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The Extent of Informational Efficiency in the Credit Default Swap Market: Evidence from Post-Earnings Announcement Returns
1 of 30 checkable references need attention · checked 2026-08-28
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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References needing attention
does not resolve to a known work10.2307/2978933
The 29 checked references that resolve
resolves10.1016/j.intfin.2008.10.003
Price discovery of subordinated credit spreads for Japanese mega-banks: Evidence from bond and credit default swap markets
resolves10.1007/s11142-007-9056-x
How does the corporate bond market value capital investments and accruals?
resolves10.1016/s0165-4101(00)00015-x
Earnings-based and accrual-based market anomalies: one effect or two?
resolves10.3905/jfi.2005.605421
The Effect of Credit Ratings on Credit Default Swap Spreads and Credit Spreads
resolves10.1016/j.jbankfin.2008.11.003
Accounting-based versus market-based cross-sectional models of CDS spreads
resolves10.1111/j.1475-679x.2009.00333.x
Initial Evidence on the Role of Accounting Earnings in the Bond Market
resolves10.1016/j.jacceco.2003.10.002
Limited attention, information disclosure, and financial reporting
resolves10.2139/ssrn.980958
Driven to Distraction: Extraneous Events and Underreaction to Earnings News
resolves10.1093/rapstu/rar002
Limited Investor Attention and Stock Market Misreactions to Accounting Information
resolves10.1093/rfs/15.5.1325
The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis
resolves10.1016/j.jbankfin.2004.06.010
The relationship between credit default swap spreads, bond yields, and credit rating announcements
resolves10.1111/j.1540-6261.1974.tb03069.x
THE PRICE ADJUSTMENT PROCESS OF BONDS TO RATING RECLASSIFICATIONS: A TEST OF BOND MARKET EFFICIENCY
resolves10.1016/j.jbankfin.2004.06.011
Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements
resolves10.1093/rfs/hhn053
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
resolves10.1007/s11142-011-9155-6
The debt market relevance of management earnings forecasts: evidence from before and during the credit crisis
resolves10.1002/ijfe.148
Event study concerning international bond price effects of credit rating actions
resolves10.1093/rfs/hhp004
Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
resolves10.1007/s10693-006-7626-x
An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market
The 7 references without a DOI — listed, not checked
no DOI — not checkedref5
no DOI — not checkedref8
no DOI — not checkedCredit default swap spreads
no DOI — not checkedref14
no DOI — not checkedCredit default swap spreads as viable substitutes for credit ratings
no DOI — not checkedref28
no DOI — not checkedDo stock prices fully reflect information in accruals and cash flows about future earnings?
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