Associate Professor of Accounting, Graduate School of Administration, University of California, Davis, and Assistant Professor, Faculdade de Economia e Administracao, Universidade de Sao Paulo, Brazil, respectively. This research was sponsored by the Stanford Program in Professional Accounting, major contributors to which are Arthur Andersen & Co., Arthur Young & Co., Coopers and Lybrand, Deloitte, Haskins & Sells, Ernst and Whinney, Peat, Marwick, Mitchell & Co., and Price Waterhouse and Company. Helpful suggestions by Michael Brennan (University of British Columbia), Mark A. Wolfson (Stanford University), a referee, and the participants of the Accounting Research Workshops at Stanford University, University of California, Berkeley, University of British Columbia, and Cornell University are greatly appreciated.
Common Stock Returns and Rating Changes: A Methodological Comparison
Version of Record online: 30 APR 2012
© 1982 the American Finance Association
The Journal of Finance
Volume 37, Issue 1, pages 103–119, March 1982
How to Cite
GRIFFIN, P. A. and SANVICENTE, A. Z. (1982), Common Stock Returns and Rating Changes: A Methodological Comparison. The Journal of Finance, 37: 103–119. doi: 10.1111/j.1540-6261.1982.tb01098.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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