Credit default swap spreads and annual report readability
Publication Type
Journal Article
Publication Date
2-2018
Abstract
This paper investigates whether annual report readability matters to CDS market participants and how it affects their evaluation on a firm's credit risk, as measured by CDS spreads. We find that the less readable the annual reports, the higher the CDS spreads. Furthermore, the impact of readability on CDS spreads is more concentrated on firms with high information asymmetry and with investment grade ratings. Our results suggest that investors take into account the readability in their view of the firms' credit risk. Creditors appear to suffer higher cost on CDS protection of the debts if the underlying firms have less readable annual reports.
Keywords
Credit default swap (CDS), Credit risk, Annual report readability, 10-K
Discipline
Databases and Information Systems | Finance and Financial Management
Research Areas
Information Systems and Management
Publication
Review of Quantitative Finance and Accounting
Volume
50
Issue
2
First Page
591
Last Page
621
ISSN
0924-865X
Identifier
10.1007/s11156-017-0639-8
Publisher
Springer Verlag (Germany)
Citation
HU, Nan; LIU, Ling; and ZHU, Lu.
Credit default swap spreads and annual report readability. (2018). Review of Quantitative Finance and Accounting. 50, (2), 591-621.
Available at: https://ink.library.smu.edu.sg/sis_research/8038
Copyright Owner and License
Authors
Additional URL
https://doi.org/10.1007/s11156-017-0639-8