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Stock Liquidity Around Credit Risk Changes: Evidence from the Spanish Market
32/32 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 32 checked references that resolve
resolves10.1111/j.1468-5957.2006.00608.x
Risk and Return Around Bond Rating Changes: New Evidence From the Spanish Stock Market
resolves10.1007/s10108-006-9020-0
Bond rating changes and stock returns: evidence from the Spanish stock market
resolves10.1504/ijmef.2012.044466
Credit rating announcements, trading activity and yield spreads: the Spanish evidence
resolves10.1016/s1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.1111/1468-5957.00117
The Effect of Bond Rating Changes and New Ratings on UK Stock Returns
resolves10.1016/0304-405x(95)00870-k
Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
resolves10.1016/j.jbankfin.2007.07.002
A tale of two prices: Liquidity and asset prices in multiple markets
resolves10.2139/ssrn.512402
Testing Conflicts of Interest at Bond Rating Agencies with Market Anticipation: Evidence that Reputation Incentives Dominate
resolves10.1007/bf02761570
The informational content of credit rating announcements for share prices in a small market
resolves10.1111/1468-0300.00064
Rating Agency Actions and the Pricing of Debt and Equity of European Banks: What Can we Infer About Private Sector Monitoring of Bank Soundness?
resolves10.1111/j.1540-6261.1992.tb04407.x
The Effect of Bond Rating Agency Announcements on Bond and Stock Prices
resolves10.1016/j.jempfin.2010.06.001
Do bond rating changes affect the information asymmetry of stock trading?
resolves10.1016/j.jbankfin.2004.06.010
The relationship between credit default swap spreads, bond yields, and credit rating announcements
resolves10.1016/j.jfineco.2004.05.001
Informational effects of regulation FD: evidence from rating agencies
resolves10.1016/j.jfineco.2007.10.004
The divergence of liquidity commonality in the cross-section of stocks☆
resolves10.1016/j.jbankfin.2010.06.006
The impact of bond rating changes on corporate bond prices: New evidence from the over-the-counter market
resolves10.1111/j.1538-4616.2010.00341.x
Moody's and S&P Ratings: Are They Equivalent? Conservative Ratings and Split Rated Bond Yields
resolves10.1016/j.jfineco.2005.04.005
Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk
resolves10.1002/ijfe.148
Event study concerning international bond price effects of credit rating actions
The 4 references without a DOI — listed, not checked
no DOI — not checkedDeterminants of abnormal liquidity after rating actions in the corporate debt market
no DOI — not checkedThe added value of Rating Outlooks and Rating Reviews to corporate bond ratings
no DOI — not checkedComparative Liquidity Advantages Among Major U.S. Stock Markets
no DOI — not checkedref35
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