Abad, P., Ferreras, R., & Robles, M. D. (2020). Information Opacity and Corporate Bond Returns: The Dynamics of Split Ratings. <em>Journal of International Financial Markets, Institutions and Money, 68</em>, 101239. <a href="https://doi.org/10.1016/j.intfin.2020.101239" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1016/j.intfin.2020.101239</a>
Akins, B. (2013). Financial Reporting Quality and Uncertainty About Credit Risk Among the Ratings Agencies. <em>SSRN Electronic Journal</em>. <a href="https://doi.org/10.2139/ssrn.2375976" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.2139/ssrn.2375976</a>
Allen, A. C., & Dudney, D. M. (2008). The Impact of Rating Agency Reputation on Local Government Bond Yields. <em>Journal of Financial Services Research, 33</em>(1), 57–76. <a href="https://doi.org/10.1007/s10693-007-0021-4" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1007/s10693-007-0021-4</a>
Al-Sakka, R., & ap Gwilym, O. (2010). Split Sovereign Ratings and Rating Migrations in Emerging Economies. <em>Emerging Markets Review, 11</em>(2), 79–97. <a href="https://doi.org/10.1016/j.ememar.2009.11.005" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1016/j.ememar.2009.11.005</a>
Amstad, M., & Packer, F. (2015). Sovereign Ratings of Advanced and Emerging Economies After the Crisis. <em>BIS Quarterly Review</em>. <a href="https://econpapers.repec.org/article/bisbisqtr/1512h.htm" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://econpapers.repec.org/article/bisbisqtr/1512h.htm</a>
Badoer, D. C., Demiroglu, C., & James, C. M. (2019). Ratings Quality and Borrowing Choice. <em>The Journal of Finance, 74</em>(5), 2619–2665. <a href="https://doi.org/10.1111/jofi.12820" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1111/jofi.12820</a>
Baker, H. K., & Mansi, S. A. (2002). Assessing Credit Rating Agencies by Bond Issuers and Institutional Investors. <em>Journal of Business Finance & Accounting, 29</em>(9–10), 1367–1398. <a href="https://doi.org/10.1111/1468-5957.00474" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1111/1468-5957.00474</a>
Basu, R., Naughton, J. P., & Wang, C. (2020). The Regulatory Role of Credit Ratings and Voluntary Disclosure. <em>SSRN Electronic Journal</em>. <a href="https://doi.org/10.2139/ssrn.3532030" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.2139/ssrn.3532030</a>
Bayar, Y. (2014). Recent Financial Crises and Regulations on the Credit Rating Agencies. <em>Research in World Economy, 5</em>(1), p49. <a href="https://doi.org/10.5430/rwe.v5n1p49" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.5430/rwe.v5n1p49</a>
Bevilaqua, J., Hale, G., & Tallman, E. (2020). Corporate Yields: Effect of Credit Ratings and Sovereign Yields. <em>AEA Papers and Proceedings, 110</em>, 499–503. <a href="https://doi.org/10.1257/pandp.20201008" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1257/pandp.20201008</a>
Beyene, K., & Bekele, S. A. (2016). Assessing Univariate and Multivariate Homogeneity of Variance: A Guide for Practitioners. <em>Journal of Mathematical Theory and Modeling, 6</em>(5), 13–17.
Białek-Jaworska, A., & Krawczyk, T. (2019). Corporate Bonds or Bank Loans? The Choice of Funding Sources and Information Disclosure of Polish Listed Companies. <em>Central European Economic Journal, 6</em>(53), 262–285. <a href="https://doi.org/10.2478/ceej-2019-0017" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.2478/ceej-2019-0017</a>
Billingsley, R. S., Lamy, R. E., Marr, M. W., & Thompson, G. R. (1985). Split Ratings and Bond Reoffering Yields. <em>Financial Management, 14</em>(2), 59. <a href="https://doi.org/10.2307/3665158" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.2307/3665158</a>
Bongaerts, D., Cremers, K. J. M., & Goetzmann, W. N. (2012). Tiebreaker: Certification and Multiple Credit Ratings. <em>The Journal of Finance, 67</em>(1), 113–152. <a href="https://doi.org/10.1111/j.1540-6261.2011.01709.x" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1111/j.1540-6261.2011.01709.x</a>
Bonsall, S. B., & Miller, B. P. (2017). The Impact of Narrative Disclosure Readability on Bond Ratings and the Cost of Debt. <em>Review of Accounting Studies, 22</em>(2), 608–643. <a href="https://doi.org/10.1007/s11142-017-9388-0" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1007/s11142-017-9388-0</a>
Bowe, M., & Larik, W. (2014). Split Ratings and Differences in Corporate Credit Rating Policy between Moody’s and Standard & Poor’s. <em>Financial Review, 49</em>(4), 713–734. <a href="https://doi.org/10.1111/fire.12054" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1111/fire.12054</a>
Calabria, M., & Ekins, E. M. (2012). Regulation, Market Structure, and Role of the Credit Rating Agencies. <em>SSRN Scholarly Paper No. 2225950</em>. <a href="https://papers.ssrn.com/abstract=2225950" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://papers.ssrn.com/abstract=2225950</a>
Cantor, R., Cole, K., & Packer, F. (1997). Split Ratings and the Pricing of Credit Risk. <em>Research Paper</em>. <a href="https://ideas.repec.org//p/fip/fednrp/9711.html" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://ideas.repec.org//p/fip/fednrp/9711.html</a>
Caridad, L., Núñez-Tabales, J., Seda, P., & Arencibia, O. (2020). Do Moody’s and S&P Firm’s Ratings Differ? <em>Economics & Sociology, 13</em>(4), 173–186. <a href="https://doi.org/10.14254/2071-789X.2020/13-4/11" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.14254/2071-789X.2020/13-4/11</a>
Chen, Z., & Wang, Z. (2021). Do Firms Obtain Multiple Ratings to Hedge Against Downgrade Risk? <em>Journal of Banking & Finance, 123</em>, 106006. <a href="https://doi.org/10.1016/j.jbankfin.2020.106006" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1016/j.jbankfin.2020.106006</a>
Cunha, I., Ferreira, M. A., & Silva, R. C. (2022). Do Credit Rating Agencies Influence Elections? <em>Review of Finance, 26</em>(4), 937–969. <a href="https://doi.org/10.1093/rof/rfac039" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1093/rof/rfac039</a>
Dandapani, K. (2007). Examining Split Bond Ratings: Effect of Rating Scale. <em>Quarterly Journal of Business and Economics, 46</em>(2), 65–83. <a href="https://go.gale.com/ps/i.do?p=AONE&sw=w&issn=07475535&v=2.1&it=r&id=GALE%7CA167777781&sid=googleScholar&linkaccess=abs" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://go.gale.com/ps/i.do?p=AONE&sw=w&issn=07475535&v=2.1&it=r&id=GALE%7CA167777781&sid=googleScholar&linkaccess=abs</a>
Dimitrov, V., Palia, D., & Tang, L. (2015). Impact of the Dodd-Frank Act on Credit Ratings. <em>Journal of Financial Economics, 115</em>(3), 505–520. <a href="https://doi.org/10.1016/j.jfineco.2014.10.012" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1016/j.jfineco.2014.10.012</a>
Feda, R. A. (2020). The Impact of Credit Ratings on Firms’ Capital Structure. <em>International Journal of Economics and Financial Issues, 10</em>(5), 92–101. <a href="https://doi.org/10.32479/ijefi.10436" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.32479/ijefi.10436</a>
Gonzalez, F., Haas, F., Johannes, R., Persson, M., Toledo, L., Violi, R., Zins, C., & Wieland, M. (2004). Market Dynamics Associated with Credit Ratings: A Literature Review. <em>Financial Stability Review, 4</em>, 53–76. <a href="https://ideas.repec.org//a/bfr/fisrev/200441.html" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://ideas.repec.org//a/bfr/fisrev/200441.html</a>
Hasan, I., Huang, H., & To, T. Y. (2021). Are Credit Rating Disagreements Priced in the M&A Market? <em>Journal of International Financial Markets, Institutions and Money, 72</em>, 101335. <a href="https://doi.org/10.1016/j.intfin.2021.101335" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1016/j.intfin.2021.101335</a>
Hauck, A., & Neyer, U. (2014). Disagreement Between Rating Agencies and Bond Opacity: A Theoretical Perspective. <em>Economics Letters, 123</em>(1), 82–85. <a href="https://doi.org/10.1016/j.econlet.2014.01.027" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1016/j.econlet.2014.01.027</a>
Iannotta, G. (2006). Testing for Opaqueness in the European Banking Industry: Evidence from Bond Credit Ratings. <em>Journal of Financial Services Research, 30</em>(3), 287–309. <a href="https://doi.org/10.1007/s10693-006-0420-y" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1007/s10693-006-0420-y</a>
Ismail, A., Oh, S., & Arsyad, N. (2015). Split Ratings and Debt-Signaling in Bond Markets: A Note. <em>Review of Financial Economics, 24</em>(1), 36–41. <a href="https://doi.org/10.1016/j.rfe.2014.12.003" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1016/j.rfe.2014.12.003</a>
Jiang, X., & Packer, F. (2017). Credit Ratings of Domestic and Global Agencies: What Drives the Differences in China and How Are They Priced? <em>BIS Working Papers, 648</em>. <a href="https://www.bis.org/publ/work648.htm" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://www.bis.org/publ/work648.htm</a>
Jones, W., Lowry, G., & Bebensee, M. (2022). The Effect of the Yield Curve on a Bond’s Call Premium. <em>The Coastal Business Journal, 9</em>(1). <a href="https://digitalcommons.coastal.edu/cbj/vol9/iss1/1" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://digitalcommons.coastal.edu/cbj/vol9/iss1/1</a>
Jung, Y. Y., & Park, R. S. (2018). The Effect of Information Asymmetry and CRA’s Reputation on Bond Yield Spread. <em>Journal of Derivatives and Quantitative Studies, 26</em>(2), 217–245. <a href="https://doi.org/10.1108/JDQS-02-2018-B0003" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1108/JDQS-02-2018-B0003</a>
Kim, Y., & An, J. (2021). Voluntary Disclosure and Rating Disagreement Among Credit Rating Agencies: Evidence from Korea. <em>Asia-Pacific Journal of Financial Studies, 50</em>(3), 288–307. <a href="https://doi.org/10.1111/ajfs.12341" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1111/ajfs.12341</a>
Kisgen, D. J. (2019). The Impact of Credit Ratings on Corporate Behavior: Evidence from Moody’s Adjustments. <em>Journal of Corporate Finance, 58</em>, 567–582. <a href="https://doi.org/10.1016/j.jcorpfin.2019.07.002" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1016/j.jcorpfin.2019.07.002</a>
Kladakis, G., Chen, L., & Bellos, S. K. (2020). Bank Asset and Informational Quality. <em>Journal of International Financial Markets, Institutions and Money, 69</em>, 101256. <a href="https://doi.org/10.1016/j.intfin.2020.101256" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1016/j.intfin.2020.101256</a>
Livingston, M., Naranjo, A., & Zhou, L. (2007). Asset Opaqueness and Split Bond Ratings. <em>Financial Management, 36</em>(3), 49–62. <a href="https://doi.org/10.1111/j.1755-053X.2007.tb00080.x" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1111/j.1755-053X.2007.tb00080.x</a>
Livingston, M., Naranjo, A., & Zhou, L. (2008). Split Bond Ratings and Rating Migration. <em>Journal of Banking & Finance, 32</em>(8), 1613–1624. <a href="https://doi.org/10.1016/j.jbankfin.2007.11.019" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1016/j.jbankfin.2007.11.019</a>
Livingston, M., Wei, J. (Diana), & Zhou, L. (2010). Moody’s and S&P Ratings: Are They Equivalent? Conservative Ratings and Split Rated Bond Yields. <em>Journal of Money, Credit and Banking, 42</em>(7), 1267–1293. <a href="https://doi.org/10.1111/j.1538-4616.2010.00341.x" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1111/j.1538-4616.2010.00341.x</a>
Livingston, M., & Zhou, L. (2010). Split Bond Ratings and Information Opacity Premiums. <em>Financial Management, 39</em>(2), 515–532. <a href="https://doi.org/10.1111/j.1755-053X.2010.01082.x" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1111/j.1755-053X.2010.01082.x</a>
Livingston, M., & Zhou, L. (2016). Information Opacity and Fitch Bond Ratings. <em>Journal of Financial Research, 39</em>(4), 329–357. <a href="https://doi.org/10.1111/jfir.12110" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1111/jfir.12110</a>
Livingston, M., & Zhou, L. (2020). Credit Ratings and Rating Agencies. In M. Livingston & L. Zhou, <em>Oxford Research Encyclopedia of Economics and Finance</em>. Oxford University Press. <a href="https://doi.org/10.1093/acrefore/9780190625979.013.605" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1093/acrefore/9780190625979.013.605</a>
Ludbrook, J. (2013). Should We Use One-Sided or Two-Sided <em>P</em> Values in Tests of Significance? <em>Clinical and Experimental Pharmacology and Physiology, 40</em>(6), 357–361. <a href="https://doi.org/10.1111/1440-1681.12086" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1111/1440-1681.12086</a>
Mählmann, T. (2009). Multiple Credit Ratings, Cost of Debt, and Self-Selection. <em>Journal of Business Finance & Accounting, 36</em>(9–10), 1228–1251. <a href="https://doi.org/10.1111/j.1468-5957.2009.02168.x" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1111/j.1468-5957.2009.02168.x</a>
Marandola, G. (2021). Local Credit Rating Agencies: Is Their Economic Role Underrated? <em>The Quarterly Review of Economics and Finance, 81</em>, 143–156. <a href="https://doi.org/10.1016/j.qref.2021.06.003" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1016/j.qref.2021.06.003</a>
May, A. D. (2010). The Impact of Bond Rating Changes on Corporate Bond Prices: New Evidence from the Over-the-Counter Market. <em>Journal of Banking & Finance, 34</em>(11), 2822–2836. <a href="https://doi.org/10.1016/j.jbankfin.2010.06.006" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1016/j.jbankfin.2010.06.006</a>
Michael, T. S. (2009). An Empirical Investigation of New Bond Issue Yield Spreads, Default Risk, and Split Ratings. <em>International Journal of Banking and Finance, 6</em>(1), 141–160. <a href="https://e-journal.uum.edu.my/index.php/ijbf/article/view/8386" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://e-journal.uum.edu.my/index.php/ijbf/article/view/8386</a>
Mokoaleli-Mokoteli, T. (2019). The Corporate Credit Rating Changes and Firm Returns in a Transitional Economy: The Case of South Africa. <em>South African Journal of Business Management, 50</em>(1). <a href="https://doi.org/10.4102/sajbm.v50i1.460" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.4102/sajbm.v50i1.460</a>
Moreira, F., & Zhao, S. (2018). Do Credit Ratings Affect Spread and Return? A Study of Structured Finance Products. <em>International Journal of Finance & Economics, 23</em>(2), 205–217. <a href="https://doi.org/10.1002/ijfe.1612" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1002/ijfe.1612</a>
Morkoetter, S., Stebler, R., & Westerfeld, S. (2017). Competition in the Credit Rating Industry: Benefits for Investors and Issuers. <em>Journal of Banking & Finance, 75</em>, 235–257. <a href="https://doi.org/10.1016/j.jbankfin.2016.09.001" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1016/j.jbankfin.2016.09.001</a>
Nor Aishah Ahad, Teh Sin Yin, Abdul Rahman Othman, & Che Rohani Yaacob. (2011). Sensitivity of Normality Tests to Non-Normal Data. <em>Sains Malaysiana, 40</em>(6), 637–641. <a href="http://www.ukm.my/jsm/" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">http://www.ukm.my/jsm/</a>
Park, H., & Yoo, Y. (2019). Differences Among Credit Rating Agencies and the Information Environment. <em>The Journal of Asian Finance, Economics and Business, 6</em>(2), 25–32. <a href="https://doi.org/10.13106/JAFEB.2019.VOL6.NO2.25" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.13106/JAFEB.2019.VOL6.NO2.25</a>
Perry, L. G., Liu, P., & Evans, D. A. (1988). Modified Bond Ratings: Further Evidence on the Effect of Split Ratings on Corporate Bond Yields. <em>Journal of Business Finance & Accounting, 15</em>(2), 231–241. <a href="https://doi.org/10.1111/j.1468-5957.1988.tb00132.x" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1111/j.1468-5957.1988.tb00132.x</a>
Reiter, S. A., & Ziebart, D. A. (1991). Bond Yields, Ratings, and Financial Information: Evidence from Public Utility Issues. <em>Financial Review, 26</em>(1), 45–73. <a href="https://doi.org/10.1111/j.1540-6288.1991.tb00369.x" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1111/j.1540-6288.1991.tb00369.x</a>
Rowe, S. (2020). Split Credit Ratings of Banks in Times of Crisis. <em>International Journal of Banking, Accounting and Finance, 11</em>(2), 254–280. <a href="https://ideas.repec.org//a/ids/injbaf/v11y2020i2p254-280.html" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://ideas.repec.org//a/ids/injbaf/v11y2020i2p254-280.html</a>
Ryan, J. (2012, January). The Negative Impact of Credit Rating Agencies and Proposals for Better Regulation. <em>Monograph</em>. <a href="http://www.swp-berlin.org" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">http://www.swp-berlin.org</a>
Sheng, Y. (2008). Testing the Assumptions of Analysis of Variance. In J. Osborne, <em>Best Practices in Quantitative Methods</em> (pp. 324–340). SAGE Publications, Inc. <a href="https://doi.org/10.4135/9781412995627.d27" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.4135/9781412995627.d27</a>
Shimizu, Y., Lee, J., & Takei, H. (2013). Analysis of Determinants of Split Ratings and Rating Conservativeness Between Japanese and US Credit Rating Agencies. <em>International Journal of Accounting and Financial Reporting, 3</em>(1), 182. <a href="https://doi.org/10.5296/ijafr.v3i1.3507" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.5296/ijafr.v3i1.3507</a>
Soiferman, L. K. (2010). Compare and Contrast Inductive and Deductive Research Approaches. <em>ERIC</em>. <a href="https://eric.ed.gov/?id=ED542066" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://eric.ed.gov/?id=ED542066</a>
Tanaka, T. (2024). Split Bond Ratings: Evidence from Japanese Credit Rating Agencies. <em>Research in International Business and Finance, 71</em>, 102468. <a href="https://doi.org/10.1016/j.ribaf.2024.102468" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1016/j.ribaf.2024.102468</a>
Tewari, M. (2018). Event Risk Covenants, Design Parameters, and Agency Issues: A Comparative Study of High Yield Versus Investment Grade Bonds. <em>Business: Theory and Practice, 19</em>, 331–341. <a href="https://doi.org/10.3846/btp.2018.33" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.3846/btp.2018.33</a>
Vu, H., Alsakka, R., & ap Gwilym, O. (2017). What Drives Differences of Opinion in Sovereign Ratings? The Roles of Information Disclosure and Political Risk. <em>International Journal of Finance & Economics, 22</em>(3), 216–233. <a href="https://doi.org/10.1002/ijfe.1579" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1002/ijfe.1579</a>
White, L. J. (2018). The Credit Rating Agencies and Their Role in the Financial System. <em>SSRN Scholarly Paper No. 3192475</em>. <a href="https://papers.ssrn.com/abstract=3192475" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://papers.ssrn.com/abstract=3192475</a>
Woiceshyn, J., & Daellenbach, U. (2018). Evaluating Inductive vs Deductive Research in Management Studies: Implications for Authors, Editors, and Reviewers. <em>Qualitative Research in Organizations and Management: An International Journal, 13</em>(2), 183–195. <a href="https://doi.org/10.1108/QROM-06-2017-1538" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">https://doi.org/10.1108/QROM-06-2017-1538</a>