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Insider trading in credit derivatives☆
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0304-3932(85)90051-0openalex-snapshot
What's different about banks?
inferredcites →https://doi.org/10.1016/0304-405x(85)90044-3openalex-snapshot
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
inferredcites →https://doi.org/10.1016/0304-405x(87)90003-1openalex-snapshot
Some evidence on the uniqueness of bank loans
inferredcites →https://doi.org/10.1016/j.jfineco.2005.08.003openalex-snapshot
So what do I get? The bank's view of lending relationships
inferredcites →https://doi.org/10.1016/s0304-3932(01)00063-0openalex-snapshot
Credit derivatives in banking: Useful tools for managing risk?
inferredcites →https://doi.org/10.1016/s0304-405x(00)00055-6openalex-snapshot
Corporate policies restricting trading by insiders
inferredcites →https://doi.org/10.1016/s0304-405x(03)00188-0openalex-snapshot
The impact of illegal insider trading in dealer and specialist markets: evidence from a natural experiment
inferredcites →https://doi.org/10.1016/s0304-405x(99)00056-2openalex-snapshot
Can transparent markets survive?
inferredcites →https://doi.org/10.1016/s1386-4181(02)00020-4openalex-snapshot
Strategic trading and learning about liquidity
inferredcites →https://doi.org/10.1086/260061openalex-snapshot
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1093/rfs/12.1.5openalex-snapshot
Market Transparency: Who Wins and Who Loses?
inferredcites →https://doi.org/10.1093/rfs/15.5.1325openalex-snapshot
The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis
inferredcites →https://doi.org/10.1093/rfs/hhg037openalex-snapshot
Confronting Information Asymmetries: Evidence from Real Estate Markets
inferredcites →https://doi.org/10.1093/rfs/hhi023openalex-snapshot
Market Frictions, Price Delay, and the Cross-Section of Expected Returns
inferredcites →https://doi.org/10.1093/rfs/hhj004openalex-snapshot
Credit Ratings and Stock Liquidity
inferredcites →https://doi.org/10.1111/1467-937x.00144openalex-snapshot
Information Revelation and Market Incompleteness
inferredcites →https://doi.org/10.1111/1540-6261.00416openalex-snapshot
The World Price of Insider Trading
inferredcites →https://doi.org/10.1111/1540-6261.00551openalex-snapshot
Investor Protection and Firm Liquidity
inferredcites →https://doi.org/10.1111/j.1468-0297.2004.00249.xopenalex-snapshot
Does Insider Trading Raise Market Volatility?
inferredcites →https://doi.org/10.1111/j.1468-036x.2007.00427.xopenalex-snapshot
The Co‐movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis
inferredcites →https://doi.org/10.1111/j.1540-6261.1974.tb03058.xopenalex-snapshot
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb03985.xopenalex-snapshot
Long-Lived Private Information and Imperfect Competition
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb04074.xopenalex-snapshot
Liquidity, Information, and Infrequently Traded Stocks
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00798.xopenalex-snapshot
An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps
inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01219.xopenalex-snapshot
Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans
inferredcites →https://doi.org/10.1111/j.1540-6288.1998.tb01379.xopenalex-snapshot
Insider Trading and the Bid‐Ask Spread
inferredcites →https://doi.org/10.2139/ssrn.292874openalex-snapshot
The Size and Composition of Commercial Lending Syndicates
inferredcites →https://doi.org/10.2139/ssrn.422800openalex-snapshot
Transparency and Disclosure: Overview of Methodology and Study Results - United States
inferredcites →https://doi.org/10.2307/1913210openalex-snapshot
Continuous Auctions and Insider Trading
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
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United We Stand: The Impact of Minority Shareholder Activism on Informed Insider Trading
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The Collapse of Silicon Valley Bank and Credit Default Swap Spreads of Global Banks
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How Do Languages React to CDS Spreads?
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Multi‐Name and Structured Credit Risk Portfolios
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Effect of corporate governance on default risk in financial versus nonfinancial firms: Canadian evidence
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Empirical evidence on the dependence of credit default swaps and equity prices
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A Joint Analysis of the Term Structure of Credit Default Swap Spreads and the Implied Volatility Surface
inferred← citeshttps://doi.org/10.1002/fut.21595openalex-snapshot
The Linkage Between the Options and Credit Default Swap Markets During the Subprime Mortgage Crisis
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Transmigration Across Price Discovery Categories: Evidence from the U.S. CDS and Equity Markets
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The CDS‐Bond Basis Arbitrage and the Cross Section of Corporate Bond Returns
inferred← citeshttps://doi.org/10.1002/fut.21896openalex-snapshot
Asymmetric and nonlinear dynamics in sovereign credit risk markets
inferred← citeshttps://doi.org/10.1002/fut.21906openalex-snapshot
Central clearing and CDS market quality
inferred← citeshttps://doi.org/10.1002/fut.21917openalex-snapshot
Short‐selling and credit default swap spreads—Where do informed traders trade?
inferred← citeshttps://doi.org/10.1002/fut.21982openalex-snapshot
Economic policy uncertainty, CDS spreads, and CDS liquidity provision
inferred← citeshttps://doi.org/10.1002/fut.22045openalex-snapshot
The externalities of credit default swaps on stock return synchronicity
inferred← citeshttps://doi.org/10.1002/fut.22149openalex-snapshot
When do informed traders acquire and trade on informational advantage? Evidence from Federal Reserve stress tests
inferred← citeshttps://doi.org/10.1002/fut.22342openalex-snapshot
Forecasting high‐yield equity and CDS index returns: Does observed cross‐market informational flow have predictive power?
inferred← citeshttps://doi.org/10.1002/ijfe.2813openalex-snapshot
Stock price informativeness and credit default swap trading
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Term Structure of Default-Free and Defaultable Securities: Theory and Empirical Evidence
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Risk Pricing Models: Applications
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Liquidity on the Capital Market with Asymmetric Information
inferred← citeshttps://doi.org/10.1007/978-3-030-26844-2_2openalex-snapshot
Securitization and Lending
inferred← citeshttps://doi.org/10.1007/978-3-030-26844-2_7openalex-snapshot
FinTech and the Future of Banking
inferred← citeshttps://doi.org/10.1007/978-3-030-66691-0_4openalex-snapshot
Credit Contagion Between Greece and Systemically Important Banks: Lessons for the Euro Area
inferred← citeshttps://doi.org/10.1007/978-3-032-05427-2_6openalex-snapshot
Entrepreneurship in Republic of Namibia (Formerly South West Africa)
inferred← citeshttps://doi.org/10.1007/978-3-319-89824-7_16openalex-snapshot
An Empirical Analysis of the Lead Lag Relationship Between CDS and Stock Market
inferred← citeshttps://doi.org/10.1007/978-3-319-93076-3_11openalex-snapshot
Inter-Market Basis Relations
inferred← citeshttps://doi.org/10.1007/978-3-8349-9869-9_6openalex-snapshot
Asymmetrische Informationsverteilung am CDS-Markt
inferred← citeshttps://doi.org/10.1007/978-3-8349-9869-9_7openalex-snapshot
CDS-, Anleihe- und Aktienmarkt
inferred← citeshttps://doi.org/10.1007/978-3-8349-9869-9_8openalex-snapshot
Empirische Untersuchung zum Zusammenhang des CDS— und Aktienmarktes sowie zur „private information hypothesis“
inferred← citeshttps://doi.org/10.1007/978-81-322-2541-6_11openalex-snapshot
Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk
inferred← citeshttps://doi.org/10.1007/s00181-020-01852-0openalex-snapshot
Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis
inferred← citeshttps://doi.org/10.1007/s10479-016-2373-3openalex-snapshot
Are financial ratios relevant for trading credit risk? Evidence from the CDS market
inferred← citeshttps://doi.org/10.1007/s10479-018-2788-0openalex-snapshot
Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?
inferred← citeshttps://doi.org/10.1007/s10551-026-06309-5openalex-snapshot
Do Financial Market Developments Benefit Employees? Evidence from the Derivatives Markets
inferred← citeshttps://doi.org/10.1007/s10690-023-09433-8openalex-snapshot
The sovereign Credit Default Swap Spreads and Chinese Sectors Stock Market: A Causality in Quantile and Dependence Analysis
inferred← citeshttps://doi.org/10.1007/s10693-007-0012-5openalex-snapshot
Trading Credit Default Swaps via Interdealer Brokers
inferred← citeshttps://doi.org/10.1007/s10693-008-0046-3openalex-snapshot
How Much Do Banks Use Credit Derivatives to Hedge Loans?
inferred← citeshttps://doi.org/10.1007/s10693-011-0121-zopenalex-snapshot
Credit Derivatives and the Default Risk of Large Complex Financial Institutions
inferred← citeshttps://doi.org/10.1007/s11142-011-9147-6openalex-snapshot
Credit markets and financial information
inferred← citeshttps://doi.org/10.1007/s11142-011-9155-6openalex-snapshot
The debt market relevance of management earnings forecasts: evidence from before and during the credit crisis
inferred← citeshttps://doi.org/10.1007/s11142-016-9364-0openalex-snapshot
Price discovery in the CDS market: the informational role of equity short interest
inferred← citeshttps://doi.org/10.1007/s11142-020-09562-9openalex-snapshot
CDS trading and nonrelationship lending dynamics
inferred← citeshttps://doi.org/10.1007/s11142-020-09573-6openalex-snapshot
What moves stock prices around credit rating changes?
inferred← citeshttps://doi.org/10.1007/s11147-018-9148-8openalex-snapshot
Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe
inferred← citeshttps://doi.org/10.1007/s11156-015-0540-2openalex-snapshot
The economic significance of CDS price discovery
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Explaining co-movements between equity and CDS bid-ask spreads
inferred← citeshttps://doi.org/10.1007/s11156-017-0639-8openalex-snapshot
Credit default swap spreads and annual report readability
inferred← citeshttps://doi.org/10.1007/s11156-017-0641-1openalex-snapshot
Measuring the effect of watch-preceded and direct rating changes: a note on credit markets
inferred← citeshttps://doi.org/10.1007/s11156-023-01126-7openalex-snapshot
CDS and equity markets’ volatility linkages: lessons from the EMU crisis
inferred← citeshttps://doi.org/10.1007/s11156-023-01159-yopenalex-snapshot
Do credit default swaps impact lenders’ monitoring of loans?
inferred← citeshttps://doi.org/10.1007/s11156-024-01332-xopenalex-snapshot
Spillover effects of credit default swaps on corporate disclosure along the supply chain
inferred← citeshttps://doi.org/10.1007/s11408-011-0156-zopenalex-snapshot
Are directors’ dealings informative? Evidence from European stock markets
inferred← citeshttps://doi.org/10.1007/s11408-015-0258-0openalex-snapshot
The information content of the open interest of credit default swaps
inferred← citeshttps://doi.org/10.1007/s12204-016-1701-8openalex-snapshot
Informed trading, heterogeneity investment, liquidity shocks and the valuation of credit default swaps
inferred← citeshttps://doi.org/10.1016/j.adiac.2021.100580openalex-snapshot
The relevance of GAAP vs. non-GAAP net assets to creditors: An examination of the credit default swap market
inferred← citeshttps://doi.org/10.1016/j.adiac.2025.100808openalex-snapshot
Private lenders and borrowers' internal control-related private information
inferred← citeshttps://doi.org/10.1016/j.bar.2022.101109openalex-snapshot
CDS trading and analyst optimism
inferred← citeshttps://doi.org/10.1016/j.bir.2023.10.013openalex-snapshot
CDS risk premia forecasting with multi-featured deep RNNs: An application on BR[I]CS countries
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A online credit evaluation method based on AHP and SPA
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Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis
inferred← citeshttps://doi.org/10.1016/j.econmod.2016.09.003openalex-snapshot
Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach
inferred← citeshttps://doi.org/10.1016/j.econmod.2019.09.005openalex-snapshot
Evidence of price discovery on the Indonesian stock exchange
inferred← citeshttps://doi.org/10.1016/j.econmod.2021.01.013openalex-snapshot
How do sovereign risk, equity and foreign exchange derivatives markets interact?
inferred← citeshttps://doi.org/10.1016/j.ememar.2014.08.004openalex-snapshot
Price discovery process in the emerging sovereign CDS and equity markets
inferred← citeshttps://doi.org/10.1016/j.ememar.2026.101449openalex-snapshot
Buckle-up and accelerate: Insider's private effort during M&A
inferred← citeshttps://doi.org/10.1016/j.eneco.2012.10.010openalex-snapshot
Risk spillovers in oil-related CDS, stock and credit markets
inferred← citeshttps://doi.org/10.1016/j.finmar.2010.01.002openalex-snapshot
The information content of option-implied volatility for credit default swap valuation
inferred← citeshttps://doi.org/10.1016/j.finmar.2013.07.002openalex-snapshot
Informed trading around acquisitions: Evidence from corporate bonds
inferred← citeshttps://doi.org/10.1016/j.finmar.2016.09.005openalex-snapshot
Understanding transactions prices in the credit default swaps market
inferred← citeshttps://doi.org/10.1016/j.finmar.2017.06.001openalex-snapshot
The impact of central clearing on banks’ lending discipline
inferred← citeshttps://doi.org/10.1016/j.finmar.2017.07.006openalex-snapshot
Price Discovery in Equity and CDS Markets
inferred← citeshttps://doi.org/10.1016/j.finmar.2019.06.001openalex-snapshot
Credit default swaps and market information
inferred← citeshttps://doi.org/10.1016/j.finmar.2020.100581openalex-snapshot
Price discovery in CDS and equity markets: Default risk-based heterogeneity in the systematic investment grade and high yield sectors
inferred← citeshttps://doi.org/10.1016/j.finmar.2020.100606openalex-snapshot
Financial oligopolies and parallel exclusion in the credit default swap markets
inferred← citeshttps://doi.org/10.1016/j.finmar.2020.100607openalex-snapshot
Asymmetric information in the equity market and information flow from the equity market to the CDS market
inferred← citeshttps://doi.org/10.1016/j.finmar.2021.100648openalex-snapshot
Option trading volume by moneyness, firm fundamentals, and expected stock returns
inferred← citeshttps://doi.org/10.1016/j.finmar.2022.100718openalex-snapshot
Standardization, transparency initiatives, and liquidity in the CDS market
inferred← citeshttps://doi.org/10.1016/j.frl.2013.06.002openalex-snapshot
Information Risk and Credit Contagion
inferred← citeshttps://doi.org/10.1016/j.frl.2021.102198openalex-snapshot
Multivariate CDS risk premium prediction with SOTA RNNs on MI[N]T countries
inferred← citeshttps://doi.org/10.1016/j.frl.2025.108499openalex-snapshot
Informed short selling: Do institutional investors anticipate ESG risks?
inferred← citeshttps://doi.org/10.1016/j.gfj.2016.11.002openalex-snapshot
The curious case of converts
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Are investors compensated for their sophistication and informedness for company takeovers – An Australian study
inferred← citeshttps://doi.org/10.1016/j.gfj.2021.100646openalex-snapshot
Cross-market informed trading in the CDS and option markets
inferred← citeshttps://doi.org/10.1016/j.gfj.2023.100814openalex-snapshot
Disaster response: The COVID-19 pandemic and insider trading around the world
inferred← citeshttps://doi.org/10.1016/j.gfj.2023.100849openalex-snapshot
Are credit default swaps still a sideshow? How information flow between equity and CDS markets has changed since the financial crisis
inferred← citeshttps://doi.org/10.1016/j.im.2020.103387openalex-snapshot
Predicting shareholder litigation on insider trading from financial text: An interpretable deep learning approach
inferred← citeshttps://doi.org/10.1016/j.ins.2022.06.058openalex-snapshot
Bond-CDS implied rating systems
inferred← citeshttps://doi.org/10.1016/j.intfin.2010.01.001openalex-snapshot
Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 2005
inferred← citeshttps://doi.org/10.1016/j.intfin.2010.10.003openalex-snapshot
The fast and the furious—Stock returns and CDS of financial institutions under stress
inferred← citeshttps://doi.org/10.1016/j.intfin.2013.12.009openalex-snapshot
Bidder country characteristics and informed trading in U.S. targets
inferred← citeshttps://doi.org/10.1016/j.intfin.2014.01.005openalex-snapshot
Information content in CDS spreads for equity returns
inferred← citeshttps://doi.org/10.1016/j.intfin.2014.05.007openalex-snapshot
Sovereign and bank CDS spreads: Two sides of the same coin?
inferred← citeshttps://doi.org/10.1016/j.intfin.2014.08.002openalex-snapshot
Financial linkages between US sector credit default swaps markets
inferred← citeshttps://doi.org/10.1016/j.intfin.2014.10.004openalex-snapshot
An analysis of sectoral equity and CDS spreads
inferred← citeshttps://doi.org/10.1016/j.intfin.2017.05.003openalex-snapshot
Are all insiders on the inside? Evidence from the initiation of CDS trading and short selling in the financial sector
inferred← citeshttps://doi.org/10.1016/j.intfin.2017.09.025openalex-snapshot
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
inferred← citeshttps://doi.org/10.1016/j.intfin.2017.09.029openalex-snapshot
Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation
inferred← citeshttps://doi.org/10.1016/j.intfin.2018.01.005openalex-snapshot
On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting
inferred← citeshttps://doi.org/10.1016/j.intfin.2018.02.002openalex-snapshot
What drives corporate CDS spreads? A comparison across US, UK and EU firms
inferred← citeshttps://doi.org/10.1016/j.intfin.2021.101354openalex-snapshot
Sovereign CDS and mutual funds: Global evidence
inferred← citeshttps://doi.org/10.1016/j.intfin.2021.101433openalex-snapshot
CDS spreads and COVID-19 pandemic
inferred← citeshttps://doi.org/10.1016/j.intfin.2022.101566openalex-snapshot
Have crisis-induced banking supports influenced European bank performance, resilience and price discovery?
inferred← citeshttps://doi.org/10.1016/j.iref.2015.02.011openalex-snapshot
Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007–2013
inferred← citeshttps://doi.org/10.1016/j.iref.2015.05.001openalex-snapshot
Anticipation of takeovers in stock and options markets
inferred← citeshttps://doi.org/10.1016/j.iref.2019.04.005openalex-snapshot
Price discovery in the price disagreement between equity and option markets: Evidence from SSE ETF50 options of China
inferred← citeshttps://doi.org/10.1016/j.iref.2022.02.030openalex-snapshot
Informed trading in the CDS and OTM put option markets
inferred← citeshttps://doi.org/10.1016/j.iref.2025.104593openalex-snapshot
Analyzing and visualizing knowledge structures of insider trading: A bibliometric and topic analysis
inferred← citeshttps://doi.org/10.1016/j.irfa.2013.08.002openalex-snapshot
Price Discovery of Credit Spreads in Tranquil and Crisis Periods
inferred← citeshttps://doi.org/10.1016/j.irfa.2014.05.010openalex-snapshot
Sovereign rating actions and the implied volatility of stock index options
inferred← citeshttps://doi.org/10.1016/j.irfa.2016.05.001openalex-snapshot
The tone of financial news and the perceptions of stock and CDS traders
inferred← citeshttps://doi.org/10.1016/j.irfa.2017.11.004openalex-snapshot
Dynamics and determinants of credit risk discovery: Evidence from CDS and stock markets
inferred← citeshttps://doi.org/10.1016/j.irfa.2022.102386openalex-snapshot
The bullwhip effect and credit default swap market: A study based on firm-specific bullwhip effect measure
inferred← citeshttps://doi.org/10.1016/j.irfa.2023.102926openalex-snapshot
The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets
inferred← citeshttps://doi.org/10.1016/j.jacceco.2014.09.006openalex-snapshot
Do financial market developments influence accounting practices? Credit default swaps and borrowers׳ reporting conservatism
inferred← citeshttps://doi.org/10.1016/j.jacceco.2015.07.004openalex-snapshot
Dynamic threshold values in earnings-based covenants
inferred← citeshttps://doi.org/10.1016/j.jacceco.2017.05.004openalex-snapshot
Borrower private information covenants and loan contract monitoring
inferred← citeshttps://doi.org/10.1016/j.jacceco.2019.101241openalex-snapshot
Do Banks Still Monitor When There Is a Market for Credit Protection?
inferred← citeshttps://doi.org/10.1016/j.jacceco.2023.101663openalex-snapshot
Gone with the big data: Institutional lender demand for private information
inferred← citeshttps://doi.org/10.1016/j.jacceco.2026.101876openalex-snapshot
Information flows in trading networks
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2008.05.006openalex-snapshot
Credit Derivatives and Loan Pricing
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2009.04.015openalex-snapshot
Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2010.05.014openalex-snapshot
The reaction of emerging market credit default swap spreads to sovereign credit rating changes
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2011.03.020openalex-snapshot
Crash risk of the euro in the sovereign debt crisis of 2009–2010
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2012.10.010openalex-snapshot
Are banks too big to fail or too big to save? International evidence from equity prices and CDS spreads
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2013.05.030openalex-snapshot
Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes: A measure of spillover effect in European debt crisis
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2013.07.001openalex-snapshot
The impact of CDS trading on the bond market: Evidence from Asia
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2013.07.010openalex-snapshot
Credit and liquidity components of corporate CDS spreads
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2013.07.037openalex-snapshot
The efficacy of regulatory intervention: Evidence from the distribution of informed option trading
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2014.01.008openalex-snapshot
An analysis of price discovery from panel data models of CDS and equity returns
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2014.06.003openalex-snapshot
Bank regulation, risk and return: Evidence from the credit and sovereign debt crises
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2014.10.015openalex-snapshot
Credit default swaps and the market for sovereign debt
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2014.12.021openalex-snapshot
Which financial stocks did short sellers target in the subprime crisis?
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2015.08.024openalex-snapshot
The liquidity premium in CDS transaction prices: Do frictions matter?
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2016.03.018openalex-snapshot
The impact of news articles and corporate disclosure on credit risk valuation
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2016.11.007openalex-snapshot
Information in CDS spreads
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2016.11.010openalex-snapshot
Slow diffusion of information and price momentum in stocks: Evidence from options markets
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2017.11.008openalex-snapshot
The surface of implied firm’s asset volatility
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2018.05.013openalex-snapshot
The informational role of options markets: Evidence from FOMC announcements
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2019.105608openalex-snapshot
Financial Market Development and Firm Investment in Tax Avoidance: Evidence from Credit Default Swap Market
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2021.106067openalex-snapshot
To change or not to change? The CDS market response of firms on credit watch
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2021.106191openalex-snapshot
Under-reaction in the sovereign CDS market
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2022.106418openalex-snapshot
Credit derivatives and corporate default prediction
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2022.106431openalex-snapshot
The CDS Market Reaction to Loan Renegotiation Announcements
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2024.107243openalex-snapshot
Trading options and CDS on stocks under the short sale ban
inferred← citeshttps://doi.org/10.1016/j.jbusres.2008.01.004openalex-snapshot
Two-stage models for the analysis of information content of equity-selling mechanisms choices
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2012.10.001openalex-snapshot
Conflicts of interest on corporate boards: The effect of creditor-directors on acquisitions
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2015.09.001openalex-snapshot
The effects of stock liquidity on firm value and corporate governance: Endogeneity and the REIT experiment
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2016.01.005openalex-snapshot
The transformation of banking: Tying loan interest rates to borrowers' CDS spreads
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2016.05.002openalex-snapshot
Information asymmetry, the cost of debt, and credit events: Evidence from quasi-random analyst disappearances
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2016.12.006openalex-snapshot
Why and how do banks lay off credit risk? The choice between retention, loan sales and credit default swaps
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2018.01.003openalex-snapshot
Tax avoidance and cost of debt: The case for loan-specific risk mitigation and public debt financing
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2019.06.006openalex-snapshot
The relationship insurance role of financial conglomerates: Evidence from earnings announcements
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2020.101818openalex-snapshot
Strategic insider trading in foreign exchange markets
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2021.101912openalex-snapshot
Forgive Me All My Sins: How Penalties Imposed on Banks Travel Through Markets
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2021.102088openalex-snapshot
Institutional Dual Holdings and Risk Shifting: Evidence from Corporate Innovation
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2023.102494openalex-snapshot
Credit default swaps and corporate debt structure
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2025.102738openalex-snapshot
Risk-taking incentives and firm credit risk
inferred← citeshttps://doi.org/10.1016/j.jeconbus.2010.09.003openalex-snapshot
What explains default risk premium during the financial crisis? Evidence from Japan
inferred← citeshttps://doi.org/10.1016/j.jeconbus.2011.11.003openalex-snapshot
Sources of target stock price run-up prior to acquisitions
inferred← citeshttps://doi.org/10.1016/j.jeconbus.2016.03.001openalex-snapshot
Determinants of bank CDS spreads in Europe
inferred← citeshttps://doi.org/10.1016/j.jeconbus.2017.11.001openalex-snapshot
The impact of the Volcker rule on targeted banks, systemic risk, liquidity, and financial reporting quality
inferred← citeshttps://doi.org/10.1016/j.jedc.2014.01.015openalex-snapshot
Financial innovation and bank behavior: Evidence from credit markets
inferred← citeshttps://doi.org/10.1016/j.jedc.2020.104033openalex-snapshot
The role of the leverage effect in the price discovery process of credit markets
inferred← citeshttps://doi.org/10.1016/j.jedc.2026.105322openalex-snapshot
Decoding news: How media risk and ambiguity shape CDS spreads
inferred← citeshttps://doi.org/10.1016/j.jempfin.2015.06.004openalex-snapshot
Euro at risk: The impact of member countries' credit risk on the stability of the common currency
inferred← citeshttps://doi.org/10.1016/j.jempfin.2016.07.006openalex-snapshot
CDS-bond basis and bond return predictability
inferred← citeshttps://doi.org/10.1016/j.jempfin.2017.09.002openalex-snapshot
A causal link between bond liquidity and stock returns
inferred← citeshttps://doi.org/10.1016/j.jempfin.2024.101500openalex-snapshot
Global and local information efficiency: An examination of samuelson's dictum
inferred← citeshttps://doi.org/10.1016/j.jet.2013.07.001openalex-snapshot
Counterparty risk externality: Centralized versus over-the-counter markets
inferred← citeshttps://doi.org/10.1016/j.jet.2016.01.005openalex-snapshot
Market making with asymmetric information and inventory risk
inferred← citeshttps://doi.org/10.1016/j.jfi.2008.03.001openalex-snapshot
Credit derivatives, capital requirements and opaque OTC markets
inferred← citeshttps://doi.org/10.1016/j.jfi.2017.05.003openalex-snapshot
Information asymmetry and risk transfer markets
inferred← citeshttps://doi.org/10.1016/j.jfi.2017.05.006openalex-snapshot
Do banks’ overnight borrowing rates lead their CDS price? Evidence from the Eurosystem
inferred← citeshttps://doi.org/10.1016/j.jfi.2017.08.002openalex-snapshot
Trading by Bank Insiders Before and During the Financial Crisis
inferred← citeshttps://doi.org/10.1016/j.jfi.2025.101151openalex-snapshot
Sideshow or center stage? Information transmission between CDS and equity markets
inferred← citeshttps://doi.org/10.1016/j.jfineco.2010.08.002openalex-snapshot
More insiders, more insider trading: Evidence from private-equity buyouts☆
inferred← citeshttps://doi.org/10.1016/j.jfineco.2010.10.002openalex-snapshot
Do hedge funds trade on private information? Evidence from syndicated lending and short-selling☆
inferred← citeshttps://doi.org/10.1016/j.jfineco.2010.11.004openalex-snapshot
Institutional stock trading on loan market information☆
inferred← citeshttps://doi.org/10.1016/j.jfineco.2011.10.010openalex-snapshot
Endogenous liquidity in credit derivatives
inferred← citeshttps://doi.org/10.1016/j.jfineco.2012.08.004openalex-snapshot
Laying off credit risk: Loan sales versus credit default swaps
inferred← citeshttps://doi.org/10.1016/j.jfineco.2014.07.004openalex-snapshot
Corporate Distress and Lobbying: Evidence from the Stimulus Act
inferred← citeshttps://doi.org/10.1016/j.jfineco.2016.01.019openalex-snapshot
Does Dodd-Frank Affect OTC Transaction Costs and Liquidity? Evidence from Real-Time CDS Trade Reports
inferred← citeshttps://doi.org/10.1016/j.jfineco.2016.01.021openalex-snapshot
Dual ownership, returns, and voting in mergers
inferred← citeshttps://doi.org/10.1016/j.jfineco.2016.02.005openalex-snapshot
The leverage externalities of credit default swaps
inferred← citeshttps://doi.org/10.1016/j.jfineco.2016.02.015openalex-snapshot
Volatility risk premia and exchange rate predictability
inferred← citeshttps://doi.org/10.1016/j.jfineco.2017.01.002openalex-snapshot
The term structure of credit spreads, firm fundamentals, and expected stock returns
inferred← citeshttps://doi.org/10.1016/j.jfineco.2018.07.011openalex-snapshot
When do CDS spreads lead? Rating events, private entities, and firm-specific information flows
inferred← citeshttps://doi.org/10.1016/j.jfineco.2018.08.007openalex-snapshot
Industry familiarity and trading: Evidence from the personal portfolios of industry insiders
inferred← citeshttps://doi.org/10.1016/j.jfineco.2020.02.010openalex-snapshot
Prime (Information) Brokerage
inferred← citeshttps://doi.org/10.1016/j.jfineco.2021.08.005openalex-snapshot
Ripples into waves: Trade networks, economic activity, and asset prices
inferred← citeshttps://doi.org/10.1016/j.jfineco.2026.104338openalex-snapshot
Strategic communication among banks
inferred← citeshttps://doi.org/10.1016/j.jfs.2011.10.005openalex-snapshot
Information efficiency of the U.S. credit default swap market: Evidence from earnings surprises
inferred← citeshttps://doi.org/10.1016/j.jfs.2011.12.003openalex-snapshot
Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?
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