Insider Trading in Credit Derivatives
Year of publication: |
2005-08
|
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Authors: | Acharya, Viral V ; Johnson, Tim |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | adverse selection | asset pricing | bank relationship | credit default swaps | default |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 5180 |
Classification: | D8 - Information and Uncertainty ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies ; G20 - Financial Institutions and Services. General |
Source: |
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Insider Trading in Credit Derivatives
Acharya, Viral V., (2006)
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Insider Trading in Credit Derivatives
Acharya, Viral V., (2006)
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Han, Song, (2011)
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More Insiders, More Insider Trading: Evidence from Private Equity Buyouts
Acharya, Viral V, (2007)
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Limits to Arbitrage and Hedging: Evidence from Commodity Markets
Acharya, Viral V, (2009)
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A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets
Acharya, Viral V, (2011)
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