Information efficiency of the U.S. credit default swap market: Evidence from earnings surprises
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DOI: 10.1016/j.jfs.2011.10.005
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More about this item
Keywords
Credit default swap; Market efficiency; Earnings surprise; Bond rating;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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