Can existing corporate finance theories explain security offerings during the COVID-19 pandemic?
Year of publication: |
2024
|
---|---|
Authors: | Dutordoir, Marie ; Shemesh, Joshua ; Veld, Chris H. ; Wang, Qing |
Published in: |
Journal of empirical finance. - [Erscheinungsort nicht ermittelbar] : Elsevier Science, ISSN 0927-5398, ZDB-ID 1496810-1. - Vol. 79.2024, Art.-No. 101558, p. 1-35
|
Subject: | Convertible bonds | COVID-19 pandemic | Information disclosure | Market timing | Seasoned equity offerings | Straight bonds | Coronavirus | Wandelanleihe | Convertible bond | Kapitalerhöhung | Seasoned equity offering | Unternehmensfinanzierung | Corporate finance | Börsengang | Initial public offering | Anleihe | Bond | Epidemie | Epidemic |
-
Debt issuance under Rule 144A and equity valuation effects
Carayannopoulos, Peter, (2013)
-
Market timing in private equity placements : empirical evidence from China
Huang, Yong, (2021)
-
Managerial incentives and corporate financing decisions
Jiang, Yi, (2017)
- More ...
-
What we do and do not know about convertible bond financing
Dutordoir, Marie, (2014)
-
Duca, Eric, (2012)
-
Duca, Eric, (2011)
- More ...