A Study of the Causality Between Convertible Bond Prices and Stock Prices in Conversion‐price Reset Periods—Time‐series and Cross‐section Analyses

Publisher： John Wiley & Sons Inc

E-ISSN： 2041-6156|44|3|447-474

ISSN： 2041-9945

Source： Asia-Pacific Journal Of Financial Studies (Electronic), Vol.44, Iss.3, 2015-06, pp. : 447-474

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Price exhaustion and number preference: time and price confluence in Australian stock prices

By Doucouliagos Chris

The European Journal of Finance, Vol. 11, Iss. 3, 2005-06 ,pp. : 207-221

Routledge Ltd

Access to resources Recommend Favorite

A model of stock option prices

By Yang Zhongjin

International Journal of Financial Markets and Derivatives, Vol. 2, Iss. 4, 2011-02 ,pp. : 288-297

Inderscience Publishers

Access to resources Recommend Favorite

Time series and cross-section parameter stability in the market model: the implications for event studies

By Coutts J. Andrew Mills Terence C. Roberts Jennifer

The European Journal of Finance, Vol. 3, Iss. 3, 1997-09 ,pp. : 243-259

Routledge Ltd

Access to resources Recommend Favorite

Option prices as predictors of stock prices: intraday adjustments to information releases

By Varson P. L. Selby M. J. P.

The European Journal of Finance, Vol. 3, Iss. 1, 1997-03 ,pp. : 49-72

Routledge Ltd

Access to resources Recommend Favorite

Book-to-Market Equity, Financial Leverage, and the Cross-Section of Stock Returns

By Obreja Iulian

Review of Financial Studies, Vol. 26, Iss. 5, 2013-05 ,pp. : 1146-1189

Oxford University Press

Access to resources Recommend Favorite