CDS Momentum: Slow Moving Credit Ratings and Cross-Market Spillovers

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Narasimhan Jegadeesh, Sheridan Titman · The Journal of Finance · 1993 · 11.5K citations

Business, Economics, Finance +17

Parsimonious Modeling of Yield Curves

Charles R. Nelson, Andrew F. Siegel · The Journal of Business · 1987 · 3K citations

Business, Business Economics, Copyright Law +8

The relationship between credit default swap spreads, bond yields, and credit rating announcements

John Hull, Mirela Predescu, Alan White · Journal of Banking & Finance · 2004 · 1K citations

Business, Economics, Finance +16

The Long‐Run Stock Returns Following Bond Ratings Changes

Ilia D. Dichev, Joseph D. Piotroski · The Journal of Finance · 2001 · 607 citations · Full text

Business, Economics, Finance +17

An Empirical Analysis of the Dynamic Relationship between Investment Grade Bonds and Credit Default Swaps

Roberto Blanco, Simon Brennan, Ian W. Marsh · SSRN Electronic Journal · 2004 · 438 citations · Full text

Business, Economics, Finance +17