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Antonio Zoratto Sanvicente

Personal Details

First Name:Antonio
Middle Name:Zoratto
Last Name:Sanvicente
Suffix:
RePEc Short-ID:psa1304

Affiliation

Escola de Economia de São Paulo (EESP)
Fundação Getúlio Vargas (FGV)

São Paulo, Brazil
http://economics-sp.fgv.br/

: 55 (011) 3799-3350
55 (011) 3799-3357
Rua Itapeva, 474, 13o andar, CEP 01332-000, São Paulo - SP
RePEc:edi:eegvfbr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Guanais, Luiz Felipe Poli & Sanvicente, Antonio Zoratto & Sheng, Hsia Hua, 2017. "Cost of equity estimation for the Brazilian market: a test of the Goldman Sachs model," Textos para discussão 447, FGV/EESP - Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
  2. Sanvicente, Antonio Zoratto & Bortoluzzo, Adriana & Bortoluzzo, Mauricio Mesquita, 2017. "Capital structure determinants of financially constrained and unconstrained firms," Textos para discussão 451, FGV/EESP - Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
  3. Sanvicente, Antonio Zoratto, 2017. "Teoria residual da política de dividendos: um experimento natural," Textos para discussão 446, FGV/EESP - Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
  4. Octavio Portolano Machado & Adriana Bruscato Bortoluzzo & Antonio Zoratto Sanvicente & Sérgio Ricardo Martins, 2014. "Um Teste Empírico Para O Capmintertemporal Utilizando Dados Brasileiros," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 121, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  5. Sanvicente, Antonio Zoratto & Carvalho, Mauricio Rocha Alves de, 2012. "Determinants of the Implied Equity Risk Premium in Brazil," Insper Working Papers wpe_281, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  6. Sanvicente, Antonio Zoratto, 2011. "Capital Structure Decisions and the Interaction with Payout and Ownership Decisions: Evidence from Brazil," Insper Working Papers wpe_264, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  7. Sanvicente, Antonio Z., 2008. "A Relevância de Prêmios por Risco Soberano e Risco Cambial no Uso do CAPM para a Estimação do Custo de Capital das Empresas," Insper Working Papers wpe_131, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  8. MINARDI, Andrea Maria Accioly Fonseca & SANVICENTE, Antônio Zoratto & Montenegro, Carlos Mauro Galivi & Donatelli, Danielle Hatem & Bignotto, Fernando Graciano, 2007. "Estimando O Custo De Capital De Companhias Fechadas No Brasil Para Uma Melhor Gestão Estratégica De Projetos," Insper Working Papers wpe_81, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  9. MInardi, Andrea Maria Accioly Fonseca & Sanvicente, Antônio Zoratto & Artes, Rinaldo & Pereira, Attilio P. P. & Zausner, Fábio W., 2007. "Estimação do custo de capital de terceiros a valor de mercado para companhias fechadas no Brasil visando uma melhor gestão estratégica de projetos," Insper Working Papers wpe_85, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  10. Minardi, Andrea Maria Accioly Fonseca & Sanvicente, Antônio Zoratto, 2006. "Análise da Série Histórica de Prêmios Pelo Risco de Mercado Estimados pelo Modelo de Dividendos Descontados," Insper Working Papers wpe_66, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  11. Minardi, Andrea Maria Accioly Fonseca & SANVICENTE, Antônio Zoratto & Monteiro, Rogério, 2006. "Bid-ask spread and liquidity premium in Brazil," Insper Working Papers wpe_53, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  12. Minardi, Andrea Maria Accioly Fonseca & SANVICENTE, Antônio Zoratto & ARTES, R., 2006. "Determinação de Rating de Crédito de Unidades de Negócios Visando Estimar o Custo de Capital de Terceiros," Insper Working Papers wpe_49, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  13. Sanvicente, A. Z., 2002. "A Guerra entre Comprados e Vendidos no Mercado de Opções de Compra da Bolsa de Valores de São Paulo," Finance Lab Working Papers flwp_44, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  14. Sanvicente, A.Z., 2001. "Gestão de carteiras de fundos de investimento: análise empírica da gestão de exposição a riscos diante de um evento marcante," Finance Lab Working Papers flwp_36, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  15. Sanvicente, A. Z., 2001. "The market for ADRs and the quality of the Brazilian stock market," Finance Lab Working Papers flwp_42, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  16. Sanvicente, A. Z., 2001. "A evolução recente do mercado primário de debêntures," Finance Lab Working Papers flwp_40, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  17. Sanvicente, A. Z., 2001. "Captação de recursos por fundos de investimento e mercado de ações," Finance Lab Working Papers flwp_39, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  18. Sanvicente, A. Z., 2001. "É importante saber qual é o benchmark de seu fundo de ações?," Finance Lab Working Papers flwp_41, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  19. Sanvicente, A. Z., 2001. "Custos de negociação no mercado de ações," Finance Lab Working Papers flwp_38, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  20. Sanvicente, A. Z., 2000. "Estimativas de Custos de Negociação no Mercado a Vista de Ações," Finance Lab Working Papers flwp_28, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  21. Sanvicente, A. Z. & Adrangi, B. & Chatrath, A., 2000. "Inflation, output and stock prices: evidence from Brazil," Finance Lab Working Papers flwp_34, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  22. Sanvicente, A. Z., 1999. "Circuit breakers no mercado de ações: uma análise baseada no estudo de valores extremos," Finance Lab Working Papers flwp_17, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  23. Minardi, A. & Sanvicente, A. Z., 1999. "Determinação do Custo de Capital do Acionista no Brasil," Finance Lab Working Papers flwp_18, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  24. Sanvicente, A. Z. & Minardi, A. M. A. F., 1999. "Problemas de Estimação de Custo de Capital no Brasil," Finance Lab Working Papers flwp_15, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  25. Sanvicente, A. Z. & Minardi, A. M. A. F., 1999. "Migração de Risco de Empresas Brasileiras: Uma Aplicação de Análise de Clusters na Área de Crédito," Finance Lab Working Papers flwp_16, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  26. Sanvicente, A. Z., 1999. "Taxas de Performance e Desempenho de Fundos de Ações," Finance Lab Working Papers flwp_13, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  27. Sanvicente, A. Z & Minardi, A. M. A. F, 1998. "Identificação de indicadores contábeis significativos para previsão de concordata de empresas," Finance Lab Working Papers flwp_3, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  28. Minardi A. & Sanvicente, A. S., 1998. "A liquidez é Relevante no Mercado de Ações?," Finance Lab Working Papers flwp_6, Finance Lab, Insper Instituto de Ensino e Pesquisa.

Articles

  1. Antonio Zoratto Sanvicente, 2015. "The Price-Trading Volume Relationship in the Brazilian Stock Market, the Impact of Stock Lending and a Role for Technical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(4), pages 631-649.
  2. Antonio Zoratto Sanvicente, 2014. "The Brazilian Stock Market in the Pre-Ibovespa Era," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(1), pages 1-12.
  3. Bruno Faustino Lima & Antonio Zoratto Sanvicente, 2013. "Quality of Corporate Governance and Cost of Equity in Brazil," Journal of Applied Corporate Finance, Morgan Stanley, vol. 25(1), pages 72-80, March.
  4. Octavio Portolano Machado & Adriana Bruscato Bortoluzzo & Sérgio Ricardo Martins & Antonio Zoratto Sanvicente, 2013. "Inter-temporal CAPM: an empirical test with Brazilian market data," Brazilian Review of Finance, Brazilian Society of Finance, vol. 11(2), pages 149-180.
  5. Antonio Zoratto Sanvicente, 2012. "Determinants of Transactions Costs in the Brazilian Stock Market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 10(2), pages 179-196.
  6. Antonio Zoratto Sanvicente & Renato Teles Delgado, 2010. "Learning Theory and Equity Valuation: an Empirical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, vol. 8(2), pages 113-139.
  7. Sanvicente, Antonio Zoratto, 2002. "Captação de recursos por fundos de investimento e mercado de ações," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 42(3), July.
  8. Sanvicente, Antonio Zoratto, 1991. "O custo de imperfeições do mercado brasileiro de capitais: uma aplicação da moderna teoria de finanças," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 31(1), January.
  9. Leite, Helio de Paula & Sanvicente, Antonio Zoratto, 1991. "Planos de estabilização e instabilidade nos mercados acionários," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 31(2), April.
  10. Leite, Helio de Paula & Sanvicente, Antonio Zoratto, 1990. "Valor patrimonial: usos, abusos e conteúdo informacional," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 30(3), July.
  11. Griffin, Paul A & Sanvicente, Antonio Z, 1982. " Common Stock Returns and Rating Changes: A Methodological Comparison," Journal of Finance, American Finance Association, vol. 37(1), pages 103-119, March.
  12. Sanvicente, Antonio Zoratto, 1975. "Alguns aspectos dos pagamentos pela transferência de tecnologia à América Latina," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 15(4), July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Sanvicente, Antonio Zoratto & Carvalho, Mauricio Rocha Alves de, 2012. "Determinants of the Implied Equity Risk Premium in Brazil," Insper Working Papers wpe_281, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Guanais, Luiz Felipe Poli & Sanvicente, Antonio Zoratto & Sheng, Hsia Hua, 2017. "Cost of equity estimation for the Brazilian market: a test of the Goldman Sachs model," Textos para discussão 447, FGV/EESP - Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).

  2. Sanvicente, Antonio Z., 2008. "A Relevância de Prêmios por Risco Soberano e Risco Cambial no Uso do CAPM para a Estimação do Custo de Capital das Empresas," Insper Working Papers wpe_131, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Sanvicente, Antonio Zoratto & Carvalho, Mauricio Rocha Alves de, 2012. "Determinants of the Implied Equity Risk Premium in Brazil," Insper Working Papers wpe_281, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

  3. MINARDI, Andrea Maria Accioly Fonseca & SANVICENTE, Antônio Zoratto & Montenegro, Carlos Mauro Galivi & Donatelli, Danielle Hatem & Bignotto, Fernando Graciano, 2007. "Estimando O Custo De Capital De Companhias Fechadas No Brasil Para Uma Melhor Gestão Estratégica De Projetos," Insper Working Papers wpe_81, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Sanvicente, Antonio Zoratto & Carvalho, Mauricio Rocha Alves de, 2012. "Determinants of the Implied Equity Risk Premium in Brazil," Insper Working Papers wpe_281, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

  4. MInardi, Andrea Maria Accioly Fonseca & Sanvicente, Antônio Zoratto & Artes, Rinaldo & Pereira, Attilio P. P. & Zausner, Fábio W., 2007. "Estimação do custo de capital de terceiros a valor de mercado para companhias fechadas no Brasil visando uma melhor gestão estratégica de projetos," Insper Working Papers wpe_85, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Coutinho, João Ricardo Ribeiro & Sheng, Hsia Hua & Lora, Mayra Ivanoff, 2012. "The use of Fx derivatives and the cost of capital: Evidence of Brazilian companies," Emerging Markets Review, Elsevier, vol. 13(4), pages 411-423.

  5. Sanvicente, A. Z., 2001. "Captação de recursos por fundos de investimento e mercado de ações," Finance Lab Working Papers flwp_39, Finance Lab, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Pedro Luiz Albertin Bono Milan & William Eid Junior, 2015. "Determinants of Portfolio Turnover for Equity Mutual Funds," Brazilian Business Review, Fucape Business School, vol. 12(5), pages 1-15, September.

  6. Sanvicente, A. Z., 2000. "Estimativas de Custos de Negociação no Mercado a Vista de Ações," Finance Lab Working Papers flwp_28, Finance Lab, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Sanvicente, A. Z., 2001. "The market for ADRs and the quality of the Brazilian stock market," Finance Lab Working Papers flwp_42, Finance Lab, Insper Instituto de Ensino e Pesquisa.
    2. Gonzalo Chavez, 2004. "Market segmentation and the relative cost of trading american depository receipts," Working Papers Economia wp04-06, Instituto de Empresa, Area of Economic Environment.

  7. Sanvicente, A. Z. & Adrangi, B. & Chatrath, A., 2000. "Inflation, output and stock prices: evidence from Brazil," Finance Lab Working Papers flwp_34, Finance Lab, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Muhammad Shahbaz & Faridul Islam & Ijaz Ur Rehman, 2016. "Stocks as Hedge against Inflation in Pakistan: Evidence from ARDL Approach," Global Business Review, International Management Institute, vol. 17(6), pages 1280-1295, December.
    2. Şebnem Er & Bengü Vuran Author-Workplace-Name: Teaching and Research Assistant, PhD, Istanbul University, Faculty of Business Administration, Finance Department, 2012. "Factors Affecting Stock Returns of Firms Quoted in ISE Market: A Dynamic Panel Data Approach," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 2(1), pages 108-121, February.

  8. Minardi, A. & Sanvicente, A. Z., 1999. "Determinação do Custo de Capital do Acionista no Brasil," Finance Lab Working Papers flwp_18, Finance Lab, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Guanais, Luiz Felipe Poli & Sanvicente, Antonio Zoratto & Sheng, Hsia Hua, 2017. "Cost of equity estimation for the Brazilian market: a test of the Goldman Sachs model," Textos para discussão 447, FGV/EESP - Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).

  9. Sanvicente, A. Z. & Minardi, A. M. A. F., 1999. "Problemas de Estimação de Custo de Capital no Brasil," Finance Lab Working Papers flwp_15, Finance Lab, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Sanvicente, Antonio Zoratto & Carvalho, Mauricio Rocha Alves de, 2012. "Determinants of the Implied Equity Risk Premium in Brazil," Insper Working Papers wpe_281, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    2. Marcelo Bianconi & Joe Akira Yoshino, 2015. "Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies," Review of Economics & Finance, Better Advances Press, Canada, vol. 5, pages 1-21, February.

  10. Sanvicente, A. Z & Minardi, A. M. A. F, 1998. "Identificação de indicadores contábeis significativos para previsão de concordata de empresas," Finance Lab Working Papers flwp_3, Finance Lab, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Oliveira, Fernando N. de & Neto, Alberto Ronchi, 2012. "An empirical analysis of the external finance premium of public non-financial corporations in Brazil," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 66(3), October.
    2. Fernando N. de Oliveira & Alberto Ronchi Neto, 2011. "An Empirical Analysis of the External Finance Premium of Public Non-Financial Corporations in Brazil," Working Papers Series 255, Central Bank of Brazil, Research Department.

  11. Minardi A. & Sanvicente, A. S., 1998. "A liquidez é Relevante no Mercado de Ações?," Finance Lab Working Papers flwp_6, Finance Lab, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Cesar Cupertino & Newton Da Costa & Reinaldo Coelho & Emilio Menezes, 2013. "Cash flow, earnings, and dividends: A comparison between different valuation methods for Brazilian companies," Economics Bulletin, AccessEcon, vol. 33(1), pages 309-322.

Articles

  1. Bruno Faustino Lima & Antonio Zoratto Sanvicente, 2013. "Quality of Corporate Governance and Cost of Equity in Brazil," Journal of Applied Corporate Finance, Morgan Stanley, vol. 25(1), pages 72-80, March.

    Cited by:

    1. Sanvicente, Antonio Zoratto & Carvalho, Mauricio Rocha Alves de, 2012. "Determinants of the Implied Equity Risk Premium in Brazil," Insper Working Papers wpe_281, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    2. Ricardo Pereira Câmara Leal & André L. Carvalhal & Ana Paula Iervolino, 2015. "One Decade of Evolution of Corporate Governance Practices in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(1), pages 134-161.
    3. Chandra, Situmeang & Erlina, Erlina & Maksum, Azhar & Supriana, Tavi, 2018. "Effect of corporate governance on cost of equity before and after international financial reporting standard implementation," MPRA Paper 87759, University Library of Munich, Germany, revised Mar 2018.
    4. Tchakoute Tchuigoua, Hubert, 2015. "Determinants of the governance quality of microfinance institutions," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 32-43.

  2. Sanvicente, Antonio Zoratto, 2002. "Captação de recursos por fundos de investimento e mercado de ações," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 42(3), July.
    See citations under working paper version above.
  3. Griffin, Paul A & Sanvicente, Antonio Z, 1982. " Common Stock Returns and Rating Changes: A Methodological Comparison," Journal of Finance, American Finance Association, vol. 37(1), pages 103-119, March.

    Cited by:

    1. Walker, M. Mark & Hatfield, Gay B., 1996. "Professional stock analysts' recommendations: Implications for individual investors," Financial Services Review, Elsevier, vol. 5(1), pages 13-29.
    2. Richard Followill & Terrence Martell, 1997. "Bond review and rating change announcements: An examination of informational value and market efficiency," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 21(2), pages 75-82, June.
    3. Aigbe Akhigbe & Jeff Madura & Ann Marie Whyte, 1997. "Intra-Industry Effects Of Bond Rating Adjustments," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(4), pages 545-561, December.
    4. Gregory Noronha & Vijay Singal, 2004. "Financial health and airline safety," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 25(1), pages 1-16.
    5. El-Shagi, Makram, 2016. "Much ado about nothing: Sovereign ratings and government bond yields in the OECD," IWH Discussion Papers 22/2016, Halle Institute for Economic Research (IWH).
    6. Kenjegaliev, Amangeldi & Duygun, Meryem & Mamedshakhova, Djamila, 2016. "Do rating grades convey important information: German evidence?," Economic Modelling, Elsevier, vol. 53(C), pages 334-344.
    7. Bonsall, Samuel B., 2014. "The impact of issuer-pay on corporate bond rating properties: Evidence from Moody׳s and S&P׳s initial adoptions," Journal of Accounting and Economics, Elsevier, vol. 57(2), pages 89-109.
    8. Andrea Morone & Giovanni Ferri, 2008. "The Effect of Rating Agencies on Herd Behaviour," SERIES 0022, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Nov 2008.
    9. Mirela Virgínia Perrella Scarabel & Mauro Rodrigues Júnior, 2011. "O Impacto De Mudanças De Rating Soberanosobre A Taxa De Câmbio Em Países Emergentes," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 157, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    10. Flávia Cruz de Souza Murcia & Fernando Dal-Ri Murcia & José Alonso Borba, 2013. "The Informational Content of Credit Ratings in Brazil: An Event Study," Brazilian Review of Finance, Brazilian Society of Finance, vol. 11(4), pages 503-526.
    11. Louis H. Ederington & Jess B. Yawitz & Brian E. Roberts, 1984. "The Informational Content of Bond Ratings," NBER Working Papers 1323, National Bureau of Economic Research, Inc.
    12. Federica Salvadè, 2018. "Is less information better information? Evidence from the credit rating withdrawal," Review of Quantitative Finance and Accounting, Springer, vol. 51(1), pages 139-157, July.
    13. 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.
    14. Ferri, Giovanni & Lacitignola, Punziana & Lee, Jeong Yeon, 2013. "Foreign ownership and the credibility of national rating agencies: Evidence from Korea," Journal of Comparative Economics, Elsevier, vol. 41(3), pages 762-776.
    15. Hu, Haoshen & Kaspereit, Thomas & Prokop, Jörg, 2016. "The information content of issuer rating changes: Evidence for the G7 stock markets," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 99-108.
    16. Li, Huimin & Jeon, Bang Nam & Cho, Seong-Yeon & Chiang, Thomas C., 2008. "The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries," Global Finance Journal, Elsevier, vol. 19(1), pages 46-55.
    17. Henry, Tyler R. & Kisgen, Darren J. & Wu, Juan (Julie), 2015. "Equity short selling and bond rating downgrades," Journal of Financial Intermediation, Elsevier, vol. 24(1), pages 89-111.
    18. Huang, Yu-Li & Shen, Chung-Hua, 2015. "Cross-country variations in capital structure adjustment—The role of credit ratings," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 277-294.
    19. Hertel, Kayla, 2013. "The effect of bond rating changes on stock prices in the electric utility industry," Master's Theses and Plan B Papers 158844, University of Minnesota, Department of Applied Economics.
    20. 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.
    21. Houssam Bouzgarrou & Tarek Chebbi, 2016. "The reaction of sovereign CDS spread volatilities to news announcements," Journal of Asset Management, Palgrave Macmillan, vol. 17(5), pages 347-360, September.
    22. Norden, Lars & Weber, Martin, 2004. "Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2813-2843, November.
    23. 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.
    24. Fang, Victor & Hung, Chi-Hsiou D., 2014. "Corporate bond prices and idiosyncratic risk: Evidence from Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 99-114.
    25. Louis H. Ederington & Jess B. Yawitz & Brian E. Roberts, 1987. "The Informational Content Of Bond Ratings," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(3), pages 211-226, September.
    26. Abdelkader Boudriga & Dorsaf Azouz Ghachem, 2016. "Does US stock market react differently to rating announcements during crisis period? The case of the 2008 worldwide financial crisis," American Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 4(3/4), pages 193-214.
    27. Pilar Abad Romero & Mª Dolores Robles Fernández, 2003. "Contenido informativo de los cambios de Rating en el mercado de Valores Español," Documentos de Trabajo del ICAE 0304, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    28. Dorsaf Azouz Ghachem & Abdelkader Boudriga & Chokri Mamoghli, 2011. "Does The American Stock Market React Differently to Rating Announcements During A Crisis Period? The Case of the 2008 Worldwide Financial Crisis," Working Papers 601, Economic Research Forum, revised 07 Jan 2011.
    29. Bernhard Hirsch & Mascha Sorg, 2006. "Corporate Governance-Welchen Beitrag können Controller Leisten?," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 17(2), pages 201-221, June.
    30. María Concepción Verona Martel & José Juan Déniz Mayor, 2011. "Las agencias de rating y la crisis fi nanciera de 2008: ¿El fi n de un poder sin control?," REVISTA CRITERIO LIBRE, UNIVERSIDAD LIBRE - SEDE PRINCIPAL, June.
    31. Wallace N. Davidson III & John L. Glascock, 1985. "The Announcement Effects Of Preferred Stock Re-Ratings," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(4), pages 317-325, December.
    32. Erik Berwart & Massimo Guidolin & Andreas Milidonis, 2013. "An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings," Working Papers 482, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    33. Galil, Koresh & Soffer, Gil, 2011. "Good news, bad news and rating announcements: An empirical investigation," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3101-3119, November.
    34. Rubina Shaheen & Attiya Yasmin Javid, 2014. "Effect of Credit Rating on Firm Performance and Stock Return; Evidence form KSE Listed Firms," PIDE-Working Papers 2014:104, Pakistan Institute of Development Economics.
    35. Finnerty, John D. & Miller, Cameron D. & Chen, Ren-Raw, 2013. "The impact of credit rating announcements on credit default swap spreads," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 2011-2030.
    36. Chen, Long & Zhang, Gaiyan & Zhang, Weina, 2016. "Return predictability in the corporate bond market along the supply chain," Journal of Financial Markets, Elsevier, vol. 29(C), pages 66-86.
    37. Bremer, Marc & Pettway, Richard H., 2002. "Information and the market's perceptions of Japanese bank risk: Regulation, environment, and disclosure," Pacific-Basin Finance Journal, Elsevier, vol. 10(2), pages 119-139, April.
    38. Bissoondoyal-Bheenick, Emawtee, 2004. "Rating timing differences between the two leading agencies: Standard and Poor's and Moody's," Emerging Markets Review, Elsevier, vol. 5(3), pages 361-378, September.
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DCM: Discrete Choice Models (3) 2017-06-04 2017-06-04 2017-06-04
  2. NEP-CBA: Central Banking (2) 2006-12-01 2007-05-26
  3. NEP-LAM: Central & South America (2) 2006-12-01 2007-05-26
  4. NEP-RMG: Risk Management (2) 2002-10-23 2002-10-23
  5. NEP-ACC: Accounting & Auditing (1) 2017-06-04
  6. NEP-CDM: Collective Decision-Making (1) 2006-12-01
  7. NEP-FIN: Finance (1) 2002-10-23
  8. NEP-FMK: Financial Markets (1) 2002-10-23
  9. NEP-HIS: Business, Economic & Financial History (1) 2017-06-04
  10. NEP-IFN: International Finance (1) 2007-05-26
  11. NEP-MAC: Macroeconomics (1) 2006-12-01
  12. NEP-MON: Monetary Economics (1) 2006-12-01

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