Similar Search Results

In- and out-of-the-money convertible bond calls : signaling or price pressure?

Bechmann, Ken L.; Lunde, Asger; Zebedee, Allan A. - In: The journal of corporate finance : contracting, … 24 (2014), pp. 135-148

Persistent link: https://www.econbiz.de/10010243499

Convertible bond call, call delay, and the value of call underwriting

Mann, Charles Yee - 1994

Persistent link: https://www.econbiz.de/10000995585

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

Do asset pricing models explain size, and liquidity effects? : the case of an emerging stock market

Dash, Saumya Ranjan; Mahakud, Jitendra - In: Journal of emerging market finance 13 (2014) 3, pp. 217-251

Persistent link: https://www.econbiz.de/10010492038

Research on the announcement effects of the convertible bonds in the A-share market of China

Wang, Baoqian; Miao, Jing; Wang, Fengxian - In: Modern economy 5 (2014) 4, pp. 333-340

Persistent link: https://www.econbiz.de/10010412770

The impact of financial constraints on the convertible bond announcement returns

Chang, Chong-Chuo; Kam, Tai-Yung; Chien, Chih-Chung; … - In: Economies : open access journal 7 (2019) 2/32, pp. 1-9

As of now, very few research studies have examined the effects of financial constraints on the short- and long-term performances of companies after their announcement of convertible bonds. Due to asymmetric information, previous studies consider issuance of convertible bonds as negative news. As...

Persistent link: https://www.econbiz.de/10012021691