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Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis

Citations

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Cited by:

  1. Nicolas Jannone Bellot, MaLuisa Marti Selva, Leandro Garcia Menendez, 2017. "Herding Behaviour among Credit Rating Agencies," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 2(1), pages 56-83, March.
  2. Marta Allegra Ronchetti, 2018. "What if I knew you did it? An analysis of preliminary ratings’ disclosure under competition," Discussion Papers 2018/09, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  3. Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore, 2019. "Non-performing loans and sovereign credit ratings," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 301-314.
  4. Wei Tian & Xiangyun Zhou & Yixiang Tian & Wei Meng, 2020. "Short-term competition and long-term convergence between domestic and global rating agencies: Evidence from China," PLOS ONE, Public Library of Science, vol. 15(5), pages 1-15, May.
  5. Xiangyun Zhou & Yixiang Tian & Ping Zhang & Xiurong Chen, 2018. "Incentive and constraint regulations of rating inflation in collusion over the separation of economic cycles - Markov rating shopping dual reputation model," PLOS ONE, Public Library of Science, vol. 13(10), pages 1-18, October.
  6. Galema, Rients & Lugo, Stefano, 2021. "When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program," Journal of Financial Stability, Elsevier, vol. 54(C).
  7. Basu, Kaushik & Sun, Haokun, 2022. "The power and influence of rating agencies with insights into their misuse," Economic Modelling, Elsevier, vol. 109(C).
  8. Morkoetter, Stefan & Stebler, Roman & Westerfeld, Simone, 2017. "Competition in the credit rating Industry: Benefits for investors and issuers," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 235-257.
  9. Abad, Pilar & Ferreras, Rodrigo & Robles, M.-Dolores, 2020. "Information opacity and corporate bond returns: The dynamics of split ratings," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 68(C).
  10. Uslu Çağrı L., 2017. "Examining the Behavior of Credit Rating Agencies Post 2008 Economic Turmoil," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 53(4), pages 61-76, December.
  11. Xudong An & Larry Cordell & Joseph B. Nichols, 2020. "Reputation, Information, and Herding in Credit Ratings: Evidence from CMBS," The Journal of Real Estate Finance and Economics, Springer, vol. 61(3), pages 476-504, October.
  12. Singh, Amanjot & Singh, Harminder, 2022. "Insiders' stock pledging disclosures and credit ratings: Evidence from India," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
  13. Abad, Pilar & Ferreras, Rodrigo & Robles, M-Dolores, 2019. "Informational role of rating revisions after reputational events and regulation reforms," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 91-103.
  14. Jess N. Cornaggia & Kimberly J. Cornaggia & John E. Hund, 2017. "Credit Ratings Across Asset Classes: A Long-Term Perspective," Review of Finance, European Finance Association, vol. 21(2), pages 465-509.
  15. Kilian R. Dinkelaker & Andreas-Walter Mattig & Stefan Morkoetter, 2019. "A Closer Look at Credt Rating Processes: Uncovering the Impact of Analyst Rotation," Working Papers on Finance 1911, University of St. Gallen, School of Finance.
  16. Jiang, Yixiao, 2022. "Credit ratings, financial ratios, and equity risk: A decomposition analysis based on Moody’s, Standard & Poor’s and Fitch’s ratings," Finance Research Letters, Elsevier, vol. 46(PB).
  17. Abdul Halim, Zairihan & How, Janice & Verhoeven, Peter & Hassan, M. Kabir, 2019. "The value of certification in Islamic bond offerings," Journal of Corporate Finance, Elsevier, vol. 55(C), pages 141-161.
  18. Park, Gitae & Lee, Ho-Young, 2018. "Opportunistic behaviors of credit rating agencies and bond issuers," Pacific-Basin Finance Journal, Elsevier, vol. 47(C), pages 39-59.
  19. Chen, Zhongfei & Matousek, Roman & Stewart, Chris & Webb, Rob, 2019. "Do rating agencies exhibit herding behaviour? Evidence from sovereign ratings," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 57-70.
  20. Fenny Marietza & Ridwan Nurazi & Fitri Santi & Saiful, 2021. "Bibliometric Analysis Of Herding Behavior In Times Of Crisis," Papers 2106.13598, arXiv.org.
  21. G. Marandola & R. Mossucca, 2016. "When did the stock market start to react less to downgrades by Moody s, S&P and Fitch?," Working Papers wp1066, Dipartimento Scienze Economiche, Universita' di Bologna.
  22. Lugo, Stefano, 2014. "Discretionary ratings and the pricing of subprime mortgage-backed securities," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 248-260.
  23. Rieber, Alexander & Schechinger, Steffen, 2019. "Herding Behavior between Rating Agencies," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203580, Verein für Socialpolitik / German Economic Association.
  24. Kraemer, Moritz & Klusak, Patrycja & Vu, Huong, 2020. "First-mover disadvantage - The sovereign ratings mousetrap," CEPS Papers 26352, Centre for European Policy Studies.
  25. Gabriel Caldas Montes & Diego S. P. Oliveira & Helder Ferreira Mendonça, 2016. "Sovereign Credit Ratings in Developing Economies: New Empirical Assessment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(4), pages 382-397, October.
  26. Ginevra Marandola & Rossella Mossucca, 2021. "When did the stock market start to react less to downgrades by Moody’s, S&P and Fitch?," SN Business & Economics, Springer, vol. 1(2), pages 1-45, February.
  27. Marques Leite, Gabriela & Machado-Santos, Carlos & Ferreira da Silva, Amélia, 2018. "Destabilizing Impacts of Herding Behaviour in Portuguese Capital Market || Impactos desestabilizantes en el comportamiento gregario en el mercado de capitales portugués," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 25(1), pages 3-22, Junio.
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