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The Convertible Arbitrage Strategy Analyzed

Author

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  • Loncarski, I.

    (Tilburg University, School of Economics and Management)

  • Ter Horst, J.R.

    (Tilburg University, School of Economics and Management)

  • Veld, C.H.

    (Tilburg University, School of Economics and Management)

Abstract

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Suggested Citation

  • Loncarski, I. & Ter Horst, J.R. & Veld, C.H., 2006. "The Convertible Arbitrage Strategy Analyzed," Other publications TiSEM 1ed5c7ae-011b-4948-b459-e, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:1ed5c7ae-011b-4948-b459-e759b5c2d8dd
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    References listed on IDEAS

    as
    1. Loncarski, I. & Ter Horst, J.R. & Veld, C.H., 2006. "Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market," Discussion Paper 2006-65, Tilburg University, Center for Economic Research.
    2. Kim, Yong-Cheol & Stulz, Rene M, 1992. "Is There a Global Market for Convertible Bonds?," The Journal of Business, University of Chicago Press, vol. 65(1), pages 75-91, January.
    3. Ammann, Manuel & Kind, Axel & Wilde, Christian, 2003. "Are convertible bonds underpriced? An analysis of the French market," Journal of Banking & Finance, Elsevier, vol. 27(4), pages 635-653, April.
    4. Ammann, Manuel & Fehr, Martin & Seiz, Ralf, 2006. "New evidence on the announcement effect of convertible and exchangeable bonds," Journal of Multinational Financial Management, Elsevier, vol. 16(1), pages 43-63, February.
    5. Craig M. Lewis & Richard J. Rogalski & James K. Seward, 1999. "Is Convertible Debt a Substitute for Straight Debt or for Common Equity?," Financial Management, Financial Management Association, vol. 28(3), Fall.
    6. Fung, William & Hsieh, David A, 1997. "Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds," The Review of Financial Studies, Society for Financial Studies, vol. 10(2), pages 275-302.
    7. Dann, Larry Y. & Mikkelson, Wayne H., 1984. "Convertible debt issuance, capital structure change and financing-related information : Some new evidence," Journal of Financial Economics, Elsevier, vol. 13(2), pages 157-186, June.
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