Short sales, price pressure, and the stock price response to convertible bond calls
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference21 articles.
1. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
2. On the information content of calls of convertible securities;Byrd;Journal of Business,1996
3. Econometrics of Financial Markets;Campbell,1997
4. Convertible bond calls;Datta;Journal of Financial Intermediation,2003
5. The tax-loss selling hypothesis, market liquidity, and price pressure around the turn-of-the-year;D'Mello;Journal of Financial Markets,2003
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