The impact of news articles and corporate disclosure on credit risk valuation
Year of publication: |
July 2016
|
---|---|
Authors: | Tsai, Feng-Tse ; Lu, Hsin-Min ; Hung, Mao-Wei |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 68.2016, p. 100-116
|
Subject: | Credit default swap | Credit risk | News coverage | News sentiment | Risk factor disclosure | Finanzdienstleistung | Financial services | Kreditrisiko | Unternehmenspublizität | Corporate disclosure | Kreditderivat | Credit derivative | Ankündigungseffekt | Announcement effect | Mediale Berichterstattung | Media coverage | Derivat | Derivative |
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