Information content of unsolicited credit rating changes.

This paper examines the informational content of rating changes in the Japanese market by analyzing stock price reactions before, during, and after announcements of unsolicited rating changes by Standard and Poor’s (S&P). Data from 1996 to 2005 are examined, and findings in this paper suggest th...

Full description

Saved in:
Bibliographic Details
Main Authors: Hong, Junming., Suk, Jack., Lim, Qingzhong.
Other Authors: Tan, Kok Hui
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/10481
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University