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The Information Value of Credit Rating Action Reports: A Textual Analysis

Citations

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Cited by:

  1. Kakouris, Konstantinos & Charalambakis, Evangelos & Psychoyios, Dimitrios, 2025. "The devil is in the details: Does information in credit rating announcements affect dividend policy?," Global Finance Journal, Elsevier, vol. 67(C).
  2. Kriebel, Johannes & Stitz, Lennart, 2022. "Credit default prediction from user-generated text in peer-to-peer lending using deep learning," European Journal of Operational Research, Elsevier, vol. 302(1), pages 309-323.
  3. Florian Kiesel & Felix Lücke, 2019. "ESG in credit ratings and the impact on financial markets," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 28(3), pages 263-290, August.
  4. Xiaoqian Zhu & Jianping Li & Yinghui Wang, 2024. "Are risk disclosures in financial reports informative? A text mining-based perspective," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-18, December.
  5. Slapnik, Ursula & Lončarski, Igor, 2023. "Understanding sovereign credit ratings: Text-based evidence from the credit rating reports," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
  6. Leonardo Gambacorta & Salvatore Polizzi & Alessio Reghezza & Enzo Scannella, 2026. "Do Banks Practice What They Preach? Brown Lending and Environmental Disclosure in the Euro Area," Journal of Financial Services Research, Springer;Western Finance Association, vol. 69(1), pages 135-179, April.
  7. Kiesel, Florian & Kolaric, Sascha & Norden, Lars & Schiereck, Dirk, 2021. "To change or not to change? The CDS market response of firms on credit watch," Journal of Banking & Finance, Elsevier, vol. 125(C).
  8. Tao Chen & Sidney Leung & Lingmin Xie, 2021. "Does credit rating conservatism matter for corporate tax avoidance?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(4), pages 5681-5730, December.
  9. Schwab, Brandon & Kriebel, Johannes, 2026. "Mitigating adversarial attacks on transformer models in credit scoring," European Journal of Operational Research, Elsevier, vol. 328(1), pages 309-323.
  10. John Berns & Patty Bick & Ryan Flugum & Reza Houston, 2022. "Do changes in MD&A section tone predict investment behavior?," The Financial Review, Eastern Finance Association, vol. 57(1), pages 129-153, February.
  11. Omri Even-Tov & Naim Bugra Ozel, 2021. "What moves stock prices around credit rating changes?," Review of Accounting Studies, Springer, vol. 26(4), pages 1390-1427, December.
  12. Cao, June & Ee, Mong Shan & Hasan, Iftekhar & Huang, He, 2024. "Asymmetric reactions of abnormal audit fees jump to credit rating changes," The British Accounting Review, Elsevier, vol. 56(2).
  13. Wei, Lu & Jing, Haozhe & Huang, Jie & Deng, Yuqi & Jing, Zhongbo, 2023. "Do textual risk disclosures reveal corporate risk? Evidence from U.S. fintech corporations," Economic Modelling, Elsevier, vol. 127(C).
  14. Florian Kiesel, 2021. "It's the tone, stupid! Soft information in credit rating reports and financial markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(3), pages 553-585, September.
  15. Bo Huang & Xiao Yao & Yinqing Luo & Jing Li, 2023. "Improving financial distress prediction using textual sentiment of annual reports," Annals of Operations Research, Springer, vol. 330(1), pages 457-484, November.
  16. Dong, Dayong & Yue, Sishi & Cao, Jiawei, 2020. "Site visit information content and return predictability: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  17. Löffler, Gunter & Norden, Lars & Rieber, Alexander, 2021. "Negative news and the stock market impact of tone in rating reports," Journal of Banking & Finance, Elsevier, vol. 133(C).
  18. Pereira, Camila C. & Bastos, Saulo B. & Cajueiro, Daniel O., 2025. "The words that lead to uncertainty: A measure based on word embeddings," Economic Systems, Elsevier, vol. 49(3).
  19. Beckert, Jens & Arndt, H. Lukas R., 2024. "The Greek tragedy: Narratives and imagined futures in the Greek sovereign debt crisis," MPIfG Discussion Paper 24/4, Max Planck Institute for the Study of Societies.
  20. Altdörfer, Marc & Guettler, Andre & Löffler, Gunter, 2024. "Analyst distance and credit rating consistency," Journal of International Money and Finance, Elsevier, vol. 143(C).
  21. Ye Chen & Ke Miao & Liangjun Su, 2026. "High Dimensional Discrete Choice Models With Interactive Fixed Effects Applied to Causal Inference," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 41(1), pages 108-126, January.
  22. Jess N. Cornaggia & Kimberly J. Cornaggia & Ryan D. Israelsen, 2020. "Where the Heart Is: Information Production and the Home Bias," Management Science, INFORMS, vol. 66(12), pages 5532-5557, December.
  23. Xiao Wu, Dong & Yao, Xiao & Luan Guo, Jian, 2021. "Is Textual Tone Informative or Inflated for Firm’s Future Value? Evidence from Chinese Listed Firms," Economic Modelling, Elsevier, vol. 94(C), pages 513-525.
  24. Mai, Feng & Tian, Shaonan & Lee, Chihoon & Ma, Ling, 2019. "Deep learning models for bankruptcy prediction using textual disclosures," European Journal of Operational Research, Elsevier, vol. 274(2), pages 743-758.
  25. Dang, Man & Puwanenthiren, Premkanth & Nguyen, Manh Toan & Hoang, Viet Anh & Mazur, Mieszko & Henry, Darren, 2022. "Does managerial tone matter for stock liquidity? Evidence from textual disclosures," Finance Research Letters, Elsevier, vol. 48(C).
  26. Hu, Xiaolu & Luo, Haoyi, 2023. "Like a duck to water: Do credit rating analysts outperform in bond fund management," Journal of Corporate Finance, Elsevier, vol. 82(C).
  27. Peng, Yueqian & Shi, Li & Shi, Xiaojun & Tan, Songtao, 2024. "Tone or term: Machine-learning text analysis, featured vocabulary extraction, and evidence from bond pricing in China," Journal of Empirical Finance, Elsevier, vol. 78(C).
  28. Machokoto, Michael & Sikochi, Anywhere, 2024. "Not a one-trick pony: Price impact of rating agency information," Economics Letters, Elsevier, vol. 241(C).
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