How Credit Rating Changes Impact on UK Stock Returns.
This research investigates the effects of credit rating changes on equity returns in the UK stock market. This dissertation was conducted using a sample of 152 actual rating changes released by Standard and Poor’s from the period 2000-2017, but not including new ratings and Watch List changes for th...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2017
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| Online Access: | https://eprints.nottingham.ac.uk/45869/ |