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Market efficiency and returns from convertible bond hedging and arbitrage strategies

Fabozzi, Frank J.; Liu, Jinlin; Switzer, Lorne N. - In: The journal of alternative investments 11 (2008/09) 3, pp. 37-64

Persistent link: https://www.econbiz.de/10003808894

Macroeconomic news effects on conditional volatilities in the bond and stock markets

Arshanapalli, Bala Gangadhar; D'Ouville, Edmond L.; … - In: Applied financial economics 16 (2006) 5, pp. 377-384

Persistent link: https://www.econbiz.de/10003289274

Liquidity risk, firm risk, and issue risk premium effects on the abnormal returns to new issues of convertible bonds

Liu, Jinlin; Switzer, Lorne N. - In: International journal of business 15 (2010) 3, pp. 333-346

Persistent link: https://www.econbiz.de/10003993706

Convertible bond issuance, risk, and firm financial policy : a new approach

Liu, Jinlin; Switzer, Lorne N. - In: International journal of business 18 (2013) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10009728402

Liquidity Risk, Firm Risk, and Issue Risk Premium Effects on the Abnormal Returns to New Issues of Convertible Bonds

Liu, Jinlin - 2009

This paper provides new evidence on the effects of the risk profiles of firms on the returns to convertible bond issues. Liquidity risk, firm risk, and issue risk premium factors are examined as determinants of abnormal returns around the convertible bond issue dates. The market responds...

Persistent link: https://www.econbiz.de/10012718494