CREDIT RATING MATTERS IN CONTRARIAN RETURN : EVIDENCE FROM THE JAPANESE EQUITY MARKET

DOI10.15807/JORSJ.55.107zbMath1278.91199OpenAlexW2150776041MaRDI QIDQ2869482

Koichi Miyazaki, Daisuke Sasaki

Publication date: 3 January 2014

Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15807/jorsj.55.107

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Credit risk (91G40)

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