Similar Search Results - EconBiz

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

Stock market crashes, firm characteristics, and stock returns

Wang, Jia; Meriç, Gülser; Liu, Zugang; Meriç, İlhan - In: Journal of banking & finance 33 (2009) 9, pp. 1563-1574

Persistent link: https://www.econbiz.de/10003872840

Two essays on government bond markets

Wang, Junbo - 2005

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

Foreign ownership and volatility dynamics of Indonesian stocks

Wang, Jian-xin - In: Asia-Pacific financial markets 14 (2007) 3, pp. 201-210

Persistent link: https://www.econbiz.de/10003705880

An empirical study of momentum and reversal in United States equity market

Jun, Wang - 2005

Persistent link: https://www.econbiz.de/10003384691

Liquidity risk and expected corporate bond returns

Lin, Hai; Wang, Junbo; Wu, Chunchi - In: Journal of financial economics 99 (2011) 3, pp. 628-650

Persistent link: https://www.econbiz.de/10009242273

The informativeness of corporate bond trades

Chen, Peter; Wang, Junbo; Wu, Chunchi - In: Review of Pacific Basin financial markets and policies 14 (2011) 3, pp. 367-428

Persistent link: https://www.econbiz.de/10009312112

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

A comparison of the determinants of stock returns in the 1987 and 2008 stock market meltdowns

Wang, Jia; Meriç, Gülser; Liu, Zugang; Meriç, İlhan - In: Banking and finance review 2 (2010) 1, pp. 15-26

Persistent link: https://www.econbiz.de/10008936640

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