Why are conversion-forcing call announcements associated with negative wealth effects?
Year of publication: |
2014
|
---|---|
Authors: | Grundy, Bruce D. ; Veld, Chris H. ; Verwijmeren, Patrick ; Zabolotnyuk, Yuriy |
Published in: |
The journal of corporate finance : contracting, governance and organization. - Amsterdam : Elsevier, ISSN 0929-1199, ZDB-ID 1189269-9. - Vol. 24.2014, p. 149-157
|
Subject: | Convertible call announcement effects | Signaling | Price pressure | Dividend protection | Hedge funds | Ankündigungseffekt | Announcement effect | Dividende | Dividend | Hedgefonds | Hedge fund | Signalling | Börsenkurs | Share price | Wandelanleihe | Convertible bond | Vermögenseffekt | Wealth effect |
-
In- and out-of-the-money convertible bond calls : signaling or price pressure?
Bechmann, Ken L., (2014)
-
Duca, Eric, (2011)
-
Wealth effects of convertible-bond and warrant-bond offerings : a meta-analysis
Rahim, Norhuda Abdul, (2014)
- More ...
-
European put-call parity and the early exercise premium for American currency options
Poitras, Geoffrey, (2009)
-
An empirical comparison of convertible bond valuation models
Zabolotnyuk, Yuriy, (2010)
-
The optimal call policy for convertible bonds : is there a market memory effect?
Veld, Chris H., (2012)
- More ...