The impact of a rating agency's private information and disclosed causes of rating downgrades on insurer stock returns
Year of publication: |
2017
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Authors: | Chen, Leon ; Pottier, Steven W. |
Published in: |
North American actuarial journal. - Philadelphia, Pa. : Taylor & Francis, ISSN 1092-0277, ZDB-ID 1380138-7. - Vol. 21.2017, 2, p. 297-304
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Subject: | Asymmetrische Information | Asymmetric information | Kapitaleinkommen | Capital income | Ratingagentur | Rating agency | Kreditwürdigkeit | Credit rating | Bewertung | Evaluation | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Informationswert | Information value | Versicherung | Insurance | Theorie | Theory |
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