IDEAS home Printed from https://ideas.repec.org/a/eee/jfinec/v16y1986i2p235-265.html
   My bibliography  Save this article

An empirical investigation of calls of non-convertible bonds

Author

Listed:
  • Vu, Joseph D.

Abstract

No abstract is available for this item.

Suggested Citation

  • Vu, Joseph D., 1986. "An empirical investigation of calls of non-convertible bonds," Journal of Financial Economics, Elsevier, vol. 16(2), pages 235-265, June.
    • Handle: RePEc:eee:jfinec:v:16:y:1986:i:2:p:235-265
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-405X(86)90062-0
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

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

    Citations

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


    Cited by:

    1. Xie, Yan Alice & Liu, Sheen & Wu, Chunchi & Anderson, Bing, 2009. "The effects of default and call risk on bond duration," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1700-1708, September.
    2. King, Tao-Hsien Dolly & Mauer, David C., 2014. "Determinants of corporate call policy for convertible bonds," Journal of Corporate Finance, Elsevier, vol. 24(C), pages 112-134.
    3. Robert R. Bliss & Ehud I. Ronn, 1997. "Callable U.S. Treasury bonds: optimal calls, anomalies, and implied volatilities," FRB Atlanta Working Paper 97-1, Federal Reserve Bank of Atlanta.
    4. Jarrow, Robert & Li, Haitao & Liu, Sheen & Wu, Chunchi, 2010. "Reduced-form valuation of callable corporate bonds: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 95(2), pages 227-248, February.
    5. Alderson, Michael J. & Lin, Fang & Stock, Duane R., 2017. "Does the choice between fixed price and make whole call provisions reflect differential agency costs?," Journal of Corporate Finance, Elsevier, vol. 46(C), pages 442-460.
    6. Emanuele Brancati & Marco Macchiavelli, 2020. "Endogenous debt maturity and rollover risk," Financial Management, Financial Management Association International, vol. 49(1), pages 69-90, March.
    7. Raymond C. Chiang & M. P. Narayanan, 1991. "Bond Refunding In Efficient Markets: A Dynamic Analysis With Tax Effects," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(4), pages 287-302, December.
    8. Choi, Seungmook & Jameson, Mel & Jung, Mookwon, 2013. "The issuance of callable bonds under information asymmetry," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 1-14.
    9. Pascal François & Sophie Pardo, 2015. "Prepayment risk on callable bonds: theory and test," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 38(2), pages 147-176, October.
    10. Sarkar, Sudipto, 2001. "Probability of call and likelihood of the call feature in a corporate bond," Journal of Banking & Finance, Elsevier, vol. 25(3), pages 505-533, March.
    11. Annie Bellier-Delienne, 2001. "Politique de remboursement anticipé des obligations," Revue Finance Contrôle Stratégie, revues.org, vol. 4(4), pages 5-27, December.
    12. Brown, Scott & Powers, Eric, 2020. "The life cycle of make-whole call provisions," Journal of Corporate Finance, Elsevier, vol. 65(C).
    13. Marco Realdon, 2006. "Valuation of the Firm's Liabilities when Equity Holders are also Creditors," Discussion Papers 06/16, Department of Economics, University of York.
    14. Chen, Zhaohui & Mao, Connie X. & Wang, Yong, 2010. "Why firms issue callable bonds: Hedging investment uncertainty," Journal of Corporate Finance, Elsevier, vol. 16(4), pages 588-607, September.
    15. Chang, Sean Tat & Ross, Donald, 2016. "Debt covenants and credit spread valuation: The special case of Chinese global bonds," Global Finance Journal, Elsevier, vol. 30(C), pages 27-44.
    16. Bechmann, Ken L. & Lunde, Asger & Zebedee, Allan A., 2014. "In- and out-of-the-money convertible bond calls: Signaling or price pressure?," Journal of Corporate Finance, Elsevier, vol. 24(C), pages 135-148.
    17. Michael C. Jensen, 1987. "The free cash flow theory of takeovers: a financial perspective on mergers and acquisitions and the economy," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 31, pages 102-148.
    18. Tewari, Manish & Byrd, Anthony & Ramanlal, Pradipkumar, 2015. "Callable bonds, reinvestment risk, and credit rating improvements: Role of the call premium," Journal of Financial Economics, Elsevier, vol. 115(2), pages 349-360.
    19. Alex P. Tang & Palani-Rajan Kadapakkam & Ronald F. Singer, 1994. "The Valuation Effects Of Out-Of-The-Money Calls Of Convertible Securities," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(4), pages 481-493, December.
    20. Sarkar, Sudipto, 2003. "Early and late calls of convertible bonds: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 27(7), pages 1349-1374, July.
    21. Janet S. Thatcher & John G. Thatcher, 1992. "An Empirical Test Of The Timing Of Bond-Refunding Decisions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 15(3), pages 219-230, September.

    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:eee:jfinec:v:16:y:1986:i:2:p:235-265. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/505576 .

    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.