The internet has helped investors to access information about stocks more easily. We have repeatedly looked into internet searches as a proxy for attention – and on how they affect liquidity and volatility. Today, we look at the type of… Continue Reading →
We supervised a thesis this semester on the impact of central clearing on market liquidity for credit default swaps (CDS). In this post, we want to share the main results.
July 2017 – what a weather ride! First, temperatures up to 37 degrees Celsius in Stuttgart. Then, downpours for days on end. How did this affect you – apart from having to change plans for outings at short notice, or… Continue Reading →
In a previous post, we discussed an article than analyzes the impact of TV news on stock prices. Today, we consider a different form of information dissemination: Direct-Access Information Technology (DAIT) such as press releases through Twitter, RSS feeds, e-mail,… Continue Reading →
Why do investors engage in credit default swap (CDS) trading? At first glance, you would assume that the main motive is to obtain protection against default risk. But of course, a CDS is a bilateral contract: for every protection buyer… Continue Reading →
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