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VGU RESEARCH REPOSITORY


Please use this identifier to cite or link to this item: https://epub.vgu.edu.vn/handle/dlibvgu/707
DC FieldValueLanguage
dc.contributor.authorNguyen Minh Thongen_US
dc.date.accessioned2020-03-12T17:07:15Z-
dc.date.available2020-03-12T17:07:15Z-
dc.date.issued2018-
dc.identifier.urihttp://epub.vgu.edu.vn/handle/dlibvgu/707-
dc.description.abstractRegulators and participants have long been concerned about informed trading in the market for credit default swaps. This paper attempts to analyze the problem quantitatively. Using news reflected in the stock market as a benchmark for nonpublic information, I find significant flow of information that arrived in the credit market before equity market and this implies that insider trading is prevalent for credit derivative market in Europe. Moreover, information revelation occurs mostly on days with negative shock to CDS market and information flow increases proportionally with the number of daily news papers related to the stock of a specific firm. I find no evidence, however, that the degree of this correlation between information flow and media coverage is significant.en_US
dc.language.isoenen_US
dc.publisherVietnamese-German Universityen_US
dc.rightsAttribution-NonCommercial 4.0 International*
dc.rights.urihttps://creativecommons.org/licenses/by-nc/4.0/*
dc.subjectInformation flowsen_US
dc.subjectMedia coverageen_US
dc.titleInformation flows and media coverageen_US
dc.typeThesisen_US
item.fulltextWith Fulltext-
item.languageiso639-1other-
item.grantfulltextrestricted-
Appears in Collections:Finance & Accounting (FA)
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