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Voluntary forward-looking disclosures and default risk pricing Journal article
Chen, C., Wei, M.H., Zhang, H., Yan, J.J.. Voluntary forward-looking disclosures and default risk pricing[J]. Accounting and Business Research, 2024.
Authors:  Chen, C.;  Wei, M.H.;  Zhang, H.;  Yan, J.J.
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.0/2.8 | Submit date：2023/12/17
Management Forecast Reports  Multi-modal Information  Default Risk Pricing  Credit Default Swap  
The interactive impact of textual and numerical voluntary disclosure on default risk pricing Journal article
Can Chen, ZHANG HAO, Jijie Yan, Wei, Minghai. The interactive impact of textual and numerical voluntary disclosure on default risk pricing[J]. Accounting and Business Research, 2023.
Authors:  Can Chen;  ZHANG HAO;  Jijie Yan;  Wei, Minghai
Adobe PDF | Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.0/2.8 | Submit date：2023/12/26
Textual Information Quality  Textual Information Content,  Forward-looking Disclosure  Multi-modal Information  Default Risk Pricing  Credit Default Swap  
Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis Journal article
Fu, Xiaoqing, Li, Matthew C., Molyneux, Philip. Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis[J]. Empirical Economics, 2021, 60(5), 2203-2225.
Authors:  Fu, Xiaoqing;  Li, Matthew C.;  Molyneux, Philip
Favorite | TC[WOS]:16 TC[Scopus]:14  IF:1.9/2.9 | Submit date：2021/12/08
Credit Default Swap Spread  Financial Crisis  Firm Performance  Macroeconomic Conditions  Structural Models