The adverse effects of systematic leakage ahead of official sovereign debt rating announcements
Year of publication: |
2015
|
---|---|
Authors: | Michaelides, Alexander G. ; Milidonis, Andreas ; Nishiotis, George P. ; Papakyriakou, Panayiotis |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 116.2015, 3, p. 526-547
|
Subject: | Sovereign ratings | Event studies | Institutional quality | Information leakage | TRMI | Länderrisiko | Country risk | Ankündigungseffekt | Announcement effect | Ereignisstudie | Event study | Öffentliche Schulden | Public debt | Welt | World |
-
Private information in currency markets
Michaelides, Alexander, (2019)
-
The impact of sovereign rating events on bank stock returns : an empirical analysis for the Eurozone
Hu, Haoshen, (2017)
-
Transnational spillover effects of European sovereign rating signals on bank stock returns
Hu, Haoshen, (2022)
- More ...
-
Corporate pension plan funding levels and pension assumptions
Michaelides, Alexander G., (2019)
-
Corporate Pension Plan Funding Levels and the Expected Return Assumption
Michaelides, Alexander, (2020)
-
The Adverse Effects of Systematic Leakage Ahead of Official Sovereign Debt Rating Announcements
Michaelides, Alexander, (2014)
- More ...