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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

Are liquidity and information risks priced in the treasury bond market?

Li, Haitao; Wang, Junbo; Wu, Chunchi; He, Yan - In: The journal of finance : the journal of the American … 64 (2009) 1, pp. 467-503

Persistent link: https://www.econbiz.de/10003853125

Two essays on government bond markets

Wang, Junbo - 2005

Persistent link: https://www.econbiz.de/10003906123

Housewives of Tokyo versus the gnomes of Zurich : measuring price discovery in sequential markets

Wang, Jian-xin; Yang, Minxian - In: Journal of financial markets 14 (2011) 1, pp. 82-108

Persistent link: https://www.econbiz.de/10009267110

The reaction of international stock markets to Federal Reserve policy

Wang, Jing; Zhu, Xiaoneng - In: Financial markets and portfolio management 27 (2013) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10009720953

Corporate investments in Asian markets : financial conditions, financial development, and financial constraints

Socorro Gochoco-Bautista, Maria; Sotocinal, Noli R.; … - In: World development : the multi-disciplinary … 57 (2014), pp. 63-78

Persistent link: https://www.econbiz.de/10010382088

Public debt maturity and currency crises

Levine, Paul; Mandilaras, Alex; Jun, Wang - In: Scottish journal of political economy : the journal of … 55 (2008) 1, pp. 79-106

Persistent link: https://www.econbiz.de/10003642283

Liquidity, default, taxes and yields on municipal bonds

Wang, Junbo; Wu, Chunchi; Zhang, Frank X. - 2005

Persistent link: https://www.econbiz.de/10003081454

Liquidity, default, taxes and yields on municipal bonds

Wang, Junbo; Wu, Chunchi; Zhang, Frank X. - 2005

Persistent link: https://www.econbiz.de/10003137236

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