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Bond rating changes and stock returns: evidence from the Spanish stock market

  • Pilar Abad-Romero

    ()

  • M. Robles-Fernández

    ()

No abstract is available for this item.

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File URL: http://hdl.handle.net/10.1007/s10108-006-9020-0
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Article provided by Springer in its journal Spanish Economic Review.

Volume (Year): 9 (2007)
Issue (Month): 2 (June)
Pages: 79-103

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Handle: RePEc:spr:specre:v:9:y:2007:i:2:p:79-103
Contact details of provider: Postal: Universidad del País Vasco; DFAE II; Avenida Lehendakari Aguirre, 83; 48015 Bilbao; Spain
Phone: +34 94 6013783
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  1. Crouhy, Michel & Galai, Dan & Mark, Robert, 2001. "Prototype risk rating system," Journal of Banking & Finance, Elsevier, vol. 25(1), pages 47-95, January.
  2. Impson, C Michael & Karafiath, Imre & Glascock, John L, 1992. "Testing Beta Stationarity across Bond Rating Changes," The Financial Review, Eastern Finance Association, vol. 27(4), pages 607-18, November.
  3. M.J. Barron & A.D. Clare & S.H. Thomas, 1997. "The Effect of Bond Rating Changes and New Ratings on UK Stock Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 24(3), pages 497-509.
  4. 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.
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