Determinants of trading activity after rating actions in the Corporate Debt Market
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References listed on IDEAS
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- Pilar Abad & M. Dolores Robles & Gare Cuervo, 2013. "Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market," Documentos de Trabajo del ICAE 2013-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Pilar Abad & Antonio DÃaz & M. Dolores Robles-FernÃ¡ndez, 2012.
"Credit rating announcements, trading activity and yield spreads: the Spanish evidence,"
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Inderscience Enterprises Ltd, vol. 5(1), pages 38-63.
- Pilar Abad & Antonio Diaz & M. Dolores Robles-Fernandez, 2011. "Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence," Documentos de Trabajo del ICAE 2011-36, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
More about this item
KeywordsRating agencies; Rating announcementes; Trading volume; Trading frequency;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models; Switching Regression Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-12-13 (All new papers)
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