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Convertible debt--a dynamic test of call policy

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  • Asquith, Paul, 1948-

Abstract

Includes bibliographical references (p. 26).

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  • 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.
    • Handle: RePEc:mit:sloanp:2402
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    File URL: http://hdl.handle.net/1721.1/2402
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    References listed on IDEAS

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    1. Jaffee, Dwight & Shleifer, Andrei, 1990. "Costs of Financial Distress, Delayed Calls of Convertible Bonds, and the Role of Investment Banks," The Journal of Business, University of Chicago Press, vol. 63(1), pages 107-123, January.
    2. Mikkelson, Wayne H., 1981. "Convertible calls and security returns," Journal of Financial Economics, Elsevier, vol. 9(3), pages 237-264, September.
    3. Wayne H. Mikkelson, 1985. "Capital Structure Change and Decreases in Stockholders' Wealth: A Cross-sectional Study of Convertible Security Calls," NBER Chapters, in: Corporate Capital Structures in the United States, pages 265-300, National Bureau of Economic Research, Inc.
    4. Singh, Ajai K. & Cowan, Arnold R. & Nayar, Nandkumar, 1991. "Underwritten calls of convertible bonds," Journal of Financial Economics, Elsevier, vol. 29(1), pages 173-196, March.
    5. Harris, Milton & Raviv, Artur, 1985. "A Sequential Signalling Model of Convertible Debt Call Policy," Journal of Finance, American Finance Association, vol. 40(5), pages 1263-1281, December.
    6. Stein, Jeremy C., 1992. "Convertible bonds as backdoor equity financing," Journal of Financial Economics, Elsevier, vol. 32(1), pages 3-21, August.
    7. Brennan, Michael J. & Schwartz, Eduardo S., 1980. "Analyzing Convertible Bonds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(4), pages 907-929, November.
    8. Brennan, M J & Schwartz, Eduardo S, 1977. "Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion," Journal of Finance, American Finance Association, vol. 32(5), pages 1699-1715, December.
    9. Wayne H. Mikkelson, 1983. "Capital Structure Change and Decreases in Stockholders' Wealth: A Cross-Sectional Study of Convertible Security Calls," NBER Working Papers 1137, National Bureau of Economic Research, Inc.
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    HD28 .M414 no.3413-; 92;

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