The price impact of rating announcements: which announcements matter?
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References listed on IDEAS
- Doron Kliger & Oded Sarig, 2000.
"The Information Value of Bond Ratings,"
Journal of Finance,
American Finance Association, vol. 55(6), pages 2879-2902, December.
- Doron Kliger & Oded Sarig, "undated". "The Information Value of Bond Ratings," Rodney L. White Center for Financial Research Working Papers 13-97, Wharton School Rodney L. White Center for Financial Research.
- Brown, Stephen J. & Warner, Jerold B., 1980. "Measuring security price performance," Journal of Financial Economics, Elsevier, vol. 8(3), pages 205-258, September.
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Keywordscredit default swaps; credit ratings; event study; market reaction;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-06-18 (All new papers)
- NEP-FMK-2007-06-18 (Financial Markets)
- NEP-MST-2007-06-18 (Market Microstructure)
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