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The notching rule for subordinated debt and the information content of debt rating

Authors :
John, Kose
Ravid, S. Abraham
Reisel, Natalia
Source :
Financial Management. Summer, 2010, Vol. 39 Issue 2, p489, 25 p.
Publication Year :
2010

Abstract

This paper provides new evidence regarding the information content of debt ratings. We show that noninvestment grade subordinated issues are consistently priced too high (the yield is too low), and [...]

Details

Language :
English
ISSN :
00463892
Volume :
39
Issue :
2
Database :
Gale General OneFile
Journal :
Financial Management
Publication Type :
Periodical
Accession number :
edsgcl.235406194