The effect of corporate credit rating changes on UK common stock returns

QR Code

The effect of corporate credit rating changes on UK common stock returns

Credit ratings play an essential role in the UK financial market, and their changes can convey information to affect the stock returns. This paper studies the impact of corporate credit rating changes on UK stock returns instead of bond rating revisions. We adopt the event study method to analyze 28...

Full description

Bibliographic Details
Main Author:	Zhang, Huizhong
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2020
Online Access:	https://eprints.nottingham.ac.uk/62793/

Similar Items

The Effect of Credit Rating Changes on Common Stock Return-Evidence from the UK Market
by: Wang, Xueying
Published: (2019)

How Credit Rating Changes Impact on UK Stock Returns.
by: TSIANAKAS, KONSTANTINOS / KT
Published: (2017)

The Effects of Credit Rating Announcements on Stock Return in Malaysia
by: Husin, Norsuhaida
Published: (2010)

Relationship between Interest Rate Movements and Common Stock Returns
by: Chen, Jun
Published: (2006)

Size effect and the Common Variation in stock returns: Evidence from the Indian Stock Market
by: Zhang, Zhuoqi
Published: (2012)

Impact of Credit Rating Changes on the Malaysian Stock Market
by: Abdul Rashid, Hafidz Rizal
Published: (2010)

The relationship between the money market rates and the common stock returns: the Malaysian experience
by: Noor Azlan Ghazali,
Published: (1992)

The Impact of the Interest Rate Change on Bank Stock Returns
by: WANG, NIANXUAN
Published: (2012)

The Impact of Sovereign Credit Rating Changes on Emerging Stock Markets
by: YIN, WEIGUO
Published: (2008)

The Impact of Sovereign Credit Rating Changes on Emerging Stock Markets.
by: Yin, Weiguo
Published: (2008)

Intraday returns patterns of Malaysian common stock
by: Mohammed Zain Yusof,, et al.
Published: (1995)

Financial Liberalization, the Weekend Effect, and Common Stock Returns in the Thai Stock Market
by: Chotigeat, T., et al.
Published: (1993)

Liquidity and stock returns-evidence from UK stock market
by: Le, Dang Thuy Trang
Published: (2013)

Weather effects on returns: An empirical study of UK stock market
by: Zhao, Juan
Published: (2011)

Liquidity and Stock Returns: Evidence from the UK Market
by: HUANG, SHAOHUA
Published: (2015)

Liquidity and Stock Returns: Evidence from the UK Market
by: Tang, Zhiying
Published: (2009)

Short selling and stock returns: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2013)

Short selling and stock returns: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2011)

The influence of interest rate and exchange rate to stock return and the effect of interest rate changes to the performance of STI / Hani Suryati Hassan Khalep
Published: (2008)

Momentum Returns and Transaction Costs in the U.K. Stock Market
by: Wang, Xiaopeng
Published: (2010)

The risk free rate of return in UK property pricing
by: Hutchison, N., et al.
Published: (2011)

Illiquidity and stock returns: Evidence from UK stock market over 1993 to 2008
by: Wang, Shuyan
Published: (2009)

The Impact of Negative Environmental Events on Corporate Stock Returns
by: Wang, Ye
Published: (2012)

Effect of sovereign rating changes on bond market returns
by: Cheng, Fan Fah, et al.
Published: (2014)

Macroeconomic determinants of sovereign credit ratings and rating changes, and bond yields respond to rating changes
by: Soh, Wei Chee
Published: (2014)

Liquidity and Stock Returns: An Empirical Study of the U.K. Equity Market
by: Wang, Nana
Published: (2009)

The Relationship Between Stock Return and Macroeconomic Factors: evidence from UK
by: Liu, Yuxin
Published: (2012)

Short interest and stock returns: evidence from the UK (Gregynog 2011).
by: Mohamad, Azhar
Published: (2011)

Relationship between price-earnings ratios and expected return of common stocks: The case of Malaysia
by: Ismail Ibrahim,, et al.
Published: (1991)

Analysis of the Liquidity Effect on Stock Return: Empirical Evidence from the UK Stock Market over the Period 1993-2008
by: Jiang, Shuai-yu
Published: (2009)

Corporate governance and credit rating : evidence from an emerging market
by: Yang, Ling, et al.
Published: (2013)

Liquidity premium and stock returns: An empirical study based on samples from U.K. stock market
by: Lan, Y
Published: (2009)

A Study on Stock Returns Based on Liquidity Premium with Empirical Evidence from UK Stock Market
by: Chen, Hao
Published: (2009)

The relationship between Idiosyncratic Risk and Stock Returns: Evidence from the UK market
by: YIN, ZEHUA
Published: (2013)

Environmental Risk in the Credit Research and Rating Process: The Case of UK Electricity Generators
by: Freund, Jessica
Published: (2012)

Effect of exchange rate toward U.S multinationals' stock return / Nur Darina Khalid
by: Khalid, Nur Darina
Published: (2008)

The Linear Relationship between Stock Returns and Interest Rates: Evidence from US Stock Markets
by: Zhou, Yuhong
Published: (2009)

Empirical analysis on exchange rate fluctuation and sectoral stock returns in Malaysia
by: Norimah Rambeli @ Ramli,, et al.
Published: (2017)

Empirical Analysis on Exchange Rate Fluctuation and Sectoral Stock Returns in Malaysia
by: Norimah Rambeli, Ramli, et al.
Published: (2017)

The impact of bond ratings on market efficiency and stock returns / Ambalagam Marappan.
by: Marappan, Ambalagam
Published: (2003)