IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "Bond Rating Agencies and Stock Analysts: Who Knows What When?"

by Ederington, Louis H. & Goh, Jeremy C.

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Truong, Cameron & Corrado, Charles & Chen, Yangyang, 2012. "The options market response to accounting earnings announcements," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 423-450.
  2. Ginger Zhe Jin & Andrew Kato & John A. List, 2010. "That'S News To Me! Information Revelation In Professional Certification Markets," Economic Inquiry, Western Economic Association International, vol. 48(1), pages 104-122, 01.
  3. Aaron Crabtree & John Maher, 2005. "Earnings Predictability, Bond Ratings, and Bond Yields," Review of Quantitative Finance and Accounting, Springer, vol. 25(3), pages 233-253, November.
  4. Paula Hill & Robert Faff, 2010. "The Market Impact of Relative Agency Activity in the Sovereign Ratings Market," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(9-10), pages 1309-1347, November/.
  5. Michael R King & Steven Ongena & Nikola Tarashev, 2016. "Bank standalone credit ratings," BIS Working Papers 542, Bank for International Settlements.
  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. Arnoud W. A. Boot & Todd T. Milbourn & Anjolein Schmeits, 2006. "Credit Ratings as Coordination Mechanisms," Review of Financial Studies, Society for Financial Studies, vol. 19(1), pages 81-118.
  8. Ramnath, Sundaresh & Rock, Steve & Shane, Philip, 2008. "The financial analyst forecasting literature: A taxonomy with suggestions for further research," International Journal of Forecasting, Elsevier, vol. 24(1), pages 34-75.
  9. Tristan Auvray & Olivier Brossard, 2012. "Too Dispersed to Monitor? Ownership Dispersion, Monitoring, and the Prediction of Bank Distress," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 685-714, 06.
  10. Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George & Papakyriacou, Panayiotis, 2012. "Sovereign Debt Rating Changes and the Stock Market," CEPR Discussion Papers 8743, C.E.P.R. Discussion Papers.
  11. Christopher Boortz & Simon Jurkatis & Stephanie Kremer & Dieter Nautz, 2013. "Herding in financial markets: Bridging the gap between theory and evidence," SFB 649 Discussion Papers SFB649DP2013-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  12. Giovanni Ferri & Andrea Morone, 2008. "The Effect of Rating Agencies on Herd Behaviour," EERI Research Paper Series EERI_RP_2008_21, Economics and Econometrics Research Institute (EERI), Brussels.
  13. Adam Creighton & Luke Gower & Anthony Richards, 2004. "The Impact of Rating Changes in Australian Financial Markets," RBA Research Discussion Papers rdp2004-02, Reserve Bank of Australia.
  14. Apergis, Nicholas & Payne, James E. & Tsoumas, Chris, 2011. "Credit rating changes’ impact on banks: evidence from the US banking industry," MPRA Paper 35647, University Library of Munich, Germany.
  15. 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.
  16. Darren J. Kisgen & Philip E. Strahan, 2009. "Do Regulations Based on Credit Ratings Affect a Firm's Cost of Capital?," NBER Working Papers 14890, National Bureau of Economic Research, Inc.
  17. Loffler, Gunter, 2005. "Avoiding the rating bounce: why rating agencies are slow to react to new information," Journal of Economic Behavior & Organization, Elsevier, vol. 56(3), pages 365-381, March.
  18. Derrien, François & Kecskés, Ambrus & Mansi, Sattar A., 2016. "Information asymmetry, the cost of debt, and credit events: Evidence from quasi-random analyst disappearances," Journal of Corporate Finance, Elsevier, vol. 39(C), pages 295-311.
  19. Maxime Merli & Alain Schatt, 2003. "Contagion effects of successive bond rating downgrades," Working Papers of LaRGE Research Center 2003-02, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  20. Milidonis, Andreas, 2013. "Compensation incentives of credit rating agencies and predictability of changes in bond ratings and financial strength ratings," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3716-3732.
  21. Pilar Abad Romero & Maria Dolores Robles Fernández, 2014. "The Risk-Return binomial after rating changes," Documentos de Trabajo del ICAE 2014-23, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  22. 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.
  23. Johnston, Rick & Markov, Stanimir & Ramnath, Sundaresh, 2009. "Sell-side debt analysts," Journal of Accounting and Economics, Elsevier, vol. 47(1-2), pages 91-107, March.
  24. Francois Lantin, 2008. "L'importance de la note initiale et du type de changement dans la mesure de l'impact de la notation financière (rating) sur le marché actions," Post-Print halshs-00692578, HAL.
  25. Christopher Boortz & Simon Jurkatis & Stephanie Kremer & Dieter Nautz, 2013. "Institutional Herding in Financial Markets: New Evidence through the Lens of a Simulated Model," Discussion Papers of DIW Berlin 1336, DIW Berlin, German Institute for Economic Research.
  26. Daniel M. Covitz & Paul Harrison, 2003. "Do banks strategically time public bond issuance because of the accompanying disclosure, due diligence, and investor scrutiny?," Finance and Economics Discussion Series 2003-37, Board of Governors of the Federal Reserve System (U.S.).
  27. An, Heng (Hunter) & Chan, Kam C., 2008. "Credit ratings and IPO pricing," Journal of Corporate Finance, Elsevier, vol. 14(5), pages 584-595, December.
  28. Dimitrov, Valentin & Palia, Darius & Tang, Leo, 2015. "Impact of the Dodd-Frank act on credit ratings," Journal of Financial Economics, Elsevier, vol. 115(3), pages 505-520.
  29. 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.
  30. Blumenstock, Hendrik & von Grone, Udo & Mehlhorn, Marc & Merkl, Johannes & Pietz, Marcus, 2012. "Einflussfaktoren von CDS-Spreads als Maß für das aktuelle Bonitätsrisiko: Liefert das Rating eine Erklärung?," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers) 2012-03, University of Bayreuth, Chair of Finance and Banking.
  31. 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.
  32. Ting-Kai Chou, 2013. "Information content of credit ratings in pricing of future earnings," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 217-250, February.
  33. Bereskin, Frederick L. & Kim, Bushik & Oh, Frederick Dongchuhl, 2015. "Do credit rating concerns lead to better corporate governance? Evidence from Korea," Pacific-Basin Finance Journal, Elsevier, vol. 35(PB), pages 592-608.
  34. Nils H. Hakansson, 1999. "The Role of a Corporate Bond Market in an Economy - and in Avoiding Crises," Research Program in Finance Working Papers RPF-287, University of California at Berkeley.
  35. 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 Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  36. Demirtas, K. Ozgur & Rodgers Cornaggia, Kimberly, 2013. "Initial credit ratings and earnings management," Review of Financial Economics, Elsevier, vol. 22(4), pages 135-145.
  37. Kim, Yongtae & Nabar, Sandeep, 2007. "Bankruptcy probability changes and the differential informativeness of bond upgrades and downgrades," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3843-3861, December.
  38. Caton, Gary L. & Chan, Justin S.P. & Goh, Jeremy & Yang, Sheng-Yung, 2011. "An analysis of Japanese earnings forecast revisions with application to seasoned equity offerings," International Review of Economics & Finance, Elsevier, vol. 20(3), pages 376-387, June.
  39. Gropp, Reint & Hirsch, Christian & Krahnen, Jan Pieter, 2011. "Is rated debt arm's length? Evidence from mergers and acquisitions," CFS Working Paper Series 2011/10, Center for Financial Studies (CFS).
  40. Jorion, Philippe & Liu, Zhu & Shi, Charles, 2005. "Informational effects of regulation FD: evidence from rating agencies," Journal of Financial Economics, Elsevier, vol. 76(2), pages 309-330, May.
  41. He, Yan & Wang, Junbo & Wei, K.C. John, 2011. "Do bond rating changes affect the information asymmetry of stock trading?," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 103-116, January.
  42. Gabriela Kuvikova, 2015. "Credit Ratings and Their Information Value: Evidence from the Recent Financial Crisis," CERGE-EI Working Papers wp544, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  43. Xia, Han, 2014. "Can investor-paid credit rating agencies improve the information quality of issuer-paid rating agencies?," Journal of Financial Economics, Elsevier, vol. 111(2), pages 450-468.
  44. Bosch, Oliver & Steffen, Sascha, 2011. "On syndicate composition, corporate structure and the certification effect of credit ratings," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 290-299, February.
  45. Covitz, Daniel M. & Harrison, Paul, 2004. "Do banks time bond issuance to trigger disclosure, due diligence, and investor scrutiny?," Journal of Financial Intermediation, Elsevier, vol. 13(3), pages 299-323, July.
  46. Chou, Ting-Kai & Cheng, Jia-Chi, 2012. "Credit ratings and excess value of diversification," Journal of Empirical Finance, Elsevier, vol. 19(2), pages 266-281.
  47. Joshua Coval & Jakub Jurek & Erik Stafford, 2009. "The Economics of Structured Finance," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 3-25, Winter.
  48. 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.
  49. Hertel, Kayla, 2013. "The effect of bond rating changes on stock prices in the electric utility industry," Master's Theses 158844, University of Minnesota, Department of Applied Economics.
  50. Loffler, Gunter, 2004. "An anatomy of rating through the cycle," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 695-720, March.
  51. 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.
  52. May, Anthony D., 2010. "The impact of bond rating changes on corporate bond prices: New evidence from the over-the-counter market," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2822-2836, November.
  53. Maxime Merli & Alain Schatt, 2007. "Are there contagion or competition effects for non rated firms?The case of successive bond rating downgrades of Alcatel," Working Papers CREGO 1070603, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
  54. Jérôme Teïletche & Florent Pochon & Evguenia Iankova, 2009. "L’impact des décisions des agences de notation sur le prix des actions : une comparaison du cas français avec les cas européen et américain," Économie et Prévision, Programme National Persée, vol. 188(2), pages 1-21.
  55. Wengner, Andreas & Burghof, Hans-Peter & Schneider, Johannes, 2015. "The impact of credit rating announcements on corporate CDS markets—Are intra-industry effects observable?," Journal of Economics and Business, Elsevier, vol. 78(C), pages 79-91.
  56. Bissoondoyal-Bheenick, Emawtee, 2005. "An analysis of the determinants of sovereign ratings," Global Finance Journal, Elsevier, vol. 15(3), pages 251-280, February.
  57. Schaetzle, Dominik, 2011. "Ratingagenturen in der neoklassischen Finanzierungstheorie: Eine Auswertung empirischer Studien zum Informationsgehalt von Ratings," Arbeitspapiere 110, University of Münster, Institute for Cooperatives.
  58. Purda, Lynnette D., 2005. "Mergers in the bond rating industry: does rating provider matter?," Journal of Multinational Financial Management, Elsevier, vol. 15(2), pages 155-169, April.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.