Maria Chiara Amadori

Maastricht School of Business and Economics

P.O. Box 616

Maastricht, 6200 MD

Netherlands

SCHOLARLY PAPERS

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Scholarly Papers (1)

The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 32 Posted: 12 May 2011
Maria Chiara Amadori, Thorsten Lehnert and Lamia Bekkour
Maastricht School of Business and Economics, University of Luxembourg and Luxembourg School of Finance
Downloads 123 (238,376)

Abstract:

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The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 38 Posted: 19 Sep 2012
Lamia Bekkour, Thorsten Lehnert and Maria Chiara Amadori
Luxembourg School of Finance, University of Luxembourg and Maastricht School of Business and Economics
Downloads 108 (262,135)

Abstract:

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Credit default swap spread, option-implied volatility, lead-lag relationship, price discovery, informed trading