Alexander Rieber

University of Ulm

Helmholzstrasse

Ulm, D-89081

Germany

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Salient News and the Stock Market Impact of Tone in Rating Reports

Number of pages: 41 Posted: 01 Jul 2016 Last Revised: 04 Feb 2018
Gunter Löffler, Lars Norden and Alexander Rieber
University of Ulm - Department of Mathematics and Economics, Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE) and University of Ulm
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Abstract:

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Credit rating, salient news, overreaction, underreaction, textual analysis