Uncertain tone, asset volatility and credit default swap spreads-Reference-Cited by-同舟云学术

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Uncertain tone, asset volatility and credit default swap spreads

Published:2023-12 Issue:3 Volume:19 Page:100380
ISSN:1815-5669
Container-title:Journal of Contemporary Accounting & Economics
language:en
Short-container-title:Journal of Contemporary Accounting & Economics

Author:

Doshi Hitesh,Patel Saurin,Ramani Srikanth,Sooy Matthew^ORCID

Publisher

Elsevier BV

Subject

Accounting

Reference56 articles.

1. The structure of voluntary disclosure narratives: Evidence from tone dispersion;Allee;J. Account. Res.,2015

2. Financial ratios, discriminant analysis and the prediction of corporate bankruptcy;Altman;J. Financ.,1968

3. Credit risk measurement: Developments over the last 20 years;Altman;J. Bank. Financ.,1997

4. Is all that talk just noise? The information content of internet stock message boards;Antweiler;J. Financ.,2004

5. Asset reliability and security prices: Evidence from credit markets;Arora;Rev. Acc. Stud.,2014

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