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Convertible calls and security returns

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Author Info
Mikkelson, Wayne H.
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 9 (1981)
Issue (Month): 3 (September)
Pages: 237-264
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Handle: RePEc:eee:jfinec:v:9:y:1981:i:3:p:237-264

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. Wolfgang Drobetz & Matthias C. Grüninger & Claudia B. Wöhle, 2006. "Warum begeben Unternehmen Wandelanleihen?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(III), pages 331-365, September. [Downloadable!]
  2. Asquith, Paul, 1948-, 1992. "Convertible debt--a dynamic test of call policy," Working papers 3413-92., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
  3. Dwight Jaffee & Andrei Shleifer, 1988. "Costs Of Financial Distress, Delayed Calls Of Convertible Bonds, And The Role Of Investment Banks," NBER Working Papers 2558, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Jeremy C. Stein, 1992. "Convertible Bonds as "Back Door" Equity Financing," NBER Working Papers 4028, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Eli Ofek & Matthew Richardson, 2000. "The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-054, New York University, Leonard N. Stern School of Business-. [Downloadable!]
  6. Renneboog, L.D.R. & Szilagyi, Peter G., 2006. "Corporate restructuring and bondholder wealth," Discussion Paper 23, Tilburg University, Center for Economic Research. [Downloadable!]
    Other versions:
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