Die Preisbildung von neu emittierten Obligationen in der Schweiz
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Sorensen, Eric H., 1982. "On the Seasoning Process of New Bonds: Some Are More Seasoned than Others," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(2), pages 195-208, June.
- Bierwag, G. O. & Kaufman, George G. & Khang, Chulsoon, 1978. "Duration and Bond Portfolio Analysis: An Overview," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(4), pages 671-681, November.
- Lindvall, John R, 1977. "New Issue Corporate Bonds, Seasoned Market Efficiency and Yield Spreads," Journal of Finance, American Finance Association, vol. 32(4), pages 1057-1067, September.
- Ederington, Louis H, 1974. "The Yield Spread of New Issues of Corporate Bonds," Journal of Finance, American Finance Association, vol. 29(5), pages 1531-1543, December.
- Andrew F. Brimmer, 1960. "Credit Conditions And Price Determination In The Corporate Bond Market," Journal of Finance, American Finance Association, vol. 15(3), pages 353-370, 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.- Galina Hale & João A. C. Santos, 2006. "Evidence on the costs and benefits of bond IPOs," Working Paper Series 2006-42, Federal Reserve Bank of San Francisco.
- Gorton, Gary, 1996. "Reputation Formation in Early Bank Note Markets," Journal of Political Economy, University of Chicago Press, vol. 104(2), pages 346-397, April.
- Rischen, Tobias & Theissen, Erik, 2021. "Underpricing in the euro area bond market: New evidence from post-crisis regulation and quantitative easing," Journal of Financial Intermediation, Elsevier, vol. 46(C).
- Jun-Koo, Kang & Lee, Yul W., 1996. "The pricing of convertible debt offerings," Journal of Financial Economics, Elsevier, vol. 41(2), pages 231-248, June.
- Rischen, Tobias & Theissen, Erik, 2018. "Underpricing in the euro area corporate bond market: New evidence from post-crisis regulation and quantitative easing," CFR Working Papers 18-03, University of Cologne, Centre for Financial Research (CFR).
- Michel A. Habib & Alexandre Ziegler, 2003. "Why Government Bonds Are Sold by Auction and Corporate Bonds by Posted-Price Selling," FAME Research Paper Series rp78, International Center for Financial Asset Management and Engineering.
- Jung, Mookwon & Sullivan, Michael J., 2009. "The signaling effects associated with convertible debt design," Journal of Business Research, Elsevier, vol. 62(12), pages 1358-1363, December.
- Bessembinder, Hendrik & Jacobsen, Stacey & Maxwell, William & Venkataraman, Kumar, 2022. "Overallocation and secondary market outcomes in corporate bond offerings," Journal of Financial Economics, Elsevier, vol. 146(2), pages 444-474.
- Daube, Carl Heinz & Krivenkov, Vladislav, 2018. "Neu-Emissions-Prämien bei Anleihen - Eine empirische Untersuchung zu Existenz und Höhe von Prämien für Neu-Emissionen bei Unternehmensanleihen," EconStor Research Reports 179425, ZBW - Leibniz Information Centre for Economics.
- Habib, Michel A. & Ziegler, Alexandre, 2007. "Why government bonds are sold by auction and corporate bonds by posted-price selling," Journal of Financial Intermediation, Elsevier, vol. 16(3), pages 343-367, July.
- George G. Kaufman, 1980. "Duration, Planning Period, And Tests Of The Capital Asset Pricing Model," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(1), pages 1-9, March.
- Umberto Cherubini & Agnese Sironi, "undated". "Bond Trading, Market Anomalies and Neural Networks: An Application with Kohonen Nets," Computing in Economics and Finance 1996 _012, Society for Computational Economics.
- Quan-Hoang Vuong & Tran Tri Dung, 2010. "Corporate Bond Market in the Transition Economy of Vietnam, 1990-2010," Working Papers CEB 10-001.RS, ULB -- Universite Libre de Bruxelles.
- Michael Theobald & Peter Yallup, 2010. "Liability-driven investment: multiple liabilities and the question of the number of moments," The European Journal of Finance, Taylor & Francis Journals, vol. 16(5), pages 413-435.
- Edward A. Dyl & Ronald W. Spahr, 1983. "Taxes And The Refunding Of Discount Bonds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(4), pages 265-273, December.
- M. Wayne Marr & G. Rodney Thompson, 1984. "The Influence Of Offering Yield On Underwriting Spread," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(4), pages 323-328, December.
- Jess B. Yawitz & William J. Marshall, 1981. "The Shortcomings Of Duration As A Risk Measure For Bonds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 4(2), pages 91-101, June.
- Vuong, Quan-Hoang, 2011. "Vietnam’s Corporate Bond Market, 1990-2010 : Some Reflections," OSF Preprints 894g5, Center for Open Science.
- William D. Jackson, 1976. "Determinants of long-term bond risk premiums," Working Paper 76-03, Federal Reserve Bank of Richmond.
- Christopher A. Hessel & Lucy T. Huffman, 1983. "Incorporation Of Tax Considerations Into The Computation Of Duration," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(3), pages 213-215, September.
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:ses:arsjes:1986-iii-11. 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: Kurt Schmidheiny (email available below). General contact details of provider: https://edirc.repec.org/data/sgvssea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.