He is at the Terry College of Business, University of Georgia; Qian and Strahan are at the Carroll School of Management, Boston College and are affiliated with the Wharton Financial Institutions Center. Strahan is also affiliated with the NBER. We appreciate helpful comments from Cam Harvey (Editor); an Associate Editor; two anonymous referees; Efraim Benmelech; Patrick Bolton; Jess Cornaggia; Gerard Hoberg; Christopher James; Brian Quinn; Amit Seru; Joel Shapiro; Richard Stanton; Dragon Tang; James Vickery; and seminar/session participants at Boston College, Brigham Young University, DePaul University, Federal Reserve Bank of New York, London School of Economics, Northwestern University, Queen's University (Canada), Simon Fraser University, University of Florida, University of Maryland, American Economic Association meetings (Denver), China International Conference in Finance (Beijing), European Finance Association meetings (Frankfurt), the 21st Conference on Financial Economics and Accounting (College Park), and the NBER conference on securitization. We thank Calvin Chau, Hugh Kirkpatrick, Sailu Li, Yingzhen Li, and Chenying Zhang for excellent research assistance and Boston College and University of Georgia for financial support.
Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-Backed Securities
Article first published online: 19 NOV 2012
© 2012 The American Finance Association
The Journal of Finance
Volume 67, Issue 6, pages 2097–2137, December 2012
How to Cite
HE, J., QIAN, J. and STRAHAN, P. E. (2012), Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-Backed Securities. The Journal of Finance, 67: 2097–2137. doi: 10.1111/j.1540-6261.2012.01782.x
- Issue published online: 19 NOV 2012
- Article first published online: 19 NOV 2012
- Initial submission: 24 January 2011; Final version received: 3 July 2012
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