Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market
Year of publication: |
2013-03
|
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Authors: | Abad, Pilar ; Robles Fernandez, M. Dolores ; Cuervo, Gare |
Institutions: | Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid |
Subject: | Credit rating agencies | Rating changes | Liquidity | Event study |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2013-11 32 pages |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G24 - Investment Banking; Venture Capital; Brokerage |
Source: |
-
Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence
Abad, Pilar, (2011)
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Risk and returns around bond rating changes: New evidence from the Spanish Stock Market
Romero, Pilar Abad, (2005)
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The Impact of Rating Changes in Australian Financial Markets
Creighton, Adam, (2004)
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Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence
Abad, Pilar, (2011)
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Determinants of trading activity after rating actions in the Corporate Debt Market
Abad, Pilar, (2011)
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The Risk-Return binomial after rating changes
Abad, Pilar, (2014)
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