Anastasiya Ostrovnaya

Carnegie Mellon University - David A. Tepper School of Business

5000 Forbes Avenue

Pittsburgh, PA 15213-3890

United States

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Do Equity Markets Favor Credit Markets News Over Options Market News?

AFA 2008 New Orleans Meetings Paper
Number of pages: 57 Posted: 16 Mar 2007 Last Revised: 05 Aug 2014
Antje Berndt and Anastasiya Ostrovnaya
Australian National University, College of Business and Economics and Carnegie Mellon University - David A. Tepper School of Business
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Citation 28

Abstract:

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Credit and equity derivatives, Lead-lag analysis, Accounting scandals, Negative Earnings, Leveraged buyouts