Informed trading in the CDS and OTM put option markets
May Hu, Paresh Narayan, Jason Park, Peter Verhoeven
| Year of publication: |
2022
|
|---|---|
| Authors: | Hu, May ; Narayan, Paresh Kumar ; Park, Jason ; Verhoeven, Peter |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 79.2022, p. 353-367
|
| Subject: | Credit default swap | Cross-market arbitrage | Informed trading | Market efficiency | Options | Price discovery | Kreditderivat | Credit derivative | Optionsgeschäft | Option trading | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Effizienzmarkthypothese | Efficient market hypothesis | Arbitrage |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.02.030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013343419