Related Securities and the Cross-Section of Stock Return Momentum : Evidence From Credit Default Swaps (CDS)
Year of publication: |
2019
|
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Authors: | Lee, Jongsub |
Other Persons: | Naranjo, Andy (contributor) ; Sirmans, Stace (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Kreditderivat | Credit derivative | Kapitaleinkommen | Capital income | Kreditrisiko | Credit risk | Welt | World | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (97 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 9, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.2819774 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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