Browsing Produção Intelectual em Bases Externas by Subject "Informações privilegiadas - Uso indevido"

Now showing items 1-2 of 2

    • Information in CDS spreads 

      Norden, Lars
      2017-02
      We investigate how public and private information affects corporate CDS spreads prior to rating announcements. First, CDS spreads of firms with high news intensity change significantly earlier and more strongly prior to ...

    • Optimal insider strategy with law penalties 

      Fajardo, José
      2016
      We study the optimal continuous trading strategy of an insider who is subject to the possibility of law penalties due to her illegal trading activity. Also, we discuss how to obtain the optimal penalty rule in order to ...