Cross-market informed trading in the CDS and option markets
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DOI: 10.1016/j.gfj.2021.100646
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More about this item
Keywords
Credit default swap; Options; Market efficiency; Informed trading; Over-the-counter markets;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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