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Volumn 21, Issue 2, 1998, Pages 185-204

Split ratings, bond yields, and underwriter spreads

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Indexed keywords


EID: 0000136343     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.1998.tb00679.x     Document Type: Article
Times cited : (71)

References (16)
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  • 3
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  • 7
    • 0002697468 scopus 로고
    • Bond ratings: Are two better than one?
    • Hsueh, P. and D. Kidwell, 1988, Bond ratings: Are two better than one?, Financial Management 17, 46–53.
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    • Hsueh, P.1    Kidwell, D.2
  • 8
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    • The impact of split bond ratings on risk premia
    • Liu, P. and W. Moore, 1987, The impact of split bond ratings on risk premia, Financial Review 22, 71–85.
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  • 9
    • 0013268177 scopus 로고
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  • 11
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    • Mitchell, K., 1991, The call, sinking fund, and term-to-maturity features of corporate bonds: An empirical investigation, Journal of Financial and Quantitative Analysis 26, 201–22.
    • (1991) Journal of Financial and Quantitative Analysis , vol.26 , pp. 201-222
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  • 12
    • 84978574241 scopus 로고
    • Modified bond ratings: Further evidence of the effect of split ratings on corporate bond yields
    • Perry, L., P. Liu, and D. Evans, 1988, Modified bond ratings: Further evidence of the effect of split ratings on corporate bond yields, Journal of Business Finance and Accounting 15, 231–41.
    • (1988) Journal of Business Finance and Accounting , vol.15 , pp. 231-241
    • Perry, L.1    Liu, P.2    Evans, D.3
  • 13
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    • Reiter, S. and D. Ziebart, 1991, Bond yields, ratings, and financial information: Evidence from public utility issues, Financial Review 26, 45–73.
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  • 14
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    • Sorensen, E., 1979, The impact of underwriting method and bidder competition upon corporate bond interest cost, Journal of Finance 34, 863–70.
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    • A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.