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losses are negatively associated with bank stock prices, suggesting that investors are able to extract information about …
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statements, I find that unrecognized expected credit losses are negatively associated with bank stock prices. The pricing of …
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Can banks trade credit default swaps (CDSs) referenced on their current corporate clients at competitive prices, or are banks penalized for potentially holding private information? To answer this question we merge CDS trades reported under the European Market Infrastructure Regulation (EMIR)...
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This paper attempts to investigate the impact of credit information sharing on bank-specific stock price crash risk …
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We examine the impact of bank loan announcements on stock liquidity. Using a comprehensive loan announcement sample …
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