Option features and price discovery in convertible bonds
Liwei Jin, Xianghui Yuan, Li Peiran, Hailun Xu, Feng Lian
| Year of publication: |
2023
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|---|---|
| Authors: | Jin, Liwei ; Yuan, Xianghui ; Li, Peiran ; Xu, Hailun ; Lian, Feng |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 3, p. 384-403
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| Subject: | convertible bonds | lead-lag effect | panel data | stock | thermal optimal path method | Wandelanleihe | Convertible bond | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Finanzanalyse | Financial analysis | Panel | Panel study |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22391 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014293106