Credit derivatives and stock return synchronicity
Year of publication: |
February 2017
|
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Authors: | Bai, Xuelian ; Hu, Nan ; Liu, Ling ; Zhu, Lu |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 28.2017, p. 79-90
|
Subject: | Credit default swaps | Firm-specific information | Stock return synchronicity | Informativeness | Kreditderivat | Credit derivative | Kapitaleinkommen | Capital income | Derivat | Derivative | Theorie | Theory | Börsenkurs | Share price |
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