Option features and price discovery in convertible bonds
Year of publication: |
2023
|
---|---|
Authors: | Jin, Liwei ; Yuan, Xianghui ; Li, Peiran ; Xu, Hailun ; Lian, Feng |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 3, p. 384-403
|
Subject: | convertible bonds | lead-lag effect | panel data | stock | thermal optimal path method |
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