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Did Credit Rating Agencies Make Unbiased Assumptions on CDOs?

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  1. Rzeznik, Aleksandra & Weiss-Hanley, Kathleen, 2021. "The Salience of ESG Ratings for Stock Pricing: Evidence From (Potentially) Confused Investors," CEPR Discussion Papers 16334, C.E.P.R. Discussion Papers.
  2. Hu, Xiaolu & Shi, Jing & Wang, Lafang & Yu, Jing, 2020. "Foreign ownership in Chinese credit ratings industry: Information revelation or certification?," Journal of Banking & Finance, Elsevier, vol. 118(C).
  3. Efing, Matthias & Hau, Harald, 2015. "Structured debt ratings: Evidence on conflicts of interest," Journal of Financial Economics, Elsevier, vol. 116(1), pages 46-60.
  4. Wang, Tong & Zhao, Sheng & Zhou, Mengqiu, 2022. "Does soft information in expert ratings curb information asymmetry? Evidence from crowdfunding and early transaction phases of Initial Coin offerings," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
  5. Tennant, David F. & Tracey, Marlon R. & King, Damien W., 2020. "Sovereign credit rating: Evidence of bias against poor countries," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  6. Harald Hau & Sam Langfield & David Marques-Ibanez, 2013. "Bank ratings: what determines their quality? [Bank risk during the financial crisis: do business models matter?]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 28(74), pages 289-333.
  7. Jeon, Doh-Shin & Lovo, Stefano, 2013. "Credit rating industry: A helicopter tour of stylized facts and recent theories," International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 643-651.
  8. Broer, Tobias & Kero, Afroditi, 2021. "Collateralization and asset price bubbles when investors disagree about risk," Journal of Banking & Finance, Elsevier, vol. 128(C).
  9. Esther Duflo & Michael Greenstone & Nicholas Ryan, 2013. "Truth-telling by Third-party Auditors and the Response of Polluting Firms: Experimental Evidence from India," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 128(4), pages 1499-1545.
  10. Nelson Camanho & Pragyan Deb & Zijun Liu, 2022. "Credit rating and competition," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 2873-2897, July.
  11. Figueroa, Nicolás & Leukhina, Oksana & Ramírez, Carlos, 2021. "Imperfect information transmission from banks to investors: Macroeconomic implications," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 87-98.
  12. Neil Crosby & Steven Devaney & Colin Lizieri & Patrick McAllister, 2018. "Can Institutional Investors Bias Real Estate Portfolio Appraisals? Evidence from the Market Downturn," Journal of Business Ethics, Springer, vol. 147(3), pages 651-667, February.
  13. Baghai, Ramin & Becker, Bo & Pitschner, Stefan, 2018. "The Private Use of Credit Ratings: Evidence from Mutual Fund Investment Mandates," CEPR Discussion Papers 13418, C.E.P.R. Discussion Papers.
  14. Andrew Hertzberg, 2018. "A Theory of Disclosure in Speculative Markets," Management Science, INFORMS, vol. 64(12), pages 5787-5806, December.
  15. Lugo, Stefano, 2014. "Discretionary ratings and the pricing of subprime mortgage-backed securities," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 248-260.
  16. Wojewodzki, Michal & Boateng, Agyenim & Brahma, Sanjukta, 2020. "Credit rating, banks' capital structure and speed of adjustment: A cross-country analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 69(C).
  17. Braun, Tobias, 2011. "Wie interagieren Banken und Ratingagenturen? Eine ökonomische Analyse des Bewertungsmarktes für strukturierte Finanzprodukte," Discussion Papers 2011-17, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics.
  18. Broer, Tobias, 2018. "Securitization bubbles: Structured finance with disagreement about default risk," Journal of Financial Economics, Elsevier, vol. 127(3), pages 505-518.
  19. Kotchen, Matthew J. & Potoski, Matthew, 2014. "Conflicts of interest distort public evaluations: Evidence from NCAA football coaches," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PA), pages 51-63.
  20. Dimitrov, Valentin & Palia, Darius & Tang, Leo, 2015. "Impact of the Dodd-Frank act on credit ratings," Journal of Financial Economics, Elsevier, vol. 115(3), pages 505-520.
  21. Baghai, Ramin P. & Becker, Bo, 2020. "Reputations and credit ratings: Evidence from commercial mortgage-backed securities," Journal of Financial Economics, Elsevier, vol. 135(2), pages 425-444.
  22. Brendan Daley & Brett Green & Victoria Vanasco, 2020. "Securitization, Ratings, and Credit Supply," Journal of Finance, American Finance Association, vol. 75(2), pages 1037-1082, April.
  23. Liu, Yan, 2023. "Essays on credit rating agencies in China," Other publications TiSEM b54b3315-1185-48b8-aaf8-8, Tilburg University, School of Economics and Management.
  24. Wojtowicz, Marcin, 2014. "CDOs and the financial crisis: Credit ratings and fair premia," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 1-13.
  25. Hung, Mingyi & Kraft, Pepa & Wang, Shiheng & Yu, Gwen, 2022. "Market power and credit rating standards: Global evidence," Journal of Accounting and Economics, Elsevier, vol. 73(2).
  26. Baghai, Ramin P. & Becker, Bo, 2018. "Non-rating revenue and conflicts of interest," Journal of Financial Economics, Elsevier, vol. 127(1), pages 94-112.
  27. Ballouk, Hossein & Ben Jabeur, Sami & Challita, Sandra & Chen, Chaomei, 2024. "Financial stability: A scientometric analysis and research agenda," Research in International Business and Finance, Elsevier, vol. 70(PA).
  28. Philippe Dupuy & Jean-Charles Garibal, 2022. "Cross-dispersion bias-adjusted ESG rankings," Journal of Asset Management, Palgrave Macmillan, vol. 23(7), pages 631-643, December.
  29. Broer, Tobias, 2016. "Securitisation Bubbles: Structured finance with disagreement about default correlations," CEPR Discussion Papers 11145, C.E.P.R. Discussion Papers.
  30. Omri Even-Tov & Naim Bugra Ozel, 2021. "What moves stock prices around credit rating changes?," Review of Accounting Studies, Springer, vol. 26(4), pages 1390-1427, December.
  31. Wenming Xu & Yan Liu, 2021. "Does reputational capital affect credit rating agencies?: empirical evidence from a natural experiment in China," European Journal of Law and Economics, Springer, vol. 51(3), pages 433-468, June.
  32. Barakat, Ahmed & Ashby, Simon & Fenn, Paul, 2018. "The reputational effects of analysts' stock recommendations and credit ratings: Evidence from operational risk announcements in the financial industry," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 1-22.
  33. Stephanie Meyr & Sharon Tennyson, 2015. "Product Ratings as a Market Reaction to Deregulation: Evidence From the German Insurance Market," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 18(1), pages 77-100, March.
  34. Anna Bayona & Oana Peia & Razvan Vlahu, 2023. "Credit Ratings and Investments," Working Papers 776, DNB.
  35. Thomas Mählmann, 2016. "Market share and risk taking: the role of collateral asset managers in the collapse of the arbitrage CDO market," Review of Quantitative Finance and Accounting, Springer, vol. 47(2), pages 273-303, August.
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