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Short Selling Activities and Convertible Bond Arbitrage
Language: en
Pages: 269
Authors: Sebastian P. Werner
Categories: Business & Economics
Type: BOOK - Published: 2010-12-01 - Publisher: Springer Science & Business Media

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Sebastian Werner examines aggregate short sales and convertible bond arbitrage, which is a typical hedge fund strategy that involves a significant short positio
Convertible Arbitrage
Language: en
Pages: 306
Authors: Nick P. Calamos
Categories: Business & Economics
Type: BOOK - Published: 2011-01-19 - Publisher: John Wiley & Sons

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Minimize risk and maximize profits with convertible arbitrage Convertible arbitrage involves purchasing a portfolio of convertible securities-generally converti
Convertible Bond Arbitrage, Liquidity Externalities and Stock Prices
Language: en
Pages: 58
Authors: Darwin Choi
Categories:
Type: BOOK - Published: 2010 - Publisher:

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In the context of convertible bond issuance, we examine the impact of arbitrage activity on underlying equity markets. In particular, we use changes in equity s
Earnings Management and Convertible Bond Arbitrage
Language: en
Pages: 46
Authors: Oktay Urcan
Categories:
Type: BOOK - Published: 2007 - Publisher:

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We bring together two streams of research: one on earnings management and the other on convertible bond arbitrage. In doing so, we bring new insights on why con
Convertible Bond Arbitrage, Happy Meals, and Insider Trading
Language: en
Pages: 50
Authors: Xiaoyang Li
Categories:
Type: BOOK - Published: 2013 - Publisher:

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Consistent with hedge funds trading on privileged information during the wall-crossing period, we document negative abnormal returns and abnormally high short s