Showing 1 - 3 of 3
We study market reactions to seasoned equity issuances that were announced by financial companies between 2002 and 2013. To assess the risk and valuation implications of these seasoned equity issuances, we conduct an event analysis using daily credit default swap (CDS) and stock market pricing...
Persistent link: https://www.econbiz.de/10010423809
Persistent link: https://www.econbiz.de/10003589958
Persistent link: https://www.econbiz.de/10003582825