The effect of bond rating changes on common stock prices
Data up to Jan 2025
Total Citations Per Year
Abstract
References (15)
Estimating betas from nonsynchronous data
1977 • 2,887 citations
Anomalies in relationships between securities' yields and yield-surrogates
1978 • 779 citations
Timeliness of Reporting and the Stock Price Reaction to Earnings Announcements
1984 • 712 citations
Statistical Models of Bond Ratings: A Methodological Inquiry
1979 • 665 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 Information Content of Municipal Bond Rating Changes: A Note
1983 • 114 citations
THE IMPACT OF CREDITWATCH PLACEMENT ON EQUITY RETURNS AND BOND PRICES
1985 • 101 citations
The Price and Adjustment Process of Bonds to Rating Reclassifications: A Test of Bond Market Efficiency
1974 • 42 citations
The Adjustment of Stock Prices to Bond Rating Changes
1978 • 41 citations
Common Stock Returns and Rating Changes: A Methodological Comparison
1982 • 38 citations
The Information Content of Municipal Bond Rating Changes: A Note
1983 • 20 citations