Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10000803774
Persistent link: https://www.econbiz.de/10009747171
Persistent link: https://www.econbiz.de/10003265946
Persistent link: https://www.econbiz.de/10001170940
Persistent link: https://www.econbiz.de/10001144742
Persistent link: https://www.econbiz.de/10001169115
Persistent link: https://www.econbiz.de/10001134677
Persistent link: https://www.econbiz.de/10001084020
We attempt to answer a key question whether credit default swap (CDS) prices and price changes contain private information that are used by informed traders within 24 hours to cross-trade in the related equity market. By disaggregating daily stock return into day (exchange trading hours),...
Persistent link: https://www.econbiz.de/10012864491