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Choy, E., Gray, S. and Ragunathan, V. (2006) Effect of Credit Rating Changes on Australian Stock Returns. Accounting and Finance, 46, 755-769.
https://doi.org/10.1111/j.1467-629X.2006.00192.x

has been cited by the following article:

• TITLE: An Approach of Price Process, Risk Measures and European Option Pricing Taking into Account the Rating

  AUTHORS: Calvin Tadmon, Eric Rostand Njike-Tchaptchet

  KEYWORDS: Economic Space, Economic Particle, Rating, Price Process, Risks Measures, Option Pricing

  JOURNAL NAME: Journal of Mathematical Finance, Vol.10 No.2, May 21, 2020

  ABSTRACT: In this paper, by taking into account the rating in a new concept of economic space, we propose a model of the dynamics of an economic particle, a model of price process, an extension of risk measures, and a new approach of option pricing with associated hedging portfolio.