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1.

Subprime mortgage defaults and credit default swaps
by Arentsen, Eric

The journal of finance : the journal of the American Finance Association, 2015, Vol.70(2), pp.689-732

2.

Advertising expensive mortgages
by Gurun, Umit G

The journal of finance : the journal of the American Finance Association, 2016, Vol.71(5), pp.2371-2416

3.

Credit rationing, income exaggeration, and adverse selection in the mortgage market
by Ambrose, Brent William

The journal of finance : the journal of the American Finance Association, 2016, Vol.71(6), pp.2637-2686

4.

Liquidity in the foreign exchange market measurement, commonality, and risk premiums
by Mancini, Loriano

The journal of finance : the journal of the American Finance Association, 2013, Vol.68(5), pp. 1805-1841

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