Essays about: "Thomas Bergh"

Found 1 essay containing the words Thomas Bergh.

  1. 1. The effect of changes in credit ratings on equity returns: A study of Nordic companies rated by Moody's and Standard and Poor's

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Thomas Bergh; Olof Lennström; [2006]
    Keywords : Credit ratings; Nordic; Equity; Event study; Cross-sectional;

    Abstract : The link between credit risk and return patterns on equity markets has increasingly become an area of interest. In this thesis we investigate the existence of a systematic relationship between credit ratings, as indicators of credit risks, and abnormal equity returns. READ MORE