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M&A operations: further evidence of informed trading in the CDS market

Silva, Paulo Pereira da; Vieira, Isabel; Vieira, Carlos - In: Journal of multinational financial management 32/33 (2015), pp. 116-130

Persistent link: https://www.econbiz.de/10011540122

Asymmetric information, price discovery and macroeconomic announcements in FX market : do top trading bank know more?

Phylaktis, Kate; Chen, Long - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 228-246

Persistent link: https://www.econbiz.de/10008702346

Where is the market? : three econometric approaches to measure contributions to price discovery

Peter, Franziska Julia - 2011

Persistent link: https://www.econbiz.de/10009152707

Price discovery in interrelated markets

Lien, Da-hsiang Donald; Shrestha, Keshab - In: The journal of futures markets 34 (2014) 3, pp. 203-219

Persistent link: https://www.econbiz.de/10010355437

Does information environment affect information spillover between the CDS and stock markets in Korea?

Park, Heewoo; Park, Yuen Jung - In: Journal of derivatives and quantitative studies 32 (2024) 2, pp. 145-158

This study analyzes the impact of the information environment (IE) and credit default swap (CDS) transaction costs on information transmission between the stock and CDS markets. Using the daily regression analysis on the Korean firm's stock and CDS data from 2004 to 2023, the results show that...

Persistent link: https://www.econbiz.de/10015055028

Information shock, market reaction, and stock message board information diffusion

Huang, Xiuqi; Meng, Yongqiang - In: The quarterly review of economics and finance 95 (2024), pp. 180-192

Persistent link: https://www.econbiz.de/10014631496

Tail wags dog? : time-varying information shares in the Bund market

Upper, Christian; Werner, Thomas - 2002

The flow of information between futures and spot prices may vary over time, in particular during periods of stress. This article analyses the information content of the Bund Future and German government bonds during 1998 and test whether it is constant over time. The use of high-frequency data...

Persistent link: https://www.econbiz.de/10011431780

Price discovery in the CDS market : evidence from corporate acquisitions

Ismailescu, Iuliana; Phillips, Blake; Xu, Xiaowei - In: The Quarterly Journal of Finance : QJF 13 (2023) 4, pp. 1-33

Persistent link: https://www.econbiz.de/10014490269

The effect of liqudity on the price discovery process in credit derivatives markets in time of financial distress

Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio; … - In: The European journal of finance 17 (2011) 9/10, pp. 851-881

Persistent link: https://www.econbiz.de/10009529136

Price discovery process in the emerging sovereign CDS and equity markets

Ngene, Geoffrey M.; Hassan, M. Kabir; Alam, Nafis - In: Emerging markets review 21 (2014), pp. 117-132

Persistent link: https://www.econbiz.de/10011304334

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