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Worldwide short selling regulations and IPO underpricing
Boulton, Thomas J.; Smart, Scott B.; Zutter, Chad J. - In: The journal of corporate finance : contracting, … 62 (2020), pp. 1-23
Persistent link: https://www.econbiz.de/10012239350
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Why do investors buy sovereign default insurance?
Augustin, Patrick; Sokolovski, Valeri; Subrahmanyam, … - 2016
We provide a comprehensive analysis of the determinants of trading in the sovereign credit default swaps (CDS) market, using weekly data for single-name sovereign CDS from October 2008 to September 2015. We describe the anatomy of the sovereign CDS market, derive a law of motion for gross...
Persistent link: https://www.econbiz.de/10011541398
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The changing landscape for derivatives
Hull, John - In: Journal of financial engineering 1 (2014) 3, pp. 1-8
Persistent link: https://www.econbiz.de/10010508029
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Heterogeneous information content of global FX trading
Ranaldo, Angelo; Somogyi, Fabricius - 2018 - This Version: December 12, 2018
This work studies the information content of trades in the world's largest over-the-counter(OTC) market, the foreign … across agents, time and currency pairs, consistent withthe asymmetric information theory and OTC market fragmentation. A …
Persistent link: https://www.econbiz.de/10011906507
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Foreign exchange swaps and cross-currency swaps
Ranaldo, Angelo - In: Research handbook of financial markets, (pp. 451-469). 2023
Persistent link: https://www.econbiz.de/10014331089