Option features and price discovery in convertible bonds-Reference-Cited by-同舟云学术

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Option features and price discovery in convertible bonds

Published:2022-12-15 Issue:3 Volume:43 Page:384-403
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:Journal of Futures Markets

Author:

Jin Liwei¹^ORCID,Yuan Xianghui¹^ORCID,Peiran Li¹^ORCID,Xu Hailun¹^ORCID,Lian Feng²

Affiliation:

1. School of Economics and Finance Xi'an Jiaotong University Xi'an Shaanxi China

2. School of Electronic and Information Engineering Xi'an Jiaotong University Xi'an Shaanxi China

Funder

National Natural Science Foundation of China

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22391

Reference61 articles.

1. Price discovery among SSE 50 Index‐based spot, futures, and options markets

2. Are convertible bonds underpriced? An analysis of the French market

3. Simulation-based pricing of convertible bonds

4. Asymmetric Information and Options

5. Price discovery and common factor models

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The lead lag relationship between convertible bonds and stocks: a perspective based on trading mechanism;Applied Economics;2024-04-02

2. Can convertible bond trading predict stock returns? Evidence from China;Pacific-Basin Finance Journal;2023-06

3. Perpetual cancellable American options with convertible features;Modern Stochastics: Theory and Applications;2023

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