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The extent of informational efficiency in the credit default swap market : evidence from post-earnings announcement returns

Jenkins, Nicole Thorne; Kimbrough, Michael D.; Wang, Juan - In: Review of quantitative finance and accounting 46 (2016) 4, pp. 725-761

Persistent link: https://www.econbiz.de/10011595485

The Extent of Informational Efficiency in the Credit Default Swap Market : Evidence from Post-Earnings Announcement Returns

Jenkins, Nicole Thorne - 2011

Under semi-strong market efficiency future returns are unpredictable from previously released information. We test the degree of semi-strong form market efficiency in the credit default swap (CDS) market by examining the relationship between subsequent CDS returns and previously announced...

Persistent link: https://www.econbiz.de/10013128515

Do regulatory bank mergers improve operating performance?

Mamun, Abdullah al; Tannous, George F.; Zhang, Sicong - In: International review of economics & finance : IREF 73 (2021), pp. 152-174

Persistent link: https://www.econbiz.de/10012692214

Investor perceptions of the benefits of political connections : evidence from China's A-share premiums

Fan, Yang; Wilson, Craig; Wu, Zhenyu - In: International journal of managerial finance : IJMF 10 (2014) 3, pp. 312-331

Persistent link: https://www.econbiz.de/10010382205

Analyst recommendations and the implied cost of equity

Aggarwal, Raj; Mishra, Dev; Wilson, Craig - In: Review of quantitative finance and accounting 50 (2018) 3, pp. 717-743

Persistent link: https://www.econbiz.de/10011979276