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How can we improve inferences from surveys? : a new look at the convertible debt questions from the Graham and Harvey survey data
Dong, Ming; Dutordoir, Marie; Veld, Chris H. - In: Journal of international financial markets, … 61 (2019), pp. 213-222
Persistent link: https://www.econbiz.de/10012128292
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How Can We Improve Inferences from Surveys? A New Look at the Convertible Debt Questions from the Graham and Harvey Survey Data
Dong, Ming - 2018
We revisit the survey questions on convertible bond issue motives from the influential study of Graham and Harvey (Journal of Financial Economics, 2001). Our question-conditional analysis connecting survey answers with firm characteristics reveals that the conclusions on two of the four...
Persistent link: https://www.econbiz.de/10012933380
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What drives security issuance decisions : market timing, pecking order, or both?
Dong, Ming; Loncarski, Igor; Horst, Jenke R. ter; Veld, … - 2011
Persistent link: https://www.econbiz.de/10009158634
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What drives security issuance decisions : market timing, pecking order, or both?
Dong, Ming; Loncarski, Igor; Horst, Jenke R. ter; Veld, … - In: Financial management 41 (2012) 3, pp. 637-663
Persistent link: https://www.econbiz.de/10009658209
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Why individual investors want dividends
Dong, Ming; Robinson, Chris M.; Veld, Chris H. - In: The journal of corporate finance : contracting, … 12 (2005) 1, pp. 121-158
Persistent link: https://www.econbiz.de/10003212946
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Why individual investors want dividends
Dong, Ming (contributor); Robinson, Chris M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773755
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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
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What we do and do not know about convertible bond financing
Dutordoir, Marie; Lewis, Craig M.; Seward, James K.; … - In: The journal of corporate finance : contracting, … 24 (2014), pp. 3-20
Persistent link: https://www.econbiz.de/10010243519
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Why are convertible bond announcements associated with increasingly negative issuer stock returns? : an arbitrage-based explanation
Duca, Eric; Dutordoir, Marie; Veld, Chris H.; … - In: Journal of banking & finance 36 (2012) 11, pp. 2884-2899
Persistent link: https://www.econbiz.de/10009673071
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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