Explaining co-movements between equity and CDS bid-ask spreads
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/article/10.1007/s11156-016-0609-6/fulltext.html
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3. Amihud Y, Mendelson H (1986) Asset pricing and the bid-ask spread. J Financ Econ 17(2):223–249
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5. Ben-David I, Franzoni F, Moussawi R (2012) Hedge fund stock trading in the financial crisis of 2007–2009. Rev Financ Stud 25(1):1–54
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