-
1
-
-
0003250797
-
Statistical bond rating classification using financial and accounting data
-
M. Schiff and G. Sorter, eds. (NYU Press, New York)
-
Altman, Edward, and Steven Katz, 1976, Statistical bond rating classification using financial and accounting data; in M. Schiff and G. Sorter, eds.: Topical Research in Accounting (NYU Press, New York).
-
(1976)
Topical Research in Accounting
-
-
Altman, E.1
Katz, S.2
-
2
-
-
0011461372
-
Bond rating methods: Comparison and validation
-
Ang, James, and Kurwitkumar Patel, 1975, Bond rating methods: Comparison and validation, The Journal of Finance 30, 631-640.
-
(1975)
The Journal of Finance
, vol.30
, pp. 631-640
-
-
Ang, J.1
Patel, K.2
-
3
-
-
0003963721
-
-
Princeton University Press, Princeton, NJ
-
Campbell, John Y, Andrew W. Lo, and A. Craig MacKinlay, 1997, Econometrics of Financial Markets (Princeton University Press, Princeton, NJ).
-
(1997)
Econometrics of Financial Markets
-
-
Campbell, J.Y.1
Lo, A.W.2
Craig MacKinlay, A.3
-
4
-
-
33749638253
-
Risk measurement when shares are subject to infrequent trading
-
Dimson, Elroy, 1979, Risk measurement when shares are subject to infrequent trading, Journal of Financial Economics 7, 197-226.
-
(1979)
Journal of Financial Economics
, vol.7
, pp. 197-226
-
-
Dimson, E.1
-
5
-
-
84984434585
-
Classification models and bond ratings
-
Ederington, Louis, 1985, Classification models and bond ratings, The Financial Review 20, 237-262.
-
(1985)
The Financial Review
, vol.20
, pp. 237-262
-
-
Ederington, L.1
-
6
-
-
84993843447
-
Risk management: Coordinating corporate investment and financing policies
-
Froot, Kenneth, David Scharfstein, and Jeremy Stein, 1993, Risk management: Coordinating corporate investment and financing policies, Journal of Finance 48, 1629-1658.
-
(1993)
Journal of Finance
, vol.48
, pp. 1629-1658
-
-
Froot, K.1
Scharfstein, D.2
Stein, J.3
-
7
-
-
0001290420
-
Financial structure and aggregate economic activity: An overview
-
Gertler, Mark, 1988, Financial structure and aggregate economic activity: An overview, Journal of Money, Credit and Banking 20, 559-596.
-
(1988)
Journal of Money, Credit and Banking
, vol.20
, pp. 559-596
-
-
Gertler, M.1
-
8
-
-
0006329283
-
The differential effects of bond rating changes on industrial and public utility bonds by maturity
-
Grier, Paul, and Steven Katz, 1976, The differential effects of bond rating changes on industrial and public utility bonds by maturity, Journal of Business 49, 226-239.
-
(1976)
Journal of Business
, vol.49
, pp. 226-239
-
-
Grier, P.1
Katz, S.2
-
10
-
-
84977725519
-
The effect of bond rating agency announcements on bond and stock prices
-
Hand, John, Robert Holthausen, and Richard Leftwich, 1992, The effect of bond rating agency announcements on bond and stock prices, The Journal of Finance 47, 733-752.
-
(1992)
The Journal of Finance
, vol.47
, pp. 733-752
-
-
Hand, J.1
Holthausen, R.2
Leftwich, R.3
-
11
-
-
0000414660
-
Large sampling properties of generalized method of moments estimators
-
Hansen, Lars, 1982, Large sampling properties of generalized method of moments estimators, Econometrica 50, 1029-1054.
-
(1982)
Econometrica
, vol.50
, pp. 1029-1054
-
-
Hansen, L.1
-
12
-
-
0011476183
-
An ordered probit analysis of transaction stock prices
-
Hausman, Jerry, Andrew Lo, and A. Craig MacKinlay, 1992, An ordered probit analysis of transaction stock prices, Journal of Financial Economics 31, 319-379.
-
(1992)
Journal of Financial Economics
, vol.31
, pp. 319-379
-
-
Hausman, J.1
Lo, A.2
Craig MacKinlay, A.3
-
14
-
-
0002498298
-
The determination of long-term credit standing with financial ratios
-
Horrigan, James, 1966, The determination of long-term credit standing with financial ratios, Journal of Accounting Research 4 (supp.), 44-62.
-
(1966)
Journal of Accounting Research
, vol.4
, Issue.SUPPL.
, pp. 44-62
-
-
Horrigan, J.1
-
15
-
-
0001657194
-
The information content of municipal bond rating changes: A note
-
Ingram, Robert, LeRoy Brooks, and Ronald Copeland, 1983, The information content of municipal bond rating changes: A note, The Journal of Finance 38, 997-1003.
-
(1983)
The Journal of Finance
, vol.38
, pp. 997-1003
-
-
Ingram, R.1
Brooks, L.2
Copeland, R.3
-
16
-
-
0010170406
-
Two-step estimation of linear models with ordinal unobserved variables: The case of corporate bonds
-
Kao, Chihwa, and Chunchi Wu, 1990, Two-step estimation of linear models with ordinal unobserved variables: The case of corporate bonds, Journal of Business & Economic Statistics 8, 317-325.
-
(1990)
Journal of Business & Economic Statistics
, vol.8
, pp. 317-325
-
-
Kao, C.1
Wu, C.2
-
17
-
-
0000018330
-
Statistical models of bond ratings: A methodological inquiry
-
Kaplan, Robert, and Gabriel Urwitz, 1979, Statistical models of bond ratings: A methodological inquiry, Journal of Business 52, 231-261.
-
(1979)
Journal of Business
, vol.52
, pp. 231-261
-
-
Kaplan, R.1
Urwitz, G.2
-
18
-
-
0000539932
-
The price adjustment process of bonds to rating reclassifications: A test of bond market efficiency
-
Katz, Steven, 1974, The price adjustment process of bonds to rating reclassifications: A test of bond market efficiency, Journal of Finance 29, 551-559.
-
(1974)
Journal of Finance
, vol.29
, pp. 551-559
-
-
Katz, S.1
-
19
-
-
0002897351
-
Changes in corporate credit quality 1970-1990
-
Lucas, Douglas, and John Lonski, 1992, Changes in corporate credit quality 1970-1990, The Journal of Fixed Income 1, 7-14.
-
(1992)
The Journal of Fixed Income
, vol.1
, pp. 7-14
-
-
Lucas, D.1
Lonski, J.2
-
20
-
-
0003201793
-
Limited dependent and qualitative variables in econometrics
-
Cambridge University Press, Cambridge, UK
-
Maddala, George, 1983, Limited Dependent and Qualitative Variables in Econometrics, Econometric Society Monograph No. 3 (Cambridge University Press, Cambridge, UK).
-
(1983)
Econometric Society Monograph No. 3
, vol.3
-
-
Maddala, G.1
-
21
-
-
0000706085
-
A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
-
Newey, Whitney, and Kenneth West, 1987, A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix, Econometrica 55, 703-708.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.1
West, K.2
-
22
-
-
84923977964
-
Demystifying the ratings game
-
February 17
-
Pender, K., 1992, Demystifying the ratings game, The San Francisco Chronicle, February 17.
-
(1992)
The San Francisco Chronicle
-
-
Pender, K.1
-
23
-
-
84944831208
-
A multivariate analysis of industrial bond ratings
-
Pinches, George, and Kent Mingo, 1973, A multivariate analysis of industrial bond ratings. The Journal of Finance 28, 1-18.
-
(1973)
The Journal of Finance
, vol.28
, pp. 1-18
-
-
Pinches, G.1
Mingo, K.2
-
24
-
-
84944837983
-
A note on the role of subordination in determining industrial bond ratings
-
Pinches, George, and Kent Mingo, 1975, A note on the role of subordination in determining industrial bond ratings, The Journal of Finance 30, 201-206.
-
(1975)
The Journal of Finance
, vol.30
, pp. 201-206
-
-
Pinches, G.1
Mingo, K.2
-
28
-
-
0000071699
-
The effect of a rating change announcement on bond price
-
Weinstein, Mark, 1977, The effect of a rating change announcement on bond price, Journal of Financial Economics 5, 329-350.
-
(1977)
Journal of Financial Economics
, vol.5
, pp. 329-350
-
-
Weinstein, M.1
-
29
-
-
0001247152
-
An alternative approach predicting corporate bond ratings
-
West, Richard, 1970, An alternative approach predicting corporate bond ratings, Journal of Accounting Research 7, 118-127.
-
(1970)
Journal of Accounting Research
, vol.7
, pp. 118-127
-
-
West, R.1
|