Estimating the cross-sectional market response to an endogenous event: Naked vs. underwritten calls of convertible bonds
Year of publication: |
2007
|
---|---|
Authors: | Scruggs, John T. |
Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 14.2007, 2, p. 220-247
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Risk Premia and the Dynamic Covariance between Stock and Bond Returns
Scruggs, John T., (2003)
-
Scruggs, John T., (1998)
-
Nardari, Federico, (2007)
- More ...