Information Transfer Effects of Bond Rating Downgrades

Philippe Jorion; Gaiyan Zhang

doi:10.1111/j.1540-6288.2010.00266.x

Information Transfer Effects of Bond Rating Downgrades

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	The Financial Review
Volume	45
DOIs	https://doi.org/10.1111/j.1540-6288.2010.00266.x
State	Published - Jul 13 2010

Disciplines

Economics
Finance

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10.1111/j.1540-6288.2010.00266.xLicense: Unspecified

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title = "Information Transfer Effects of Bond Rating Downgrades",

author = "Philippe Jorion and Gaiyan Zhang",

note = "This paper investigates information transfer effects of bond rating downgrades measured by equity abnormal returns for industry portfolios. Industry rivals can",

year = "2010",

month = jul,

day = "13",

doi = "10.1111/j.1540-6288.2010.00266.x",

language = "American English",

volume = "45",

journal = "The Financial Review",

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T1 - Information Transfer Effects of Bond Rating Downgrades

AU - Jorion, Philippe

AU - Zhang, Gaiyan

N1 - This paper investigates information transfer effects of bond rating downgrades measured by equity abnormal returns for industry portfolios. Industry rivals can

PY - 2010/7/13

Y1 - 2010/7/13

UR - https://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1497533_code715988.pdf?abstractid=1497533&mirid=1&type=2

U2 - 10.1111/j.1540-6288.2010.00266.x

DO - 10.1111/j.1540-6288.2010.00266.x

M3 - Article

VL - 45

JO - The Financial Review

JF - The Financial Review

ER -

Information Transfer Effects of Bond Rating Downgrades

Disciplines

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