Park, Heewoo; Park, Yuen Jung - In: Journal of derivatives and quantitative studies : … 32 (2024) 2, pp. 145-158
sensitive total information flow from the stock market to the CDS market. Companies with lower transaction costs in the CDS … market demonstrate faster information flow. In the case of companies with superior IE, fundamental information is reflected … this study's findings, the primary factor influencing the information flow from the stock market to the CDS market is the …
