Keywords: Stock Return Jump
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2014) 22 (3): 565–595.
Published: 31 August 2014
...Yuen Jung Park; Jungmu Kim This paper investigates whether equity liquidity and stock return jump are important determinants for the Korean corporate CDS spreads. The previous studies mainly have examined the determinants of CDS spread time series levels, whereas this study focuses...

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