Vincent Y. S. Chen

National University of Singapore

Assistant Professor

15 Kent Ridge Drive

NUS Business School

Singapore, 119245

Singapore

SCHOLARLY PAPERS

2

DOWNLOADS

663

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

The Information Value of Credit Rating Action Reports: A Textual Analysis

Management Science, 2016, Vol 62 (8), 2218-2240
Number of pages: 50 Posted: 23 Jul 2013 Last Revised: 04 Jan 2017
Sumit Agarwal, Vincent Y. S. Chen and Weina Zhang
National University of Singapore, National University of Singapore and Department of Finance, National University of Singapore
Downloads 456 (64,364)
Citation 2

Abstract:

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Credit Ratings; Credit Rating Agencies; Credit Rating Reports; Linguistic Tone

2.

Dissecting the Information Value of Sovereign Credit Rating Reports

Number of pages: 52 Posted: 18 Nov 2014 Last Revised: 05 Apr 2019
Sumit Agarwal, Vincent Y. S. Chen, Geoffrey Sim and Weina Zhang
National University of Singapore, National University of Singapore, Credit Suisse and Department of Finance, National University of Singapore
Downloads 207 (151,861)
Citation 1

Abstract:

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Eurozone Sovereign Debt Crisis, Linguistic Tone, Naïve Bayesian Algorithm, Sovereign Credit Default Swaps, Sovereign Credit Rating Reports