Information content of solicited and unsolicited rating change announcements.

This research examines information content of rating changes in the Japanese capital market by analysing stock prices before, during and after announcements of solicited and unsolicited rating change are made. Information value of a rating change announcement is determined by examining the market’s...

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Bibliographic Details
Main Authors: Cheong, Melissa Seok Fun., Kiang, Mei Yong., Xu, Xiaoxi.
Other Authors: Tan, Kok Hui
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/8657
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Institution: Nanyang Technological University