Similar Search Results - EconBiz

Stock returns before and after calls of convertible bonds

Cowan, Arnold Richard - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 549-554

Persistent link: https://www.econbiz.de/10001098657

A generalized model of rational stock price reaction to corporate policy announcement : why are convertibles called "late"?

Acharya, Sankarshan - 1986

Persistent link: https://www.econbiz.de/10000996827

Why are Convertible Bond Announcements Associated with Increasingly Negative Abnormal Stock Returns? An Arbitrage-Based Explanation

Duca, Eric - 2012

While convertible offerings announced between 1984 and 1999 induce average abnormal stock returns of −1.69%, convertible announcement effects over the period 2000 to 2008 are more than twice as negative (−4.59%). We hypothesize that this evolution is attributable to a shift in the...

Persistent link: https://www.econbiz.de/10013115665

An examination of investors' reaction to the announcement of CoCo bonds issuance : a global outlook

Liao, Qunfeng; Mehdian, Seyed M.; Rezvanian, Rasoul - In: Finance research letters 22 (2017), pp. 58-65

Persistent link: https://www.econbiz.de/10011807967

Convertible bond announcement returns, capital expenditures, and investment opportunities : evidence from Korea

Kim, Hyeong Joon; Han, Seung Hun - In: Pacific-Basin finance journal 53 (2019), pp. 331-348

Persistent link: https://www.econbiz.de/10012133509

Industry effects and convertible bond sequence

Yaman, Devrim - In: Global journal of business research : GJBR 10 (2016) 3, pp. 9-20

Persistent link: https://www.econbiz.de/10011618481

The underreaction hypothesis and the new issue puzzle : evidence from Japan

Kang, Jun-koo; Kim, Yong-cheol; Stulz, René M. - 1996

Persistent link: https://www.econbiz.de/10000613874

Why are convertible bond announcements assoiated with increasungly negative abnormal stock retunrs? : an arbitrage-based explanation

Duca, Eric; Dutordoir, Marie; Veld, Chris H.; … - 2011

Persistent link: https://www.econbiz.de/10009158628

New evidence on the valuation effects of convertible bond calls

Datta, Sudip - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 2, pp. 295-307

Persistent link: https://www.econbiz.de/10001208252

Signaling with convertible debt

Davidson, Wallace Norman - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 3, pp. 425-440

Persistent link: https://www.econbiz.de/10001218100

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