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Does convertible arbitrage risk exposure vary through time?
Gallagher, Liam; Hutchinson, Mark; O’Brien, John - In: Review of Pacific Basin financial markets and policies 21 (2018) 4, pp. 1-25
Persistent link: https://www.econbiz.de/10011976148
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Short Selling Activities and Convertible Bond Arbitrage : Empirical Evidence from the New York Stock Exchange
Werner, Sebastian P. - 2010
Background and Empirical Predictions -- The Event Study Methodology -- Data, Full Sample and Variable Construction -- Difference in Abnormal Short Selling Activity Following Events of Large Positive Stock Price Changes -- Difference in Information Content of Extreme Short Selling Activity Events...
Persistent link: https://www.econbiz.de/10013522889
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Short selling activities and convertible bond arbitrage : empirical evidence from the New York stock exchange
Werner, Sebastian P. - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003846505
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Pricing and hedging mandatory convertible bonds
Ammann, Manuel; Seiz, Ralf - In: The journal of derivatives : the official publication … 13 (2006) 3, pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
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Risk and return in convertible arbitrage : evidence from the convertible bond market
Agarwal, Vikas (contributor) - 2006 - This vers.: February 15,2006
Persistent link: https://www.econbiz.de/10003321582
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Underpricing of new convertible debt issues of US firms : 1980 - 2003 ; empirical analysis
Rotaru, Camelia S. Ferrua - In: Journal of financial management and analysis : … 19 (2006) 1, pp. 45-56
Persistent link: https://www.econbiz.de/10003416659
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Pricing and hedging mandatory convertible bonds
Ammann, Manuel (contributor); Seiz, Ralf (contributor) - 2006
Persistent link: https://www.econbiz.de/10003376056
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What drives the performance of convertible-bond funds?
Ammann, Manuel; Kind, Axel; Seiz, Ralf - In: Journal of banking & finance 34 (2010) 11, pp. 2600-2613
Persistent link: https://www.econbiz.de/10008858856
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What drives the performance of convertible-bond funds?
Ammann, Manuel (contributor); Kind, Axel (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003674180
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Risk and return in convertible arbitrage : evidence from the convertible bond market
Agarwal, Vikas; Fung, William; Loon, Yee Cheng; Naik, … - In: Journal of empirical finance 18 (2011) 2, pp. 175-194
Persistent link: https://www.econbiz.de/10009301134