IDEAS home Printed from https://ideas.repec.org/a/bla/jfnres/v6y1983i1p51-65.html
   My bibliography  Save this article

Convertible Bonds In Perfect And Imperfect Markets

Author

Listed:
  • William R. McDaniel

Abstract

No abstract is available for this item.

Suggested Citation

  • William R. McDaniel, 1983. "Convertible Bonds In Perfect And Imperfect Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(1), pages 51-65, March.
    • Handle: RePEc:bla:jfnres:v:6:y:1983:i:1:p:51-65
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1983.tb00312.x
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Lewellen, Wilbur G. & Racette, George A., 1973. "Convertible Debt Financing," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 8(5), pages 777-792, December.
    2. Eugene F. Brigham, 1966. "An Analysis Of Convertible Debentures: Theory And Some Empirical Evidence," Journal of Finance, American Finance Association, vol. 21(1), pages 35-54, March.
    3. John Lintner, 1964. "Optimal Dividends and Corporate Growth under Uncertainty," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 78(1), pages 49-95.
    4. Ingersoll, Jonathan E, Jr, 1977. "An Examination of Corporate Call Policies on Convertible Securities," Journal of Finance, American Finance Association, vol. 32(2), pages 463-478, May.
    5. Mehta, Dileep R, 1976. "The Impact of Outstanding Convertible Bonds on Corporate Dividend Policy," Journal of Finance, American Finance Association, vol. 31(2), pages 489-506, May.
    6. Ronald G. Storey & Cecil R. Dipchand, 1978. "Factors Related To The Conversion Record Of Convertible Securities: The Canadian Experience 1946–1975," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 1(1), pages 71-83, December.
    7. Mumey, G A, 1970. "Premiums on Convertible Bonds: Comment," Journal of Finance, American Finance Association, vol. 25(4), pages 928-930, September.
    8. Jennings, Edward H., 1974. "An Estimate of Convertible Bond Premiums," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(1), pages 33-56, January.
    9. Frankle, Alan W., 1975. "An Estimate of Convertible Bond Premiums: Comment," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(2), pages 369-373, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Randall S. Billingsley & Robert E. Lamy & G. Rodney Thompson, 1986. "Valuation Of Primary Issue Convertible Bonds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(3), pages 251-259, September.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ronald G. Storey & Cecil R. Dipchand, 1978. "Factors Related To The Conversion Record Of Convertible Securities: The Canadian Experience 1946–1975," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 1(1), pages 71-83, December.
    2. Dutordoir, Marie & Lewis, Craig & Seward, James & Veld, Chris, 2014. "What we do and do not know about convertible bond financing," Journal of Corporate Finance, Elsevier, vol. 24(C), pages 3-20.
    3. Jalan, P. & Barone-Adesi, G., 1995. "Equity financing and corporate convertible bond policy," Journal of Banking & Finance, Elsevier, vol. 19(2), pages 187-206, May.
    4. Jonathan A. Batten & Karren Lee-Hwei Khaw & Martin R. Young, 2014. "Convertible Bond Pricing Models," Journal of Economic Surveys, Wiley Blackwell, vol. 28(5), pages 775-803, December.
    5. Lyudmila N. Rodionova & Olga G. Kantor & Natalia O. Ruhlyada & Svetlana A. Karpovskaya, 2015. "Optimization of Shareholders's Incomes with Investments into Production Reforming," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 101-114.
    6. Roger D. Stover, 1983. "The Interaction Between Pricing And Underwriting Spread In The New Issue Convertible Debt Market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(4), pages 323-332, December.
    7. Magennis, Darren & Watts, Edward & Wright, Sue, 1998. "Convertible notes: the debt versus equity classification problem," Journal of Multinational Financial Management, Elsevier, vol. 8(2-3), pages 303-315, September.
    8. Malavasi, Matteo & Ortobelli Lozza, Sergio & Trück, Stefan, 2021. "Second order of stochastic dominance efficiency vs mean variance efficiency," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1192-1206.
    9. Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier, 2000. "Nonparametric estimation of American options' exercise boundaries and call prices," Journal of Economic Dynamics and Control, Elsevier, vol. 24(11-12), pages 1829-1857, October.
    10. Aron A. Gottesman, 2004. "The Strategic use of Convertible Debt in “Deep Pocket†Predatory Games," The American Economist, Sage Publications, vol. 48(1), pages 50-60, March.
    11. Choi, Darwin & Getmansky, Mila & Tookes, Heather, 2009. "Convertible bond arbitrage, liquidity externalities, and stock prices," Journal of Financial Economics, Elsevier, vol. 91(2), pages 227-251, February.
    12. Martin Feldstein & Jerry Green & Eytan Sheshinski, 1979. "Corporate Financial Policy and Taxation in a Growing Economy," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 93(3), pages 411-432.
    13. Ali Bora Yigibasioglu & Carol Alexandra, 2004. "An Uncertain Volatility Explanation for Delayed Calls of Convertible Bonds," ICMA Centre Discussion Papers in Finance icma-dp2004-07, Henley Business School, University of Reading.
    14. Paolo M. Panteghini, 2012. "Corporate Debt, Hybrid Securities, and the Effective Tax Rate," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 14(1), pages 161-186, February.
    15. Levent Ataünal & Ali Osman Gürbüz & Asli Aybars, 2016. "Does High Growth Create Value for Shareholders? Evidence from S&P500 Firms," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2016(3), pages 25-38.
    16. Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier, 2000. "American options with stochastic dividends and volatility: A nonparametric investigation," Journal of Econometrics, Elsevier, vol. 94(1-2), pages 53-92.
    17. Lee, Inmoo & Loughran, Tim, 1998. "Performance following convertible bond issuance," Journal of Corporate Finance, Elsevier, vol. 4(2), pages 185-207, June.
    18. Jensen, Mads Vestergaard & Pedersen, Lasse Heje, 2016. "Early option exercise: Never say never," Journal of Financial Economics, Elsevier, vol. 121(2), pages 278-299.
    19. Fields, L. Paige & Mais, Eric L. & Moore, William T., 1995. "Conversion-forcing security calls: Wealth transfers revisited," International Review of Economics & Finance, Elsevier, vol. 4(1), pages 17-27.
    20. Finnerty, John D., 2015. "Valuing convertible bonds and the option to exchange bonds for stock," Journal of Corporate Finance, Elsevier, vol. 31(C), pages 91-115.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jfnres:v:6:y:1983:i:1:p:51-65. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley-Blackwell Digital Licensing or Christopher F. Baum (email available below). General contact details of provider: https://edirc.repec.org/data/sfaaaea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.