The extent of informational efficiency in the credit default swap market : evidence from post-earnings announcement returns
Nicole Thorne Jenkins, Michael D. Kimbrough, Juan Wang
| Year of publication: |
May 2016
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| Authors: | Jenkins, Nicole Thorne ; Kimbrough, Michael D. ; Wang, Juan |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 46.2016, 4, p. 725-761
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| Subject: | Credit default swaps | Market efficiency | Default risk | Post earnings announcement drift | Accrual anomaly | Kreditderivat | Credit derivative | Effizienzmarkthypothese | Efficient market hypothesis | Ankündigungseffekt | Announcement effect | Kreditrisiko | Credit risk | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Informationseffizienz | Informational efficiency | Gewinnprognose | Earnings announcement |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-014-0484-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011595485