Receiving next month's news: Information spillover through collateralized loan obligations [UniSA 2018]

Chris Veld    Abe de Jong
21 Nov 2018
Categories: Accounting, General Market Analysis, Investment Management, Alternative Assets, Corporate Finance

Country or region: Asia Pacific (Overall)

Summary:
By analyzing abnormal stock returns prior to public quarterly earnings announcements, the authors find that information from private monthly reports to managers of collateralized loan obligations slowly leaks to the public market.  This paper has been submitted to the conference Politics, Stock Markets and the Economy, held at the Centre of Applied ......


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