A study of the causality between convertible bond prices and stock prices in conversion-price reset periods, time-series and cross-section analyses
Year of publication: |
June 2015
|
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Authors: | Wang, Ma-Ju ; Lin, Yun-Wei ; Lee, Tsun-Siou |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 44.2015, 3, p. 447-474
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Subject: | Convertible bond | Reset period | Causality | Reversal | Wandelanleihe | Börsenkurs | Share price | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | Optionspreistheorie | Option pricing theory |
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