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Convertible security design and contract innovation. (2011). Lewis, Craig M. ; Verwijmeren, Patrick.
In: Journal of Corporate Finance.
RePEc:eee:corfin:v:17:y:2011:i:4:p:809-831.

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Cited: 14

Citations received by this document

Cites: 29

References cited by this document

Cocites: 24

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Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Fixing diluted earnings per share: Recognising the dilutive effects of employee stock options. (2022). Uliana, Enrico ; van Zyl, Warrick.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:62:y:2022:i:2:p:2993-3019.

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  2. The fluctuating maturities of convertible bonds. (2020). Yang, Antti ; Verwijmeren, Patrick.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300201.

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  3. Mandatory Convertible Bonds and the Agency Problem. (2019). Rodriguez-Monroy, Carlos ; Huerga, Angel.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:15:p:4074-:d:252446.

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  4. The long and the short of convertible arbitrage: An empirical examination of arbitrageurs’ holding periods. (2017). van Marle, Mats ; Verwijmeren, Patrick.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:44:y:2017:i:c:p:237-249.

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  5. Valuing convertible bonds and the option to exchange bonds for stock. (2015). Finnerty, John D..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:31:y:2015:i:c:p:91-115.

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  6. Convertible Debt and Shareholder Incentives. (2014). Jeanneret, Alexandre ; Franois, Pascal ; Grass, Gunnar ; Dorion, Christian.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1403.

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  7. More than meets the eye: Convertible bond issuers concurrent transactions. (2014). Zhao, BO ; Henderson, Brian J..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:24:y:2014:i:c:p:57-79.

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  8. Convertible debt and shareholder incentives. (2014). Jeanneret, Alexandre ; Franois, Pascal ; Grass, Gunnar ; Dorion, Christian.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:24:y:2014:i:c:p:38-56.

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  9. What we do and do not know about convertible bond financing. (2014). Veld, Chris ; Dutordoir, Marie ; Seward, James ; Lewis, Craig .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:24:y:2014:i:c:p:3-20.

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  10. In- and out-of-the-money convertible bond calls: Signaling or price pressure?. (2014). Zebedee, Allan A. ; Bechmann, Ken L. ; Lunde, Asger.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:24:y:2014:i:c:p:135-148.

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  11. Cash-settled convertible bonds and the value relevance of their accounting treatment. (2014). Lewis, Craig ; Verwijmeren, Patrick.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:24:y:2014:i:c:p:101-111.

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  12. Convertible bond financing. (2014). Veld, Chris ; Lewis, Craig M..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:24:y:2014:i:c:p:1-2.

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  13. Dividend-Protected Convertible Bonds and the Disappearance. (2012). Grundy, Bruce D. ; Verwijmeren, Patrick.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20120060.

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References

References cited by this document

  1. Asquith, P. Convertible bonds are not called late. 1995 J. Finance. 50 1275-1289

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  3. Brown, S., Grundy, B., Lewis, C., and Verwijmeren, P., 2010. Convertibles and hedge funds as distributors of equity exposure. Unpublished working paper.
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  4. Burlacu, R. New evidence on the pecking order hypothesis: The case of French convertible bonds. 2000 J. Multinational Financ. Manage.. 10 439-459

  5. Chemmanur, T., Nandy, D., and Yan, A., 2004. Why issue mandatory convertibles? Theory and empirical evidence. Unpublished working paper.

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  8. De Jong, A. ; Dutordoir, M. ; Verwijmeren, P. Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation. 2011 J. Financ. Econ.. 100 113-129

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  12. Grinblatt, M. ; Titman, S. Financial Markets and Corporate Strategy. 2002 Irwin McGraw-Hill: Boston, MA
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  18. Lewis, C. ; Rogalski, R. ; Seward, J. Agency problems, information asymmetries, and convertible debt security design. 1998 J. Financ. Intermediation. 7 32-59

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  22. Lewis, C. ; Rogalski, R. ; Seward, J. The long-run performance of firms that issue convertible debt: An empirical analysis of operating characteristics and analyst forecast. 2001 J. Corporate Finance. 7 447-474

  23. Loncarski, I. ; Ter Horst, J. ; Veld, C. The rise and demise of the convertible arbitrage strategy. 2009 Financ. Analysts J.. 65 35-50
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  24. Marquardt, C. ; Wiedman, C. Earnings management through transaction structuring: Contingent convertible debt and diluted EPS. 2005 J. Acc. Res.. 43 205-243

  25. Marquardt, C. ; Wiedman, C. Economic consequences of regulation of financial reporting: Diluted EPS and contingent convertible securities. 2007 Rev. Acc. Stud.. 12 487-523
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  27. McFadden, D. Econometric models of probabilistic choice. 1981 En : McFadden, D. ; Manski, C. Structural Analysis of Discrete Data with Econometric Applications. MIT Press: Cambridge, MA
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  28. Stein, J. Convertible bonds as backdoor equity financing. 1992 J. Financ. Econ.. 32 3-21

  29. Tufano, P. Financial innovation. 2003 En : Constantinides, G.M. ; Harris, M. ; Stulz, R.M. Handbook of the Economics of Finance. Elsevier: Amsterdam

Cocites

Documents in RePEc which have cited the same bibliography

  1. Contingent convertible bonds: Optimal call strategy and the impact of refinancing. (2022). Rossmann, Philipp ; Koziol, Christian.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001201.

    Full description at Econpapers || Download paper

  2. Capital structure pre-balancing: Evidence from convertible bonds. (2016). Rastad, Mahdi.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:41:y:2016:i:c:p:43-65.

    Full description at Econpapers || Download paper

  3. Convertible bond valuation in a jump diffusion setting with stochastic interest rates. (2015). Ballotta, Laura ; Kyriakou, Ioannis.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:1:p:115-129.

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  4. Asymmetric information and conversion price reset policy: The case of Chinese convertible debt. (2015). Martin, Darius ; Zhang, Yongli ; Qiu, Junfeng.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:12:y:2015:i:2:p:133-141.

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  5. Valuing convertible bonds and the option to exchange bonds for stock. (2015). Finnerty, John D..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:31:y:2015:i:c:p:91-115.

    Full description at Econpapers || Download paper

  6. Determinants of corporate call policy for convertible bonds. (2014). Mauer, David C. ; King, Tao-Hsien Dolly .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:24:y:2014:i:c:p:112-134.

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  7. CONVERTIBLE BOND PRICING MODELS. (2014). Batten, Jonathan ; Young, Martin R. ; Khaw, Karren Lee-Hwei.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:28:y:2014:i:5:p:775-803.

    Full description at Econpapers || Download paper

  8. Dividend-Protected Convertible Bonds and the Disappearance. (2012). Grundy, Bruce D. ; Verwijmeren, Patrick.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20120060.

    Full description at Econpapers || Download paper

  9. The role of time value in convertible bond call policy. (2012). Barbi, Massimiliano ; Bajo, Emanuele.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:2:p:550-563.

    Full description at Econpapers || Download paper

  10. Agency Effects in the Convertible Debt Puzzle: An Empirical Investigation. (2011). Ramirez, Gabriel ; Díaz, Fernando ; Martell, Rodolfo .
    In: Working Papers.
    RePEc:ptl:wpaper:26.

    Full description at Econpapers || Download paper

  11. Convertible security design and contract innovation. (2011). Lewis, Craig M. ; Verwijmeren, Patrick.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:17:y:2011:i:4:p:809-831.

    Full description at Econpapers || Download paper

  12. Convertible bond arbitrage, liquidity externalities, and stock prices. (2009). Choi, Darwin ; Getmansky, Mila ; Tookes, Heather .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:91:y:2009:i:2:p:227-251.

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  13. Private placements of convertible securities: stock returns, operating performance and abnormal accruals. (2009). Tang, Alex P. ; Williams, Jan L..
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:49:y:2009:i:4:p:873-899.

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  14. Valuation of the Firms Liabilities When Equity Holders Are Also Creditors. (2007). Realdon, Marco.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:34:y:2007:i:5-6:p:950-975.

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  15. Valuation of the Firms Liabilities when Equity Holders are also Creditors. (2006). Realdon, Marco.
    In: Discussion Papers.
    RePEc:yor:yorken:06/16.

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  16. Optimal policies of call with notice period requirement. (2005). Dai, Min.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:12:y:2005:i:4:p:353-373.

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  17. Are they still called late? The effect of notice period on calls of convertible bonds. (2005). Butler, Alexander ; Altintig, Ayca Z..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:11:y:2005:i:1-2:p:337-350.

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  18. An Uncertain Volatility Explanation for Delayed Calls of Convertible Bonds. (2004). Yigibasioglu, Ali Bora ; Alexandra, Carol.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2004-07.

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  19. Early and late calls of convertible bonds: Theory and evidence. (2003). Sarkar, Sudipto.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:7:p:1349-1374.

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  20. The market for callable-convertible bonds: Evidence from Japan. (2002). Kalay, Avner ; Kato, Hideaki Kiyoshi ; Greiner, Daniel.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:10:y:2002:i:1:p:1-27.

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  21. ISLAMIC QUASI EQUITY (DEBT) INSTRUMENTS AND THE CHALLENGES OF BALANCE SHEET HEDGING: AN EXPLORATORY ANALYSIS. (2000). Khan, Tariqullah.
    In: Islamic Economic Studies.
    RePEc:ris:isecst:0085.

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  22. Effects of Callable Feature on Early Exercise Policy. (2000). Kwok, Yue ; Wu, Lixin.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:4:y:2000:i:2:p:189-211.

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  23. Duration and convexity of zero-coupon convertible bonds. (1999). Sarkar, Sudipto.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:51:y:1999:i:2:p:175-192.

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  24. Agency Problems, Information Asymmetries, and Convertible Debt Security Design. (1998). Lewis, Craig M. ; Rogalski, Richard J. ; Seward, James K..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:7:y:1998:i:1:p:32-59.

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