TY - RPRT AU - Abad Romero, Pilar AU - Robles, M. Dolores AU - Cuervo, Gare PY - 2013 UR - https://hdl.handle.net/20.500.14352/41460 AB - This study examines the existing relationship between announcements of debt rating changes for companies listed on the Spanish stock exchange and the liquidity of their stocks for the period of 2000 to 2010. Liquidity around the announcement day is... LA - eng KW - Credit rating agencies KW - Rating changes KW - Liquidity KW - Event study. TI - Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market TY - technical report VL - 2013 ER -