We examine how the existence of individual equity options, publicly traded corporate bonds and credit default swap (CDS) contracts affects equity market quality for a panel of NYSE-listed firms during 2003-2007.
College of Business, University of Oregonand Affiliate Professor, EDHEC Business School
Georgia Tech University
Yale School of Management
Type: | Working paper |
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Date: | le 21/10/2010 |
Extra information : | For more information, please contact Joanne Finlay, EDHEC Research and Development Department [ [email protected] ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School. |
Research Cluster : | Finance |