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Related Securities and Equity Market Quality: The Case of CDS
16 references·8 citing·40 second hop
Related Securities and Equity Market Quality: The Case of CDS (2015)Related Securities and Equity Market Qual…Handbook of the Economics of Finance (2013)Handbook of the Economics of …Do liquidity measures measure liquidity?☆ (2009)Do liquidity measures measure…Individual Investor Trading and Stock Returns (2008)Individual Investor Trading a…Corporate Bond Market Transaction Costs and Transparency (2007)Corporate Bond Market Transac…An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps (2005)An Empirical Analysis of the …Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Market microstructure: A survey (2000)Market microstructure: A surv…Option Volume and Stock Prices: Evidence on Where Informed Traders Trade (1998)Option Volume and Stock Price…Market Microstructure Theory. (1996)Market Microstructure Theory.Market microstructure theory (1995)Market microstructure theoryThe Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)The Effect of Bond Rating Age…Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)On the Pricing of Corporate D…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Withholding Bad News in the Face of Credit Default Swap Trading: Evidence from Stock Price Crash Risk (2023)Withholding Bad News in the F…Investor attention and municipal bond returns (2022)Investor attention and munici…Credit Default Swaps and Firm Value (2018)Credit Default Swaps and Firm…When does the bond price reaction to earnings announcements predict future stock returns? 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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
  • 2013Handbook of the Economics of Finance1,813 cited
  • 2009Do liquidity measures measure liquidity?☆1,425 cited
  • 1995Market microstructure theory1,305 cited
  • 2005An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps1,166 cited
  • 1996Market Microstructure Theory.1,152 cited
  • 2000Market microstructure: A survey1,133 cited
  • 1998Option Volume and Stock Prices: Evidence on Where Informed Traders Trade1,089 cited
  • 2008Individual Investor Trading and Stock Returns1,014 cited
  • 1992The Effect of Bond Rating Agency Announcements on Bond and Stock Prices

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1,002 cited
  • 2007Corporate Bond Market Transaction Costs and Transparency966 cited
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    • 2022Investor attention and municipal bond returns48 cited
    • 2013The Drivers of Credit Default Swap Prices: Evidence from Selected Emerging Market Countries42 cited
    • 2016Credit derivatives and stock return synchronicity35 cited
    • 2023Withholding Bad News in the Face of Credit Default Swap Trading: Evidence from Stock Price Crash Risk29 cited
    • 2017Managerial Discretion in Accruals and Informational Efficiency25 cited