The maturities of newly issued convertible bonds vary substantially over time. Firm-specific determinants of maturity from the straight debt literature are relevant for convertible bonds. However, the growth of the convertible arbitrage industry and the role of convertible arbitrage hedge funds...

This online appendix belongs to the paper "Disappearing Call Delay and Dividend-Protected Convertible Bonds" and provides a further investigation of explanators of call delay. Internet Appendix I sets out a dividend-related signaling model that can explain a delay in calling...