1. Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2017). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T.
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2. Milk or wine: Mutual funds (dis)economies of life. (2015). Dahm, Laura K ; Sorhage, Christoph .
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3. Resiliency: A dynamic view of liquidity. (2015). Yadav, Pradeep K. ; Gehde-Trapp, Monika ; Mayston, Daniel ; Kempf, Alexander.
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4. Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y.
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5. Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y..
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6. Speed of information diffusion within fund families. (2015). Jaspersen, Stefan ; Cici, Gjergji ; Kempf, Alexander.
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7. Speed of information diffusion within fund families. (2015). Jaspersen, Stefan ; Cici, Gjergji ; Kempf, Alexander.
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8. CEO fitness and firm value. (2014). Limbach, Peter ; Sonnenburg, Florian.
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9. CEO fitness and firm value. (2014). Limbach, Peter ; Sonnenburg, Florian.
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10. What they did in their previous life: The investment value of mutual fund managers experience outside the financial sector. (2014). Gehde-Trapp, Monika ; Goricke, Marc-Andre ; Cici, Gjergji ; Kempf, Alexander.
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11. Dividend taxation and DAX futures prices. (2014). Theissen, Erik ; Fink, Christopher .
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12. Outsourcing of mutual funds non-core competencies and the impact on operational outcomes: Evidence from funds shareholder services. (2014). Sorhage, Christoph .
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13. Market transparency and the marking precision of bond mutual fund managers. (2014). Gündüz, Yalin ; Gunduz, Yalin ; Gibson, Scott ; Merrick, John J. ; Cici, Gjergji.
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14. Investor sentiment, flight-to-quality, and corporate bond comovement. (2014). Bethke, Sebastian ; Gehde-Trapp, Monika ; Kempf, Alexander.
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15. Investor sentiment, flight-to-quality, and corporate bond comovement. (2014). Bethke, Sebastian ; Trapp, Monika ; Kempf, Alexander.
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16. Mandatory portfolio disclosure, stock liquidity, and mutual fund performance. (2014). Tang, Yuehua ; Agarwal, Vikas ; Mullally, Kevin Andrew ; Yang, Baozhong.
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1. Acharya, V. and T. Johnson, 2007, Insider trading in credit derivatives, Journal of Financial Economics, 84, 110-141.

2. Ashcraft , Adam B., and João A.C. Santos, 2009, Has the CDS market lowered the cost of corporate debt? Journal of Monetary Economics, 56 (4), 514–523.

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6. Cici, G., S. Gibson, and J. Merrick, 2011, Missing the marks? Dispersion in corporate bond valuations across mutual funds, Journal of Financial Economics 101, 206–226.

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8. Duffie, Darrell, 1999, Credit swap valuation, Financial Analysts Journal 55, 73–87.

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12. Forte, S., and J. Pena, 2009, Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS, Journal of Banking and Finance 33, 2013-2025.

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15. Jorion, Philippe, and Gaiyan Zhang, 2009, Credit contagion from counterparty risk, Journal of Finance, 64, 2053-2087.

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19. Norden, Lars, and Martin Weber, 2009, The co-movement of credit default swap, bond and stock markets: An empirical analysis, European Financial Management 15, 529-562.

20. Tempelman, J., 2009, Price transparency in the US corporate bond markets, The Journal of Portfolio Management, 35, 3, 27-33.
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21. Zhang, B. Y., H. Zhou, and H. Zhu, 2009, Explaining credit default swap spreads with the equity volatility and jump risks of individual firms,” Review of Financial Studies 22, 5099-5131.

1. Hidden in the Factors? The Effect of Credit Risk on the Cross-section of Equity Returns. (2016). Nielsen, Caren Yinxia ; Nielsen, Caren Yinxia Guo, .
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2. Informed trading in oil-futures market. (2016). Sévi, Benoît ; Rousse, Olivier.
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3. Anticipation of takeovers in stock and options markets. (2015). Lung, Pei Peter ; Lallemand, Justin ; Liu, Dehong.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:39:y:2015:i:c:p:19-35.

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4. Fire Sales and Information Advantage: When Informed Investor Helps. (2015). Massa, Massimo ; Zhang, Lei.
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5. Insider Trading in the Bond Market: Evidence from Loan Sale Events. (2015). Massa, Massimo ; Schmidt, Daniel.
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6. The price impact of CDS trading. (2013). Gündüz, Yalin ; Gunduz, Yalin ; Trapp, Monika ; Nasev, Julia.
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   RePEc:zbw:cfrwps:1212r.

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7. Is proprietary trading detrimental to retail investors?. (2013). Fecht, Falko ; Karabulut, Yigitcan ; Hackethal, Andreas.
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8. The price impact of CDS trading. (2013). Gündüz, Yalin ; Gunduz, Yalin ; Trapp, Monika ; Nasev, Julia.
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9. An Analysis of CDS Market Liquidity by the Hawkes Process. (2013). Kato, Yasuyuki ; Sawaki, Tomochika ; Egami, Masahiko.
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10. Stock Prices and Stock Return Volatilities Implied by the Credit Market. (2013). Byström, Hans ; Bystrom, Hans.
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11. Laying off credit risk: Loan sales versus credit default swaps. (2013). Parlour, Christine A. ; Winton, Andrew.
    In: Journal of Financial Economics.
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12. Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes: A measure of spillover effect in European debt crisis. (2013). Lau, Chun-Sing ; Hui, Cho-Hoi ; Lo, Chi-Fai.
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13. Are banks too big to fail or too big to save? International evidence from equity prices and CDS spreads. (2013). Huizinga, Harry ; Demirguc-Kunt, Asli ; Demirgu-Kunt, Asli.
    In: Journal of Banking & Finance.
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14. The network structure of the CDS market and its determinants. (2013). Vuillemey, Guillaume ; Peltonen, Tuomas ; Scheicher, Martin.
    In: Working Paper Series.
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15. The price impact of CDS trading. (2012). Gündüz, Yalin ; Gunduz, Yalin ; Trapp, Monika ; Nasev, Julia.
    In: CFR Working Papers.
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16. Price Discovery of Credit Spreads in Tranquil and Crisis Periods. (2012). Varotto, Simone ; Lazar, Emese ; Avino, Davide.
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17. Nonparametric HAC estimation for time series data with missing observations. (2012). Datta, Deepa ; Du, Wenxin.
    In: International Finance Discussion Papers.
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18. How the Subprime Crisis went global: Evidence from bank credit default swap spreads. (2012). Sarno, Lucio ; Mody, Ashoka ; Eichengreen, Barry ; Nedeljkovic, Milan.
    In: Journal of International Money and Finance.
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19. Endogenous liquidity in credit derivatives. (2012). Qiu, Jiaping ; Yu, Fan.
    In: Journal of Financial Economics.
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20. Sources of target stock price run-up prior to acquisitions. (2012). Brigida, Matthew ; Madura, Jeff.
    In: Journal of Economics and Business.
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21. Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?. (2012). BORIO, Claudio ; Zhu, Haibin.
    In: Journal of Financial Stability.
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22. Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis. (2012). Naifar, Nader.
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23. Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency. (2012). Wolff, Christian ; Rasmouki, Fanou ; Lehnert, Thorsten ; Jin, Xisong ; bekkour, lamia.
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24. Information Flow between Sovereign CDS and Dollar-Yen Currency Option Markets in the Sovereign Debt Crisis of 2009-2011. (2011). Fong, Tom ; Hui, Cho-Hoi.
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25. Asymmetric convergence in US financial credit default swap sector index markets. (2011). Hammoudeh, Shawkat ; Yuan, Yuan ; Chen, Li-Hsueh.
    In: The Quarterly Review of Economics and Finance.
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26. Do hedge funds trade on private information? Evidence from syndicated lending and short-selling. (2011). Nandy, Debarshi ; Massoud, Nadia ; Song, Keke ; Saunders, Anthony.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:3:p:477-499.

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27. Institutional stock trading on loan market information. (2011). Sun, Zheng ; Ivashina, Victoria.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:2:p:284-303.

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28. What explains default risk premium during the financial crisis? Evidence from Japan. (2011). Naifar, Nader.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:63:y:2011:i:5:p:412-430.

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29. Crash risk of the euro in the sovereign debt crisis of 2009-2010. (2011). Chung, Tsz-Kin ; Hui, Cho-Hoi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:2945-2955.

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30. The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps. (2011). Lehnert, Thorsten ; Amadari, Maria Chiara ; Bekkour, Lamia.
    In: LSF Research Working Paper Series.
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31. Are all Credit Default Swap Databases Equal?. (2010). Mayordomo, Sergio ; Pea, Juan Ignacio ; Schwartz, Eduardo S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16590.

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32. More insiders, more insider trading: Evidence from private-equity buyouts. (2010). Acharya, Viral ; Johnson, Timothy C..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:98:y:2010:i:3:p:500-523.

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33. The reaction of emerging market credit default swap spreads to sovereign credit rating changes. (2010). Ismailescu, Iuliana ; Kazemi, Hossein.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:12:p:2861-2873.

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34. Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 2005. (2010). Gex, Mathieu ; Coudert, Virginie.
    In: Journal of International Financial Markets, Institutions and Money.
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35. The information content of option-implied volatility for credit default swap valuation. (2010). Zhong, Zhaodong ; Cao, Charles ; Yu, Fan.
    In: Journal of Financial Markets.
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36. Are all Credit Default Swap databases equal?. (2010). Mayordomo, Sergio ; Juan Ignacio Peña Sanchez de Rivera, ; Schwartz, Eduardo S..
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb104621.

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37. Are banks too big to fail or too big to save? International evidence from equity prices and CDS spreads. (2010). Huizinga, Harry ; Demirguc-Kunt, Asli.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7903.

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38. Credit Default Swaps and the Credit Crisis. (2010). Stulz, René.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:24:y:2010:i:1:p:73-92.

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39. Credit Default Swaps and the Credit Crisis. (2009). Stulz, René.
    In: NBER Working Papers.
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40. Has the CDS market lowered the cost of corporate debt?. (2009). santos, joao ; Ashcraft, Adam ; Santos, Joao A. C., .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:56:y:2009:i:4:p:514-523.

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41. Two-stage models for the analysis of information content of equity-selling mechanisms choices. (2009). Lee, Cheng Few ; YiLin, Wu.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:62:y:2009:i:1:p:123-133.

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42. Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS. (2009). Forte, Santiago ; Pea, Juan Ignacio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:11:p:2013-2025.

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43. A value at risk analysis of credit default swaps. (2008). Raunig, Burkhard ; Scheicher, Martin.
    In: Discussion Paper Series 2: Banking and Financial Studies.
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44. Credit derivatives and loan pricing. (2008). Wagner, Wolf ; Norden, Lars.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:12:p:2560-2569.

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45. How Much Do Banks Use Credit Derivatives to Hedge Loans?. (2008). Stulz, René ; Williamson, Rohan ; Minton, Bernadette.
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46. Investment Banks as Insiders and the Market for Corporate Control. (2008). Simonov, Andrei ; Massa, Massimo ; Bodnaruk, Andriy.
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    RePEc:cpr:ceprdp:6953.

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47. Innovations in credit risk transfer: implications for financial stability. (2008). Duffie, Darrell.
    In: BIS Working Papers.
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48. Credit Risk Transfer: To Sell Or To Insure. (2007). Thompson, James.
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49. Trading Credit Default Swaps via Interdealer Brokers. (2007). Gündüz, Yalin ; Gunduz, Yalin ; Ludecke, Torsten ; Uhrig-Homburg, Marliese.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:32:y:2007:i:3:p:141-159.

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50. Has the credit derivatives swap market lowered the cost of corporate debt?. (2007). santos, joao ; Ashcraft, Adam.
    In: Staff Reports.
    RePEc:fip:fednsr:290.

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