Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-Backed Securities

By Jie He, J. Qian, Philip E. Strahan. 2012

251 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/8dff08f5e9ec9ea11cb0ea64bd7f250a760b28bb

Citations in the corpus

• Asset Quality Misrepresentation by Financial Intermediaries: Evidence from the RMBS Market: Asset Quality Misrepresentation by Financial Intermediaries (2015, unknown): “, lenders) using data based on outcome variables such as delinquencies (see Keys et al. (2010), Ben-David (2011)).”
• Impact of the Dodd-Frank Act on Credit Ratings (2014, unknown): “We measure announcement bond returns only for bond issues with at least one trade during the five days before, and the five days after, the rating announcement date.”