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Author
Rybka Anna (Cracow University of Economics, Poland, PhD student)
Title
Application of the Event Study to the Analysis of the Public Information Impact on the Corporate Bond Prices
Source
Business and Non-profit Organizations Facing Increased Competition and Growing Customers' Demands, 2014, vol. 13, s. 323-339, tab., bibliogr. 29 poz.
Keyword
Obligacje korporacyjne, Efektywność informacji, Informacja publiczna, Analiza zdarzeń, Rynek Catalyst
Corporate bonds, Information effectiveness, Public information, Event study, Catalyst market
Note
summ.
Abstract
This paper reflects on the characteristics of the event study analysis as a method for investigating the impact of the public information on the corporate bonds prices. There are certain aspects of the event study methodology presented and the application of the method to research on the corporate debt market is shown. The empirical part of the paper analyses the reaction of the financial instruments traded on the Catalyst market on the several events that concern the financial condition of the issuer. (original abstract)
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Bibliography
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ISSN
2543-540X
Language
eng
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