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Credibility of Mandatory Disclosure by Credit Rating Agencies and Market Feedback
Journal article   Peer reviewed

Credibility of Mandatory Disclosure by Credit Rating Agencies and Market Feedback

Jaewoo Kim, Seyoung Park and Ryan Wilson
Journal of financial and quantitative analysis, pp.1-60
03/24/2026
DOI: 10.1017/S0022109026102725

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Abstract

Using the Credit Rating Agency Reform Act of 2006, we examine the effect of the credibility of mandatory disclosure by credit rating agencies (CRAs) on market feedback. We find an increase in investment-price sensitivity for firms affected by the act, and the increase is enhanced when managers have greater incentives to glean information from prices—when firms are exposed to multiple dimensions of uncertainty, have higher growth options, face more competition, have less informed managers, or have higher accounting fraud risk. Our findings suggest that the greater credibility of CRA mandatory disclosure improves managerial learning from stock prices.

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