The Impact of a Rating Agency's Private Information and Disclosed Causes of Rating Downgrades on Insurer Stock Returns

DOI10.1080/10920277.2017.1279061zbMath1414.91173OpenAlexW2596015861MaRDI QIDQ5379224

Leon Chen, Steven W. Pottier

Publication date: 28 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2017.1279061

zbMATH Keywords

rating downgradesinsurer stock returnsrating agency's private information

Mathematics Subject Classification ID

Economics of information (91B44)

Cites Work

• Estimation of Distress Costs Associated with Downgrades Using Regimeswitching Models

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