Using data on 65,000 stocks from 23 countries, the authors re-evaluate the performance of
the Fama-French (2015) factors in global markets. The results provide convincing evidence …

This study investigates the impact of firm-level investor sentiment derived from Twitter and
news media on herding behavior among contributors on Estimize, a leading platform for …

The SEC's NRSRO designation for Japanese credit rating agencies is suitable for examining
certification and monitoring effects, as Japanese domestic bond markets are not subject to …

Managers face an ethical dilemma in the allocation of scarce resources to invest in
Corporate Social Responsibility (CSR) because the underlying managerial incentives …

We investigate the performance of two different credit risk models, the credit ratings of S&P
and the market-based credit risk models of Bloomberg, using 12,679 new corporate bonds …

Using new corporate bonds issued by US industrial firms from 2001 to 2020, we compare
the performance of S& P's credit ratings with that of the Bloomberg Model Credit Default …

This paper examines the cross-sectional drivers of credit returns for Swiss franc corporate
bonds in a comprehensive sample including trade-based prices and effective bid-ask …

The present report is a complement of the group report “Responsible Investing at BPI GA”
elaborated as part of the Consulting Project developed alongside BPI Gestão de Ativos. This …

Problematyka badania dotyczy wpływu oceny ratingowej na koszt finansowania banków
notowanych na Giełdzie Papierów Wartościowych w Warszawie. W artykule posłużono się …

The objective of this study is to investigate the impact of ratings on the funding costs of banks
listed on the Warsaw Stock Exchange. We use the so-called implied rating, which can be …