An analysis of price discovery from panel data models of CDS and equity returns

Narayan, Paresh, Sharma, Susan and Thuraisamy, Kannan 2014, An analysis of price discovery from panel data models of CDS and equity returns, Journal of Banking and Finance, vol. 41, pp. 167-177.

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Title An analysis of price discovery from panel data models of CDS and equity returns
Author(s) Narayan, Paresh
Sharma, Susan
Thuraisamy, Kannan
Journal name Journal of Banking and Finance
Volume number 41
Start page 167
End page 177
Total pages 11
Publisher Elsevier BV
Place of publication Amsterdam, Netherlands
Publication date 2014
ISSN 0378-4266
1872-6372
Keyword(s) Price discovery
Sizes
Sectors
Panel data
CDS spread
Language eng
Field of Research 150202 Financial Econometrics
Socio Economic Objective 910102 Demography
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2014, Elsevier
Persistent URL http://hdl.handle.net/10536/DRO/DU:30060467

Document type: Journal Article
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
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