The Information Efficiency of the Corporate Bond Market
The link between asset prices and information fundamentals as embodied in news announcement effects is an extremely, if not the most, important area amongst current research in market microstructure. The lack of adequate transaction data posts an obstacle in this research. In this thesis, based on a...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2006
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| Online Access: | https://ink.library.smu.edu.sg/etd_coll/45 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1044&context=etd_coll |
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| Institution: | Singapore Management University |
| Language: | English |