Asymmetric information in the equity market and information flow from the equity market to the CDS market
Year of publication: |
2021
|
---|---|
Authors: | Park, Heewoo ; Kim, Tong Suk ; Park, Yuen Jung |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 55.2021, p. 1-19
|
Subject: | CDS | Equity | Information environment | Information flow | Aktienmarkt | Stock market | Asymmetrische Information | Asymmetric information | Kreditderivat | Credit derivative | Informationsverbreitung | Information dissemination | Börsenkurs | Share price |
-
Park, Heewoo, (2024)
-
M&A operations: further evidence of informed trading in the CDS market
Silva, Paulo Pereira da, (2015)
-
Where is the market? : three econometric approaches to measure contributions to price discovery
Peter, Franziska Julia, (2011)
- More ...
-
Park, Yuen Jung, (2012)
-
The linkage between the options and credit default swap markets during the subprime mortgage crisis
Kim, Tong Suk, (2013)
-
Macroeconomic conditions and credit default swap spread changes
Kim, Tong Suk, (2017)
- More ...