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The impact of rating classifications on stock prices of Brazilian companies

Pagin, Fernanda; Gomes, Matheus da Costa; Antônio, … - In: Journal of economics, finance & administrative science 26 (2021) 51, pp. 112-126

Purpose - This paper aims to identify if there is an impact of the rating announcements issued by the agencies on the returns of the stocks of Brazilian companies listed on Brasil Bolsa Balcão, from August 2002 to August 2018, identifying which types of announcement (upgrade, downgrade or the...

Persistent link: https://www.econbiz.de/10012598739

Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange

Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998

Persistent link: https://www.econbiz.de/10000682409

Corporate governance ratings and firm performance

Ertugrul, Mine; Hegde, Shantaram P. - In: Financial management 38 (2009) 1, pp. 139-160

Persistent link: https://www.econbiz.de/10003851893

Essays on agency problems and corporate governance

Ertugrul, Mine - 2005

Persistent link: https://www.econbiz.de/10003905313

Missing the marks? : dispersion in corporate bond valuations across mutual funds

Cici, Gjergij; Gibson, Scott; Merrick, John J. - In: Journal of financial economics 101 (2011) 1, pp. 206-226

Persistent link: https://www.econbiz.de/10009242902

Corporate governance ratings and firm value : empirical evidence from the Bucharest Stock Exchange

Gherghina, Ştefan Cristian - In: International journal of economics and financial issues … 5 (2015) 1, pp. 97-110

Persistent link: https://www.econbiz.de/10010528962

A study on the Relationship between corporate governance ratings and company value : empirical evidence for S&P 100 companies

Gherghina, Ştefan Cristian; Vintilă, Georgeta; … - In: International journal of economics and finance 6 (2014) 7, pp. 242-253

Persistent link: https://www.econbiz.de/10010385289

Missing the marks? : dispersion in corporate bond valuations across mutual funds

Cici, Gjergji; Gibson, Scott; Merrick, John J. - 2010 - First Draft: November 2007, This Draft: July 14, 2010

We study the dispersion of month-end valuations placed on identical corporate bonds by different mutual funds. Such dispersion is related to bond-specific characteristics associated with liquidity and market volatility. TRACE may have contributed to the general decline in dispersion over our...

Persistent link: https://www.econbiz.de/10008760338

Evaluating the specification errors of asset pricing models

Hodrick, Robert J.; Zhang, Xiaoyan - 2000

Persistent link: https://www.econbiz.de/10001470841

Robustness of selectivity and timing measures of performance based on quadratic and dummy variable regressions

Chung, Richard - In: International review of financial analysis 6 (1997) 3, pp. 257-262

Persistent link: https://www.econbiz.de/10001248791

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