Weining, Niu; Shancun, Liu; Jing, Jin - In: Asian Economic and Financial Review 4 (2014) 10, pp. 1332-1346
We analyze the factors that affect security issuance and its impacts on the volatility of stock returns before and after the issuance under heterogeneous beliefs and short sale constraints using the issuing sample of convertible bonds, corporate bonds and stocks in China?s security market during...