The effect of preferred stock rating changes on preferred and common stock prices

Using daily stock returns

1985 • 6,463 citations

Nonparametrics: Statistical Methods Based on Ranks

1979 • 3,437 citations

Measuring security price performance

1980 • 3,397 citations

Nonparametrics: Statistical Methods Based on Ranks.

1976 • 2,118 citations

Foundations of Finance.

1977 • 1,197 citations

The effect of bond rating changes on common stock prices

1986 • 758 citations

RISK, RETURN AND EQUILIBRIUM: SOME CLARIFYING COMMENTS

1968 • 373 citations

Market Making and Reversal on the Stock Exchange

1966 • 360 citations

On interpreting security returns during the ex-dividend period

1984 • 317 citations

The effect of a rating change announcement on bond price

1977 • 301 citations

THE ADJUSTMENT OF STOCK PRICES TO BOND RATING CHANGES

1978 • 299 citations

Common Stock Returns and Rating Changes: A Methodological Comparison

1982 • 209 citations

THE PRICE ADJUSTMENT PROCESS OF BONDS TO RATING RECLASSIFICATIONS: A TEST OF BOND MARKET EFFICIENCY

1974 • 188 citations

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

1976 • 162 citations

The effect of value line investment survey rank changes on common stock prices

1985 • 148 citations

The Information Content of Municipal Bond Rating Changes: A Note

1983 • 114 citations

A Note on the Validity of the WSJ As a Source of "Event" Dates

1984 • 22 citations

Empirical tests using daily preferred stock returns

1985 • 2 citations