Francisco. [Downloadable!]
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  19. Pilar Abad-Romero & M. Robles-Fernández, 2007. "Bond rating changes and stock returns: evidence from the Spanish stock market," Spanish Economic Review, Springer, vol. 9(2), pages 79-103, June. [Downloadable!] (restricted)
  20. Gunter Löffler, 2002. "Avoiding the rating bounce: Why rating agencies are slow to react to new information," Working Paper Series: Finance and Accounting 97, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  21. Christophe Godlewski, 2004. "Are Bank Ratings Coherent with Bank Default Probabilities in Emerging Market Economies ?," Finance 0409023, EconWPA. [Downloadable!]
  22. Daniel M. Covitz & Paul Harrison, 2003. "Do banks strategically time public bond issuance because of the accompanying disclosure, due diligence, and investor scrutiny?," Finance and Economics Discussion Series 2003-37, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  23. Amar Gande & David Parsley, 2003. "News Spillovers in the Sovereign Debt Market," Working Papers 062003, Hong Kong Institute for Monetary Research. [Downloadable!]
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  24. Christina E. Bannier & Christian Hirsch, 2008. "The Economics of Rating Watchlists: Evidence from Rating Changes," Working Paper Series: Finance and Accounting 184, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  25. Peter Rowland, 2004. "The Colombian Sovereign Spread And Its Determinants," BORRADORES DE ECONOMIA 003572, BANCO DE LA REPÚBLICA. [Downloadable!]
  26. André Güttler & Mark Wahrenburg, 2007. "The Adjustment of Credit Ratings in Advance of Defaults," Working Paper Series: Finance and Accounting 155, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  27. João Cabral dos Santos, 1996. "Commercial banks in the securities business: a review," Working Paper 9610, Federal Reserve Bank of Cleveland. [Downloadable!]
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  28. Angela Maddaloni & Darren Pain, 2004. "Corporate ‘excesses’ and financial market dynamics," Occasional Paper Series 17, European Central Bank. [Downloadable!]
  29. Ginger Zhe Jin & Andrew Kato & John A. List, 2006. "That's News to Me! Information Revelation in Professional Certification Markets," NBER Working Papers 12390, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  30. John Ammer & Nathanael Clinton, 2004. "Good news is no news? The impact of credit rating changes on the pricing of asset-backed securities," International Finance Discussion Papers 809, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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This page was last updated on 2008-11-26.

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