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Credit derivatives and stock return synchronicity
Bai, Xuelian; Hu, Nan; Liu, Ling; Zhu, Lu
刊名JOURNAL OF FINANCIAL STABILITY
2017
卷号28页码:79-90
关键词Informativeness Credit default swaps Stock return synchronicity Firm-specific information
ISSN号1572-3089
URL标识查看原文
内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/2948792
专题西安交通大学
推荐引用方式
GB/T 7714
Bai, Xuelian,Hu, Nan,Liu, Ling,et al. Credit derivatives and stock return synchronicity[J]. JOURNAL OF FINANCIAL STABILITY,2017,28:79-90.
APA Bai, Xuelian,Hu, Nan,Liu, Ling,&Zhu, Lu.(2017).Credit derivatives and stock return synchronicity.JOURNAL OF FINANCIAL STABILITY,28,79-90.
MLA Bai, Xuelian,et al."Credit derivatives and stock return synchronicity".JOURNAL OF FINANCIAL STABILITY 28(2017):79-90.
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