Anchoring on Credit Spreads

A-Tier
Journal: Journal of Finance
Year: 2015
Volume: 70
Issue: 3
Pages: 1039-1080

Authors (4)

CASEY DOUGAL (not in RePEc) JOSEPH ENGELBERG (University of California-San D...) CHRISTOPHER A. PARSONS (not in RePEc) EDWARD D. VAN WESEP (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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

Abstract

type="main"> <title type="main">ABSTRACT</title> <p>This paper documents that the path of credit spreads since a firm's last loan influences the level at which it can currently borrow. If spreads have moved in the firm's favor (i.e., declined), it is charged a higher interest rate than is justified by current fundamentals, whereas if spreads have moved to the firm's detriment, it is charged a lower rate. We evaluate several possible explanations for this finding, and conclude that anchoring to past deal terms is most plausible.

Technical Details

RePEc Handle
repec:bla:jfinan:v:70:y:2015:i:3:p:1039-1080
Journal Field
Finance
Author Count
4
Added to Database
2026-01-25