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1. Hidden in the Factors? The Effect of Credit Risk on the Cross-section of Equity Returns. (2016). Nielsen, Caren Yinxia ; Nielsen, Caren Yinxia Guo, .
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2. Informed trading in oil-futures market. (2016). Sévi, Benoît ; Rousse, O.
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3. Anticipation of takeovers in stock and options markets. (2015). Liu, Dehong ; Lallemand, Justin ; Lung, Pei Peter .
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4. Fire Sales and Information Advantage: When Informed Investor Helps. (2015). Zhang, Lei ; Massa, Massimo.
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5. Insider Trading in the Bond Market: Evidence from Loan Sale Events. (2015). Schmidt, Daniel ; Massa, Massimo.
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6. The price impact of CDS trading. (2013). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Trapp, Monika .
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7. Is proprietary trading detrimental to retail investors?. (2013). Fecht, Falko ; Hackethal, Andreas ; Karabulut, Yigitcan.
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8. The price impact of CDS trading. (2013). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Trapp, Monika .
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9. An Analysis of CDS Market Liquidity by the Hawkes Process. (2013). Egami, Masahiko ; Kato, Yasuyuki ; Sawaki, Tomochika .
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10. Stock Prices and Stock Return Volatilities Implied by the Credit Market. (2013). Byström, Hans ; Bystrom, Hans.
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11. Laying off credit risk: Loan sales versus credit default swaps. (2013). Winton, Andrew ; Parlour, Christine A..
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12. Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes: A measure of spillover effect in European debt crisis. (2013). Lo, Chi-Fai ; Lau, Chun-Sing ; Hui, Cho-Hoi.
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13. Are banks too big to fail or too big to save? International evidence from equity prices and CDS spreads. (2013). Huizinga, Harry ; Demirguc-Kunt, Asli ; Demirgu-Kunt, Asli.
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14. The network structure of the CDS market and its determinants. (2013). Vuillemey, Guillaume ; Peltonen, Tuomas ; Scheicher, Martin.
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15. The price impact of CDS trading. (2012). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Trapp, Monika .
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16. Price Discovery of Credit Spreads in Tranquil and Crisis Periods. (2012). Avino, Davide.
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17. Nonparametric HAC estimation for time series data with missing observations. (2012). Datta, Deepa Dhume ; Du, Wenxin .
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18. How the Subprime Crisis went global: Evidence from bank credit default swap spreads. (2012). Sarno, Lucio ; Mody, Ashoka ; Eichengreen, Barry ; Nedeljkovic, Milan.
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19. Endogenous liquidity in credit derivatives. (2012). Yu, Fan ; Qiu, Jiaping.
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20. Sources of target stock price run-up prior to acquisitions. (2012). Madura, Jeff ; Brigida, Matthew .
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21. Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?. (2012). BORIO, Claudio ; Zhu, Haibin .
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22. Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis. (2012). Naifar, Nader.
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23. Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency. (2012). Wolff, Christian ; Rasmouki, Fanou ; Lehnert, Thorsten ; Jin, Xisong ; bekkour, lamia.
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24. Information Flow between Sovereign CDS and Dollar-Yen Currency Option Markets in the Sovereign Debt Crisis of 2009-2011. (2011). Hui, Cho-Hoi ; Fong, Tom .
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25. Asymmetric convergence in US financial credit default swap sector index markets. (2011). Hammoudeh, Shawkat ; Chen, Li-Hsueh ; Yuan, Yuan.
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26. Do hedge funds trade on private information? Evidence from syndicated lending and short-selling. (2011). Nandy, Debarshi ; Saunders, Anthony ; Massoud, Nadia ; Song, Keke.
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27. Institutional stock trading on loan market information. (2011). Ivashina, Victoria ; Sun, Zheng.
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28. What explains default risk premium during the financial crisis? Evidence from Japan. (2011). Naifar, Nader.
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29. Crash risk of the euro in the sovereign debt crisis of 2009-2010. (2011). Hui, Cho-Hoi ; Chung, Tsz-Kin.
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30. The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps. (2011). Bekkour, Lamia ; Lehnert, Thorsten ; Amadari, Maria Chiara .
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31. Are all Credit Default Swap Databases Equal?. (2010). Mayordomo, Sergio ; Schwartz, Eduardo S. ; Pea, Juan Ignacio.
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32. More insiders, more insider trading: Evidence from private-equity buyouts. (2010). Acharya, Viral ; TimothyC. Johnson, .
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33. The reaction of emerging market credit default swap spreads to sovereign credit rating changes. (2010). Kazemi, Hossein ; Ismailescu, Iuliana.
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34. Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 2005. (2010). Gex, Mathieu ; Coudert, Virginie.
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35. The information content of option-implied volatility for credit default swap valuation. (2010). Cao, Charles ; Zhong, Zhaodong ; Yu, Fan.
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36. Are all Credit Default Swap databases equal?. (2010). Mayordomo, Sergio ; Schwartz, Eduardo S. ; Juan Ignacio Peña Sanchez de Rivera, .
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37. Are banks too big to fail or too big to save? International evidence from equity prices and CDS spreads. (2010). Huizinga, Harry ; Demirguc-Kunt, Asli.
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38. Credit Default Swaps and the Credit Crisis. (2010). Stulz, René.
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39. Credit Default Swaps and the Credit Crisis. (2009). Stulz, René.
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40. Has the CDS market lowered the cost of corporate debt?. (2009). santos, joao ; Ashcraft, Adam ; Santos, Joao A. C., .
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42. Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS. (2009). Pea, Juan Ignacio ; Forte, Santiago.
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43. A value at risk analysis of credit default swaps. (2008). Raunig, Burkhard ; Scheicher, Martin.
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44. Credit derivatives and loan pricing. (2008). Wagner, Wolf ; Norden, Lars.
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45. How Much Do Banks Use Credit Derivatives to Hedge Loans?. (2008). Stulz, René ; Minton, Bernadette ; Williamson, Rohan .
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46. Investment Banks as Insiders and the Market for Corporate Control. (2008). Simonov, Andrei ; Massa, Massimo ; Bodnaruk, Andriy .
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47. Innovations in credit risk transfer: implications for financial stability. (2008). Duffie, Darrell.
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48. Credit Risk Transfer: To Sell or to Insure. (2007). Thompson, James.
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49. Trading Credit Default Swaps via Interdealer Brokers. (2007). Gündüz, Yalin ; Gunduz, Yalin ; Ludecke, Torsten ; Uhrig-Homburg, Marliese.
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50. Has the credit derivatives swap market lowered the cost of corporate debt?. (2007). santos, joao ; Ashcraft, Adam.
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