All Outputs (3)

Accounting data and the credit spread: An empirical investigation (2015)
Journal Article
Demirovic, A., Tucker, J., & Guermat, C. (2015). Accounting data and the credit spread: An empirical investigation. Research in International Business and Finance, 34, 233-250. https://doi.org/10.1016/j.ribaf.2015.02.013

© 2015 Elsevier B.V. Measures of credit risk based on Merton (1974) rely upon information available in the market prices of securities. Under the Efficient Market Hypothesis market prices should reflect all available information and, hence, make redu... Read More about Accounting data and the credit spread: An empirical investigation.

Property rights institutions and bank performance across countries (2015)
Journal Article
ElKelish, W. W., & Tucker, J. (2015). Property rights institutions and bank performance across countries. Managerial Finance, 41(1), 80-101. https://doi.org/10.1108/MF-10-2013-0288

© 2015, © Emerald Group Publishing Limited. Purpose – The purpose of this paper is to investigate the relationship between the quality of property rights institutions (PRIs) and bank financial performance in an empirical study of 136 countries over t... Read More about Property rights institutions and bank performance across countries.

The impact of analyst sentiment on UK stock recommendations and target prices (2015)
Journal Article
Yukselturk, O., & Tucker, J. (2015). The impact of analyst sentiment on UK stock recommendations and target prices. Accounting and Business Research, 45(6-7), 869-904. https://doi.org/10.1080/00014788.2015.1044496

© 2015 Taylor & Francis. The aim of this paper is to investigate the relationship between narrative sentiment in analysts' company reports and their recommendation and target price outputs. We study an industry-balanced sample of 275 UK quoted comp... Read More about The impact of analyst sentiment on UK stock recommendations and target prices.