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...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/10481 |