The News Content of Bank Rating Changes - Evidence from a Global Event Study
Download full text from publisher
Other versions of this item:
- Christian Fieberg & Finn Marten Körner & Jörg Prokop & Armin Varmaz, 2015. "Big is beautiful: the information content of bank rating changes," Journal of Risk Finance, Emerald Group Publishing, vol. 16(3), pages 233-252, May.
More about this item
Keywordscredit rating; event study; too big to fail; SIFI; multi-factor approach;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- N2 - Economic History - - Financial Markets and Institutions
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zen:wpaper:24. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Finn Marten Koerner). General contact details of provider: http://edirc.repec.org/data/zentrde.html .
We have no references for this item. You can help adding them by using this form .