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The Differential Effects of Bond Rating Changes among Industrial and Public Utility Bonds by Maturity

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  1. 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, January.
  2. Winnie P. H. Poon & Dorla A. Evans, 2013. "Regulation Fair Disclosure's Effect on the Information Content of Bond Rating Changes," European Financial Management, European Financial Management Association, vol. 19(4), pages 775-800, September.
  3. Hull, John & Predescu, Mirela & White, Alan, 2004. "The relationship between credit default swap spreads, bond yields, and credit rating announcements," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2789-2811, November.
  4. Maurizio Dallocchio & Jerome Hubler & Philippe Raimbourg & Antonio Salvi, 2006. "Do Upgradings and Downgradings Convey Information? An Event Study of the French Bond Market," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 35(3), pages 293-317, November.
  5. Bo Becker & Todd Milbourn, 2008. "Reputation and competition: evidence from the credit rating industry," Harvard Business School Working Papers 09-051, Harvard Business School, revised Sep 2010.
  6. Gera Kiewiet & Iman van Lelyveld & Sweder van Wijnbergen, 2017. "Contingent Convertibles: Can the Market Handle them?," Tinbergen Institute Discussion Papers 17-095/VI, Tinbergen Institute.
  7. Afik, Zvika & Feinstein, Itai & Galil, Koresh, 2014. "The (un)informative value of credit rating announcements in small markets," Journal of Financial Stability, Elsevier, vol. 14(C), pages 66-80.
  8. 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.
  9. James D. Rosenfeld, 1984. "Returns On High-Quality And Low-Quality Preferred Stocks In Periods Of Common-Stock Dividend Reductions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(3), pages 255-258, September.
  10. Ken Hung & Hui Wen Cheng & Shih-shen Chen & Ying-Chen Huang, 2013. "Factors that Affect Credit Rating: An Application of Ordered Probit Models," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 94-108, December.
  11. Stefano Lovo & Philippe Raimbourg & Federica Salvadè, 2022. "Credit rating agencies, information asymmetry and US bond liquidity," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(9-10), pages 1863-1896, October.
  12. Eleimon Gonis & Salima Paul & Jon Tucker, 2012. "Rating or no rating? That is the question: an empirical examination of UK companies," The European Journal of Finance, Taylor & Francis Journals, vol. 18(8), pages 709-735, September.
  13. repec:mth:ijafr8:v:8:y:2018:i:3:p:108-139 is not listed on IDEAS
  14. Abad, Pilar & Díaz, Antonio & Escribano, Ana & Robles, M.-Dolores, 2021. "Crossing boundaries beyond the investment grade: Induced trading by rating-contingent investment constraints," Journal of Corporate Finance, Elsevier, vol. 67(C).
  15. Louis H. Ederington & Jess B. Yawitz & Brian E. Roberts, 1984. "The Informational Content of Bond Ratings," NBER Working Papers 1323, National Bureau of Economic Research, Inc.
  16. Patrycja Chodnicka & Katarzyna Niewinska, 2015. "Financial Risk in Polish Companies During the Global Economic Crisis of 2007–2008 with Particular Emphasis on Evaluation of the Use of Reserve Debt Capacity (Ryzyko finansowania polskich przedsiebiors," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 13(55), pages 197-219.
  17. Ferri, Giovanni & Lacitignola, Punziana & Lee, Jeong Yeon, 2013. "Foreign ownership and the credibility of national rating agencies: Evidence from Korea," Journal of Comparative Economics, Elsevier, vol. 41(3), pages 762-776.
  18. Henry, Tyler R. & Kisgen, Darren J. & Wu, Juan (Julie), 2015. "Equity short selling and bond rating downgrades," Journal of Financial Intermediation, Elsevier, vol. 24(1), pages 89-111.
  19. Schaetzle, Dominik, 2011. "Ratingagenturen in der neoklassischen Finanzierungstheorie: Eine Auswertung empirischer Studien zum Informationsgehalt von Ratings," Arbeitspapiere 110, University of Münster, Institute for Cooperatives.
  20. Byoun, Soku, 2014. "Information content of unsolicited credit ratings and incentives of rating agencies: A theory," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 338-349.
  21. Antonio, DI Cesare, 2006. "Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 35(1), pages 121-150, February.
  22. Norden, Lars & Weber, Martin, 2004. "Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2813-2843, November.
  23. Maul, D. & Schiereck, D., 2017. "The bond event study methodology since 1974," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 80723, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  24. Chamroeun Sok, 2012. "Corporate Credit Rating Announcements: Information Content of Rating Announcements Models: Evidence from the Australian Financial Markets," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 4-2012.
  25. Gil Cohen, 2014. "On the Impact of Bond's Rating Changes on the Firm's Stock Price," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(1), pages 64-70, January.
  26. Ying Yi Tsai & Li-Gang Liu, 2010. "Emergence of Rating Agencies : Implications for Establishing a Regional Rating Agency in Asia," Finance Working Papers 22824, East Asian Bureau of Economic Research.
  27. 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.
  28. Wallace N. Davidson III & John L. Glascock, 1985. "The Announcement Effects Of Preferred Stock Re-Ratings," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(4), pages 317-325, December.
  29. Kiewiet, Gera & van Lelyveld, Iman Paul Pieter & van Wijnbergen, Sweder, 2017. "Contingent Convertibles: Can the Market handle them?," CEPR Discussion Papers 12359, C.E.P.R. Discussion Papers.
  30. Galil, Koresh & Soffer, Gil, 2011. "Good news, bad news and rating announcements: An empirical investigation," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3101-3119, November.
  31. Rubina Shaheen & Attiya Yasmin Javid, 2014. "Effect of Credit Rating on Firm Performance and Stock Return; Evidence form KSE Listed Firms," PIDE-Working Papers 2014:104, Pakistan Institute of Development Economics.
  32. Kroon, E.P., 1991. "Bond market efficiency : some Dutch evidence," Serie Research Memoranda 0045, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  33. Mattarocci, Gianluca, 2005. "Il rapporto tra impresa e agenzia di rating: la soluzione del multi-rating," MPRA Paper 4295, University Library of Munich, Germany, revised Mar 2005.
  34. Tony R. Wingler & James M. Watts, 1982. "Electric Utility Bond Rating Changes: Methodological Issues And Evidence," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(3), pages 221-235, September.
  35. Kenourgios, Dimitrios & Umar, Zaghum & Lemonidi, Paraskevi, 2020. "On the effect of credit rating announcements on sovereign bonds: International evidence," International Economics, Elsevier, vol. 163(C), pages 58-71.
  36. 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.
  37. Bremer, Marc & Pettway, Richard H., 2002. "Information and the market's perceptions of Japanese bank risk: Regulation, environment, and disclosure," Pacific-Basin Finance Journal, Elsevier, vol. 10(2), pages 119-139, April.
  38. Ying Yi Tsai & Li-Gang Liu, 2010. "Emergence of Rating Agencies: Implications for Establishing a Regional Rating Agency in Asia," Working Papers id:2927, eSocialSciences.
  39. Fathi Nakai & Tarek Chebbi, 2023. "The informational content of sovereign credit rating: another look," Journal of Asset Management, Palgrave Macmillan, vol. 24(5), pages 353-373, September.
  40. James W. Wansley & Terrence M. Clauretie, 1985. "The Impact Of Creditwatch Placement On Equity Returns And Bond Prices," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(1), pages 31-42, March.
  41. Yang, Heejin & Ahn, Hee-Joon & Kim, Maria H. & Ryu, Doojin, 2017. "Information asymmetry and investor trading behavior around bond rating change announcements," Emerging Markets Review, Elsevier, vol. 32(C), pages 38-51.
  42. Kaveri Krishnan & Sankarshan Basu & Ashok Thampy, 2020. "Has the Global Financial Crisis Changed the Market Response to Credit Ratings? Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 19(1), pages 7-32, April.
  43. 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.
  44. Jianming Kou & Simone Varotto, 2008. "Timeliness of Spread Implied Ratings," European Financial Management, European Financial Management Association, vol. 14(3), pages 503-527, June.
  45. repec:uts:finphd:36 is not listed on IDEAS
  46. Patrycja Chodnicka -Jaworska, 2019. "Impact of credit rating agencies on European Banking stock prices: Is the recognition of credit rating agency important?," Faculty of Management Working Paper Series 42019, University of Warsaw, Faculty of Management.
  47. David A. Ziebart & Sara A. Reiter, 1992. "Bond ratings, bond yields and financial information," Contemporary Accounting Research, John Wiley & Sons, vol. 9(1), pages 252-282, September.
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