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Limited Arbitrage between Equity and Credit Markets · Study

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PreprintLimited Arbitrage between Equity and Credit Markets

Nikunj Kapadia2011

OA

Preprintgreen2011

Limited Arbitrage between Equity and Credit Markets

Nikunj Kapadia · Xiaoling Pu

39 citations·0/0 files stored·SSRN Electronic Journal

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Credit Risk and Financial Regulations Financial Markets and Investment Strategies Stochastic processes and financial applications

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References

1992The Cross-Section of Expected Stock Returns 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2002Illiquidity and stock returns: cross-section and time-series effects 1938A NEW MEASURE OF RANK CORRELATION 1990Noise Trader Risk in Financial Markets 1987A Simple Model of Capital Market Equilibrium with Incomplete Information 2003Liquidity Risk and Expected Stock Returns

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2014The Informational Role of Stock and Bond Volume

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2012Limited arbitrage between equity and credit marketsarticle · 59 shared references 2014The Empirical Analysis of Liquidityarticle · 25 shared references 2014Credit Default Swaps: A Surveyarticle · 19 shared references 2011The Impact of Government Interventions on CDS and Equity Marketspreprint · 19 shared references 2013Market Liquidity—Theory and Empirical Evidencechapter · 18 shared references 2012Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreadspreprint · 18 shared references

Details

Year2011

Typepreprint

Published2011-12-28

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations39

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.2139/ssrn.1360542

openalex_workW2063783465

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