Informed trading in the CDS and OTM put option markets
Year of publication: |
2022
|
---|---|
Authors: | Hu, May ; Narayan, Paresh Kumar ; Park, Jason ; Verhoeven, Peter |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 79.2022, p. 353-367
|
Subject: | Credit default swap | Cross-market arbitrage | Informed trading | Market efficiency | Options | Price discovery | Kreditderivat | Credit derivative | Optionsgeschäft | Option trading | Effizienzmarkthypothese | Efficient market hypothesis | Asymmetrische Information | Asymmetric information | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Arbitrage | Swap |
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