Includes bibliographical references (p. 26).Supported by MIT International Financial Services Research Center.by Paul Asquith
In this paper, I examine the impact of in-the-money convertible bond calls on stock prices, employin...
Effective numerical algorithms are developed to evaluate the impact of the soft call and hard call c...
We examine corporate call policy for 1,642 nonconvertible bonds that were called during the period 1...
International audienceThis paper analyzes the determinants of the convertible bonds call delay of th...
Firms do not historically call their convertible bonds as soon as conversion can be forced. A number...
none3noSince the seminal work of Ingersoll (1977b) the optimal time in which a firm should redeem it...
We empirically analyze the factors affecting corporate decisions to call non-convertible bonds using...
This thesis focuses on three aspects of convertible bonds financing using a Western European sample ...
This thesis makes three main contributions to the literature on convertible bond financing. First, w...
This article examines the market memory effect in convertible bond markets. We look at the pricing o...
This paper argues that corporations may use convertible bonds as an indirect way to get equity into ...
International audienceThe objective of the paper is to test empirically the Mayers (1998) sequential...
We examine corporate call policy for 1,642 nonconvertible bonds that were called during the period 1...
Firms do not historically call their convertible bonds as soon as conversion can be forced. A number...
We examine a sample of in-the-money convertible preferred stock calls and find that they are delayed...
In this paper, I examine the impact of in-the-money convertible bond calls on stock prices, employin...
Effective numerical algorithms are developed to evaluate the impact of the soft call and hard call c...
We examine corporate call policy for 1,642 nonconvertible bonds that were called during the period 1...
International audienceThis paper analyzes the determinants of the convertible bonds call delay of th...
Firms do not historically call their convertible bonds as soon as conversion can be forced. A number...
none3noSince the seminal work of Ingersoll (1977b) the optimal time in which a firm should redeem it...
We empirically analyze the factors affecting corporate decisions to call non-convertible bonds using...
This thesis focuses on three aspects of convertible bonds financing using a Western European sample ...
This thesis makes three main contributions to the literature on convertible bond financing. First, w...
This article examines the market memory effect in convertible bond markets. We look at the pricing o...
This paper argues that corporations may use convertible bonds as an indirect way to get equity into ...
International audienceThe objective of the paper is to test empirically the Mayers (1998) sequential...
We examine corporate call policy for 1,642 nonconvertible bonds that were called during the period 1...
Firms do not historically call their convertible bonds as soon as conversion can be forced. A number...
We examine a sample of in-the-money convertible preferred stock calls and find that they are delayed...
In this paper, I examine the impact of in-the-money convertible bond calls on stock prices, employin...
Effective numerical algorithms are developed to evaluate the impact of the soft call and hard call c...
We examine corporate call policy for 1,642 nonconvertible bonds that were called during the period 1...