Investigating Insider Trading in Credit Default Swap Markets

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Investigating Insider Trading in Credit Default Swap Markets

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Title: Investigating Insider Trading in Credit Default Swap Markets
Author: Reilly, William
Advisor: Jilani, Saleha
Department: Haverford College. Dept. of Economics
Type: Thesis (B.A.)
Issue Date: 2011
Abstract: Insider trading in credit default swap markets made possible by poor “Chinese walls” can be very detrimental to the efficient functioning of markets. This paper investigates the existence of insider trading leading up to, during, and following the 2008 financial crisis. Employing methods used by Acharya and Johnson (2007), we find evidence of insider trading in the nine months immediately following the start of the financial crisis for firms that have experienced credit deterioration or are expected to experience credit deterioration. However, we fail to find evidence of insider trading leading up to the financial crisis or once the fear and panic had subsided after the middle of 2009.
Subject: Credit derivatives
Subject: Swaps (Finance)
Subject: Global Financial Crisis, 2008-2009
Subject: Default (Finance)
Subject: Insider trading in securities
Terms of Use: http://creativecommons.org/licenses/by-nc/3.0/us/
Permanent URL: http://hdl.handle.net/10066/6919

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Citation

Reilly, William. "Investigating Insider Trading in Credit Default Swap Markets". 2011. Available electronically from http://hdl.handle.net/10066/6919.

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