Intermediary frictions and convertible bond pricing
Year of publication: |
2024
|
---|---|
Authors: | Grundy, Bruce D. ; Verwijmeren, Patrick ; Yang, Antti |
Published in: |
Journal of financial intermediation. - Orlando, Fla. : Academic Press, ISSN 1096-0473, ZDB-ID 1469607-1. - Vol. 58.2024, Art.-No. 101085, p. 1-9
|
Subject: | Convertible arbitrage | Convertible bond underpricing | Hedge funds | Intermediary frictions | Short-selling costs | Wandelanleihe | Convertible bond | Hedgefonds | Hedge fund | Arbitrage | CAPM |
-
Does convertible arbitrage risk exposure vary through time?
Gallagher, Liam, (2018)
-
More than meets the eye : convertible bond issuers' concurrent transactions
Henderson, Brian J., (2014)
-
Marle, Mats van, (2017)
- More ...
-
Intermediary Frictions and Asset Pricing
Grundy, Bruce D., (2022)
-
The Fluctuating Maturities of Convertible Bonds
Verwijmeren, Patrick, (2020)
-
The fluctuating maturities of convertible bonds
Verwijmeren, Patrick, (2020)
- More ...