Information efficiency of the US credit default swap market : evidence from earnings surprises
Gaiyan Zhang; Sanjian Zhang
| Year of publication: |
2013
|
|---|---|
| Authors: | Zhang, Gaiyan ; Zhang, Sanjian |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 9.2013, 4, p. 720-730
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| Subject: | Credit default swap | Market efficiency | Earnings surprise | Bond rating | Kreditderivat | Credit derivative | Effizienzmarkthypothese | Efficient market hypothesis | USA | United States | Gewinn | Profit | Ankündigungseffekt | Announcement effect | Schätzung | Estimation | Unternehmensanleihe | Corporate bond | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
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