Follow the money: Investor trading around investor-paid credit rating changes

B-Tier
Journal: Journal of Corporate Finance
Year: 2019
Volume: 58
Issue: C
Pages: 68-91

Authors (3)

Bhattacharya, Utpal (Hong Kong University of Scienc...) Wei, Kelsey D. (not in RePEc) Xia, Han (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Using institutional equity trading data, we find that a set of small institutional investors consistently follow credit ratings issued by an investor-paid rating agency in their trading decisions. Although rating information is credit related, we find that these followers often respond more strongly to investor-paid ratings than to influential trading signals, such as earnings announcements, analysts' earnings forecast revisions, and recommendation changes. Followers outperform non-followers, and show improved trading performance after becoming followers. We conclude that investor-paid rating agencies offer small institutional investors a cost-effective alternative to in-house research.

Technical Details

RePEc Handle
repec:eee:corfin:v:58:y:2019:i:c:p:68-91
Journal Field
Finance
Author Count
3
Added to Database
2026-01-24