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Short‐selling and credit default swap spreads—Where do informed traders trade? |
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| Authors: | Steven Lecce Andrew Lepone Michael D McKenzie Jin Boon Wong Jin Y Yang |
| Institution: | 1. The University of Sydney Business School, Sydney, Australia;2. Macquarie Graduate School of Management, Sydney, Australia;3. Capital Markets CRC Limited, Sydney, Australia;4. University of Liverpool, Liverpool, United Kingdom;5. Zayed University, Abu Dhabi, United Arab Emirates |
| Abstract: | |
| Keywords: | CDS spreads credit default swaps credit spreads securities lending short‐selling |