Impact of Credit Rating Changes on the Malaysian Stock Market
This thesis examines the reaction of common stock returns to bond rating changes for the period 2002 - 2010 in Malaysia. Many of the findings are consistent with previous research in other markets. Downgrades are found to produce significant negative reaction prior to the rating announcement and aft...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2010
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| Online Access: | https://eprints.nottingham.ac.uk/24694/ |