TY  - RPRT
AU  - Abad Romero, Pilar
AU  - Robles Fernández, María Dolores
PY  - 2014
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/41597
AB  - Risk-averse investors take into consideration risk-return tradeoff for decide their new position after the release of relevant information. This paper analyzes the informational content of rating change announcements focusing on the joint reaction...
LA  - eng
KW  - Abnormal return
KW  - Abnormal systematic risk
KW  - Abnormal volatility
KW  - Logit model.
TI  - The Risk-Return binomial after rating changes
TY  - technical report
VL  - 2014
ER  -