Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference13 articles.
1. Convertible bonds are not called late;Asquith;Journal of Finance,1995
2. Empirical performance of alternative option pricing models;Bakshi;Journal of Finance,1997
3. Convertible bonds: Valuation and optimal strategies for call and conversion;Brennan;Journal of Finance,1977
4. Voluntary conversion of convertible securities and the optimal call strategy;Dunn;Journal of Financial Economics,1989
5. An empirical analysis of common stock call exercise: A note;Finucane;Journal of Banking & Finance,1997
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