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Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets
Vu Tran 
,
Rasha Alsakka,
Owain ap Gwilym
,
Rasha Alsakka,
Owain ap Gwilym
The European Journal of Finance, Volume: 25, Issue: 13, Pages: 1211 - 1233
Swansea University Author:
Vu Tran
-
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DOI (Published version): 10.1080/1351847x.2019.1586743
Abstract
Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets
| Published in: | The European Journal of Finance |
|---|---|
| ISSN: | 1351-847X 1466-4364 |
| Published: |
2019
|
| Online Access: |
Check full text
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa49625 |
| Keywords: |
Sovereign credit ratings, information content, market heterogeneity, price volatility |
|---|---|
| College: |
Faculty of Humanities and Social Sciences |
| Issue: |
13 |
| Start Page: |
1211 |
| End Page: |
1233 |