The News Content of Bank Rating Changes - Evidence from a Global Event Study
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- 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.
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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
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