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THE EFFECT OF BOND RATING CHANGES ON COMMON-STOCK PRICES
被引:269
作者
:
HOLTHAUSEN, RW
论文数:
0
引用数:
0
h-index:
0
HOLTHAUSEN, RW
LEFTWICH, RW
论文数:
0
引用数:
0
h-index:
0
LEFTWICH, RW
机构
:
来源
:
JOURNAL OF FINANCIAL ECONOMICS
|
1986年
/ 17卷
/ 01期
关键词
:
D O I
:
10.1016/0304-405X(86)90006-1
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:57 / 89
页数:33
相关论文
共 17 条
[1]
ANOMALIES IN RELATIONSHIPS BETWEEN SECURITIES YIELDS AND YIELD-SURROGATES
[J].
BALL, R
论文数:
0
引用数:
0
h-index:
0
BALL, R
.
JOURNAL OF FINANCIAL ECONOMICS,
1978,
6
(2-3)
:103
-126
[2]
TIMELINESS OF REPORTING AND THE STOCK-PRICE REACTION TO EARNINGS ANNOUNCEMENTS
[J].
CHAMBERS, AE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF BERKELEY,BERKELEY,CA 94720
UNIV CALIF BERKELEY,BERKELEY,CA 94720
CHAMBERS, AE
;
PENMAN, SH
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF BERKELEY,BERKELEY,CA 94720
UNIV CALIF BERKELEY,BERKELEY,CA 94720
PENMAN, SH
.
JOURNAL OF ACCOUNTING RESEARCH,
1984,
22
(01)
:21
-47
[3]
FAMA EF, 1976, F FINANCE
[4]
DIFFERENTIAL EFFECTS OF BOND RATING CHANGES AMONG INDUSTRIAL AND PUBLIC UTILITY BONDS BY MATURITY
[J].
GRIER, P
论文数:
0
引用数:
0
h-index:
0
机构:
CITY UNIV NEW YORK BARUCH COLL,NEW YORK,NY 10010
CITY UNIV NEW YORK BARUCH COLL,NEW YORK,NY 10010
GRIER, P
;
KATZ, S
论文数:
0
引用数:
0
h-index:
0
机构:
CITY UNIV NEW YORK BARUCH COLL,NEW YORK,NY 10010
CITY UNIV NEW YORK BARUCH COLL,NEW YORK,NY 10010
KATZ, S
.
JOURNAL OF BUSINESS,
1976,
49
(02)
:226
-239
[5]
COMMON-STOCK RETURNS AND RATING CHANGES - A METHODOLOGICAL COMPARISON
[J].
GRIFFIN, PA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SAO PAULO,FAC ECON & ADM,SAO PAULO,BRAZIL
UNIV SAO PAULO,FAC ECON & ADM,SAO PAULO,BRAZIL
GRIFFIN, PA
;
SANVICENTE, AZ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SAO PAULO,FAC ECON & ADM,SAO PAULO,BRAZIL
UNIV SAO PAULO,FAC ECON & ADM,SAO PAULO,BRAZIL
SANVICENTE, AZ
.
JOURNAL OF FINANCE,
1982,
37
(01)
:103
-119
[6]
THE INFORMATION-CONTENT OF MUNICIPAL BOND RATING CHANGES - A NOTE
[J].
INGRAM, RW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV S CAROLINA,COLUMBIA,SC 29208
INGRAM, RW
;
BROOKS, LD
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV S CAROLINA,COLUMBIA,SC 29208
BROOKS, LD
;
COPELAND, RM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV S CAROLINA,COLUMBIA,SC 29208
COPELAND, RM
.
JOURNAL OF FINANCE,
1983,
38
(03)
:997
-1003
[7]
STATISTICAL-MODELS OF BOND RATINGS - METHODOLOGICAL INQUIRY
[J].
KAPLAN, RS
论文数:
0
引用数:
0
h-index:
0
机构:
SKANDINAVISKA ENSKILDA BANKEN,STOCKHOLM,SWEDEN
SKANDINAVISKA ENSKILDA BANKEN,STOCKHOLM,SWEDEN
KAPLAN, RS
;
URWITZ, G
论文数:
0
引用数:
0
h-index:
0
机构:
SKANDINAVISKA ENSKILDA BANKEN,STOCKHOLM,SWEDEN
SKANDINAVISKA ENSKILDA BANKEN,STOCKHOLM,SWEDEN
URWITZ, G
.
JOURNAL OF BUSINESS,
1979,
52
(02)
:231
-261
[8]
PRICE ADJUSTMENT PROCESS OF BONDS TO RATING RECLASSIFICATIONS - TEST OF BOND MARKET EFFICIENCY
[J].
KATZ, S
论文数:
0
引用数:
0
h-index:
0
机构:
CITY UNIV NEW YORK,BARUCH COLL,NEW YORK,NY 10010
CITY UNIV NEW YORK,BARUCH COLL,NEW YORK,NY 10010
KATZ, S
.
JOURNAL OF FINANCE,
1974,
29
(02)
:551
-559
[9]
MADDALLA GS, 1977, ECONOMETRICS
[10]
ADJUSTMENT OF STOCK-PRICES TO BOND RATING CHANGES
[J].
PINCHES, GE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MISSOURI, COLUMBIA, MO 65201 USA
UNIV MISSOURI, COLUMBIA, MO 65201 USA
PINCHES, GE
;
SINGLETON, JC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MISSOURI, COLUMBIA, MO 65201 USA
UNIV MISSOURI, COLUMBIA, MO 65201 USA
SINGLETON, JC
.
JOURNAL OF FINANCE,
1978,
33
(01)
:29
-44
←
1
2
→
共 17 条
[1]
ANOMALIES IN RELATIONSHIPS BETWEEN SECURITIES YIELDS AND YIELD-SURROGATES
[J].
BALL, R
论文数:
0
引用数:
0
h-index:
0
BALL, R
.
JOURNAL OF FINANCIAL ECONOMICS,
1978,
6
(2-3)
:103
-126
[2]
TIMELINESS OF REPORTING AND THE STOCK-PRICE REACTION TO EARNINGS ANNOUNCEMENTS
[J].
CHAMBERS, AE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF BERKELEY,BERKELEY,CA 94720
UNIV CALIF BERKELEY,BERKELEY,CA 94720
CHAMBERS, AE
;
PENMAN, SH
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF BERKELEY,BERKELEY,CA 94720
UNIV CALIF BERKELEY,BERKELEY,CA 94720
PENMAN, SH
.
JOURNAL OF ACCOUNTING RESEARCH,
1984,
22
(01)
:21
-47
[3]
FAMA EF, 1976, F FINANCE
[4]
DIFFERENTIAL EFFECTS OF BOND RATING CHANGES AMONG INDUSTRIAL AND PUBLIC UTILITY BONDS BY MATURITY
[J].
GRIER, P
论文数:
0
引用数:
0
h-index:
0
机构:
CITY UNIV NEW YORK BARUCH COLL,NEW YORK,NY 10010
CITY UNIV NEW YORK BARUCH COLL,NEW YORK,NY 10010
GRIER, P
;
KATZ, S
论文数:
0
引用数:
0
h-index:
0
机构:
CITY UNIV NEW YORK BARUCH COLL,NEW YORK,NY 10010
CITY UNIV NEW YORK BARUCH COLL,NEW YORK,NY 10010
KATZ, S
.
JOURNAL OF BUSINESS,
1976,
49
(02)
:226
-239
[5]
COMMON-STOCK RETURNS AND RATING CHANGES - A METHODOLOGICAL COMPARISON
[J].
GRIFFIN, PA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SAO PAULO,FAC ECON & ADM,SAO PAULO,BRAZIL
UNIV SAO PAULO,FAC ECON & ADM,SAO PAULO,BRAZIL
GRIFFIN, PA
;
SANVICENTE, AZ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SAO PAULO,FAC ECON & ADM,SAO PAULO,BRAZIL
UNIV SAO PAULO,FAC ECON & ADM,SAO PAULO,BRAZIL
SANVICENTE, AZ
.
JOURNAL OF FINANCE,
1982,
37
(01)
:103
-119
[6]
THE INFORMATION-CONTENT OF MUNICIPAL BOND RATING CHANGES - A NOTE
[J].
INGRAM, RW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV S CAROLINA,COLUMBIA,SC 29208
INGRAM, RW
;
BROOKS, LD
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV S CAROLINA,COLUMBIA,SC 29208
BROOKS, LD
;
COPELAND, RM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV S CAROLINA,COLUMBIA,SC 29208
COPELAND, RM
.
JOURNAL OF FINANCE,
1983,
38
(03)
:997
-1003
[7]
STATISTICAL-MODELS OF BOND RATINGS - METHODOLOGICAL INQUIRY
[J].
KAPLAN, RS
论文数:
0
引用数:
0
h-index:
0
机构:
SKANDINAVISKA ENSKILDA BANKEN,STOCKHOLM,SWEDEN
SKANDINAVISKA ENSKILDA BANKEN,STOCKHOLM,SWEDEN
KAPLAN, RS
;
URWITZ, G
论文数:
0
引用数:
0
h-index:
0
机构:
SKANDINAVISKA ENSKILDA BANKEN,STOCKHOLM,SWEDEN
SKANDINAVISKA ENSKILDA BANKEN,STOCKHOLM,SWEDEN
URWITZ, G
.
JOURNAL OF BUSINESS,
1979,
52
(02)
:231
-261
[8]
PRICE ADJUSTMENT PROCESS OF BONDS TO RATING RECLASSIFICATIONS - TEST OF BOND MARKET EFFICIENCY
[J].
KATZ, S
论文数:
0
引用数:
0
h-index:
0
机构:
CITY UNIV NEW YORK,BARUCH COLL,NEW YORK,NY 10010
CITY UNIV NEW YORK,BARUCH COLL,NEW YORK,NY 10010
KATZ, S
.
JOURNAL OF FINANCE,
1974,
29
(02)
:551
-559
[9]
MADDALLA GS, 1977, ECONOMETRICS
[10]
ADJUSTMENT OF STOCK-PRICES TO BOND RATING CHANGES
[J].
PINCHES, GE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MISSOURI, COLUMBIA, MO 65201 USA
UNIV MISSOURI, COLUMBIA, MO 65201 USA
PINCHES, GE
;
SINGLETON, JC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MISSOURI, COLUMBIA, MO 65201 USA
UNIV MISSOURI, COLUMBIA, MO 65201 USA
SINGLETON, JC
.
JOURNAL OF FINANCE,
1978,
33
(01)
:29
-44
←
1
2
→