Do Equity Markets Favor Credit Market News Over Options Market News?
Author:
Affiliation:
1. Poole College of Management, North Carolina State University, Raleigh, NC 27695, USA
2. Tepper School of Business, Carnegie Mellon University, Pittsburgh, PA 15213, USA
Abstract
Publisher
World Scientific Pub Co Pte Lt
Subject
Strategy and Management,Economics and Econometrics,Finance
Link
https://www.worldscientific.com/doi/pdf/10.1142/S2010139214500062
Reference21 articles.
1. Insider trading in credit derivatives☆
2. More insiders, more insider trading: Evidence from private-equity buyouts☆
3. The Pricing of Options and Corporate Liabilities
4. An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps
Cited by 20 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Price Discovery in the CDS Market: Evidence from Corporate Acquisitions;The Quarterly Journal of Finance;2023-11-23
2. Are credit default swaps still a sideshow? How information flow between equity and CDS markets has changed since the financial crisis;Global Finance Journal;2023-08
3. CDS spreads and COVID-19 pandemic;Journal of International Financial Markets, Institutions and Money;2022-01
4. The future of integrated reporting in an emerging market: an analysis of the disclosure conformity level;Asian Review of Accounting;2020-09-09
5. Sovereign Credit Default Swap and Stock Markets in Central and Eastern European Countries: Are Feedback Effects at Work?;Entropy;2020-03-16
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3