Essays on credit rating announcements
This thesis is composed of three separate research papers on credit rating announcements. The first paper, in Chapter 1, addresses the effects of rating announcements issued by Fitch, Moody’s and S&P on the idiosyncratic volatility of a firm’s stock return. Such measure of volatility is quantifi...
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| Formato: | doctoralThesis |
| Idioma: | eng |
| Publicado em: |
2015
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10071/8680 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/8680 |