RePEcTrading, Microstructure & Execution
Trading Responses to Credit Rating Announcements
Investors respond differently to changes in credit ratings, selling during downgrades by investor-paid agencies and buying during upgrades by issuer-paid agencies.
Featured in No. 37 on 14 Feb 2024 · on release day
- Released
- 14 Feb 2024
- First featured
- No. 37 · 14 Feb 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 11
- Identifier
- RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:84-112
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).