Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS-Bond Basis

Jaewon Choi, Or Shachar, Sean Seunghun Shin. Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS-Bond Basis. Management Science, 65(9):4100-4122, 2019. [doi]

Abstract

Abstract is missing.