Matches in SemOpenAlex for { <https://semopenalex.org/work/W2199908739> ?p ?o ?g. }
Showing items 1 to 75 of
75
with 100 items per page.
- W2199908739 abstract "This paper presents a comprehensive analysis of the role of credit default swaps (CDS) in information production surrounding earnings announcements. First, we demonstrate that the strength of CDS price discovery prior to earnings announcements is related to the presence of private information and the illiquidity of the underlying corporate bonds, consistent with the CDS market being a preferred venue for informed trading. Next, we ask how the information revealed through CDS trading influences the output of equity and credit rating analysts. We find that post-CDS trading, the dispersion and error of earnings-per-share forecasts are generally reduced, and downgrades by both types of analysts become more frequent and more timely before large negative earnings surprises, suggesting that the CDS market conveys information valuable to financial analysts." @default.
- W2199908739 created "2016-06-24" @default.
- W2199908739 creator A5013143994 @default.
- W2199908739 creator A5056856646 @default.
- W2199908739 creator A5067500120 @default.
- W2199908739 date "2012-01-01" @default.
- W2199908739 modified "2023-10-14" @default.
- W2199908739 title "Credit Derivatives and Earnings Announcements" @default.
- W2199908739 cites W1485872351 @default.
- W2199908739 cites W2051698636 @default.
- W2199908739 cites W2105973145 @default.
- W2199908739 cites W2122733781 @default.
- W2199908739 cites W2128127523 @default.
- W2199908739 cites W2156361014 @default.
- W2199908739 cites W2160275010 @default.
- W2199908739 cites W3121769053 @default.
- W2199908739 cites W3122617702 @default.
- W2199908739 cites W3123160767 @default.
- W2199908739 cites W3123608615 @default.
- W2199908739 cites W3123633846 @default.
- W2199908739 cites W3124083221 @default.
- W2199908739 cites W3124638216 @default.
- W2199908739 cites W3125577664 @default.
- W2199908739 cites W4205384207 @default.
- W2199908739 cites W4230412795 @default.
- W2199908739 cites W4236249419 @default.
- W2199908739 cites W4250672141 @default.
- W2199908739 doi "https://doi.org/10.2139/ssrn.2019807" @default.
- W2199908739 hasPublicationYear "2012" @default.
- W2199908739 type Work @default.
- W2199908739 sameAs 2199908739 @default.
- W2199908739 citedByCount "8" @default.
- W2199908739 countsByYear W21999087392014 @default.
- W2199908739 countsByYear W21999087392015 @default.
- W2199908739 countsByYear W21999087392016 @default.
- W2199908739 countsByYear W21999087392017 @default.
- W2199908739 countsByYear W21999087392018 @default.
- W2199908739 countsByYear W21999087392020 @default.
- W2199908739 crossrefType "journal-article" @default.
- W2199908739 hasAuthorship W2199908739A5013143994 @default.
- W2199908739 hasAuthorship W2199908739A5056856646 @default.
- W2199908739 hasAuthorship W2199908739A5067500120 @default.
- W2199908739 hasConcept C121955636 @default.
- W2199908739 hasConcept C144133560 @default.
- W2199908739 hasConcept C147808555 @default.
- W2199908739 hasConcept C162324750 @default.
- W2199908739 hasConcept C190775180 @default.
- W2199908739 hasConcept C2781426361 @default.
- W2199908739 hasConcept C556758197 @default.
- W2199908739 hasConcept C73283319 @default.
- W2199908739 hasConceptScore W2199908739C121955636 @default.
- W2199908739 hasConceptScore W2199908739C144133560 @default.
- W2199908739 hasConceptScore W2199908739C147808555 @default.
- W2199908739 hasConceptScore W2199908739C162324750 @default.
- W2199908739 hasConceptScore W2199908739C190775180 @default.
- W2199908739 hasConceptScore W2199908739C2781426361 @default.
- W2199908739 hasConceptScore W2199908739C556758197 @default.
- W2199908739 hasConceptScore W2199908739C73283319 @default.
- W2199908739 hasLocation W21999087391 @default.
- W2199908739 hasOpenAccess W2199908739 @default.
- W2199908739 hasPrimaryLocation W21999087391 @default.
- W2199908739 hasRelatedWork W1856186629 @default.
- W2199908739 hasRelatedWork W1968380738 @default.
- W2199908739 hasRelatedWork W2002858060 @default.
- W2199908739 hasRelatedWork W20041675 @default.
- W2199908739 hasRelatedWork W2032400737 @default.
- W2199908739 hasRelatedWork W2034735625 @default.
- W2199908739 hasRelatedWork W2038565495 @default.
- W2199908739 hasRelatedWork W2040130734 @default.
- W2199908739 hasRelatedWork W2761637293 @default.
- W2199908739 hasRelatedWork W3121947044 @default.
- W2199908739 isParatext "false" @default.
- W2199908739 isRetracted "false" @default.
- W2199908739 magId "2199908739" @default.
- W2199908739 workType "article" @default.