An Empirical Study of the Relationship between the Listed Company Stock Returns and the Credit Rating

Based on the analysis of stock price changes motives, we select five indicators (market systemic risk, book-to-market ratio, net income per share, net profit growth rate and size of the company) from the factors which affect stock yields, introduce the variable-credit rating, construct a multi-facto...

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Bibliographic Details
Main Authors: Wang Yong, Chen Xiaomin
Format: Article
Language:English
Published: EDP Sciences 2015-01-01
Series:SHS Web of Conferences
Subjects:
Online Access:http://dx.doi.org/10.1051/shsconf/20151701021