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Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation. (2012). Veld, Chris ; Verwijmeren, Patrick ; Dutordoir, Marie ; Duca, Eric .
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:36:y:2012:i:11:p:2884-2899.

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  1. Covenants in convertible bonds: Boon or boilerplate?. (2023). Zeng, Cheng ; Xu, Alice Liang ; Pappas, Kostas ; Dutordoir, Marie.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:80:y:2023:i:c:s092911992300041x.

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  2. Short Selling: A Review of the Literature and Implications for Future Research. (2022). Hasan, Mostafa Monzur ; Habib, Ahsan ; Jiang, Haiyan.
    In: European Accounting Review.
    RePEc:taf:euract:v:31:y:2022:i:1:p:1-31.

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  3. Does short-selling potential influence merger and acquisition payment choice?. (2022). Sun, Ping ; Strong, Norman C ; Dutordoir, Marie.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:144:y:2022:i:3:p:761-779.

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  4. Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective. (2022). Wang, Gang-Jin ; Xie, Chi ; Ling, Yu-Xiu.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000292.

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  5. Convertible bond issuance volume, capital structure, and firm value. (2022). Ni, Yensen ; Huang, Paoyu ; Liao, Yulu.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000298.

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  6. CEO-friendly boards and seasoned equity offerings. (2022). Akter, Maimuna ; Subedi, Meena ; Hasan, Md Nazmul.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000831.

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  7. Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices. (2021). Smajlbegovic, Esad ; Roling, Christoph ; Jank, Stephan.
    In: Journal of Financial Economics.
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  8. Announcement Effects of Convertible and Warrant Bond Issues with Embedded Refixing Option: Evidence from Korea. (2020). Kim, Yongsik.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:21:p:8933-:d:435680.

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  9. Arbitrage vs. informed short selling: Evidence from convertible bond issuers. (2020). Koski, Jennifer L ; Henry, Tyler R ; Hackney, John .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301310.

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  10. Death spiral PIPEs: a reconsideration of the evidence. (2020). Linnenluecke, Martina K ; Benson, Karen ; Rosov, Sviatoslav ; Morrison, David.
    In: Accounting and Finance.
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  11. The Impact of Financial Constraints on the Convertible Bond Announcement Returns. (2019). Chien, Chih ; Kam, Tai-Yung ; Chang, Chong-Chuo ; Su, Wan Ting.
    In: Economies.
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  12. Convertible bond announcement returns, capital expenditures, and investment opportunities: Evidence from Korea. (2019). Han, Seung Hun ; Kim, Hyeong Joon.
    In: Pacific-Basin Finance Journal.
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  13. On the preferences of CoCo bond buyers and sellers: a logistic regression analysis. (2019). Caporale, Guglielmo Maria ; Kang, Woo-Young.
    In: CESifo Working Paper Series.
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  14. Corporate social responsibility and seasoned equity offerings. (2018). Dutordoir, Marie ; Sun, Ping ; Strong, Norman C.
    In: Journal of Corporate Finance.
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  15. Stochastic volatility vs. jump diffusions: Evidence from the Chinese convertible bond market. (2017). Fan, Chenxi ; Wu, Qingbiao ; Luo, Xingguo.
    In: International Review of Economics & Finance.
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  16. An examination of investors’ reaction to the announcement of CoCo bonds issuance: A global outlook. (2017). Liao, Qunfeng ; Rezvanian, Rasoul ; Mehdian, Seyed.
    In: Finance Research Letters.
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  17. 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.
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  18. Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry. (2017). Blickle, Kristian ; Ehmann, Christian ; Ammann, Manuel.
    In: European Financial Management.
    RePEc:bla:eufman:v:23:y:2017:i:1:p:127-152.

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  19. The curious case of converts. (2016). Li, Xiaoyang ; Tucker, Alan L ; Lin, Shannon .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:31:y:2016:i:c:p:1-17.

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  20. Bank regulation, financial crisis, and the announcement effects of seasoned equity offerings of US commercial banks. (2016). Liu, Hong ; Zhou, Mingming ; Siganos, Antonios .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:25:y:2016:i:c:p:37-46.

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  21. A comparison of the stock market reactions of convertible bond offerings between financial and non-financial institutions: Do they differ?. (2016). Li, Hui ; Siganos, Antonios ; Liu, Hong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:45:y:2016:i:c:p:356-366.

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  22. Convertible bond announcement effects: Why is Japan different?. (2016). Dutordoir, Marie ; Verwijmeren, Patrick ; Liu, Frank Hong.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:37:y:2016:i:c:p:76-92.

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  23. Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry. (2015). Blickle, Kristian ; Ammann, Manuel ; Ehmann, Christian.
    In: Working Papers on Finance.
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  24. Convertible Debt and Shareholder Incentives. (2014). Jeanneret, Alexandre ; Franois, Pascal ; Grass, Gunnar ; Dorion, Christian.
    In: Cahiers de recherche.
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  25. 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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  26. 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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  27. 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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  28. Why are conversion-forcing call announcements associated with negative wealth effects?. (2014). Veld, Chris ; Grundy, Bruce D. ; Zabolotnyuk, Yuriy ; Verwijmeren, Patrick.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:24:y:2014:i:c:p:149-157.

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  29. 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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  30. Hole in the Wall: Informed Short Selling ahead of Private Placements. (2013). Berkman, Henk ; Verwijmeren, Patrick ; McKenzie, Michael .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130153.

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  28. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14068.

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  29. Market Liquidity, Asset Prices and Welfare. (2008). Huang, Jennifer ; Wang, Jiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14058.

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  30. Testing Conditional Asset Pricing Models: An Emerging Market Perspective. (2008). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2008-3.

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  31. Emerging market liquidity and crises. (2007). Van Horen, Neeltje ; Schmukler, Sergio ; Levy Yeyati, Eduardo.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4445.

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  32. Portfolio choice and the effects of liquidity. (2007). Gonzalez, Ana ; Rubio, Gonzalo.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1035.

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  33. Why Do Private Acquirers Pay So Little Compared to Public Acquirers?. (2007). Stulz, René ; Schlingemann, Frederik ; Zutter, Chad ; Bargeron, Leonce.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13061.

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  34. Pricing Implications of Shared Variance in Liquidity Measures. (2007). Skjeltorp, Johannes ; Næs, Randi ; Chollete, Loran ; Nas, Randi .
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2006_009.

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  35. Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks. (2007). Karolyi, G. ; Gagnon, Louis .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-11.

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  36. Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements. (2007). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6390.

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  37. Asset Prices and asset Correlations in Illiquid Markets. (2006). Brunetti, Celso.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:331.

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  38. Visible and hidden risk factors for banks. (2006). Stiroh, Kevin ; Schuermann, Til.
    In: Staff Reports.
    RePEc:fip:fednsr:252.

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  39. R2 and Price Inefficiency. (2006). Xiong, Wei ; Hou, Kewei ; Peng, Lin .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-23.

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  40. Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5946.

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  41. Cross-Border Trading as a Mechanism for Implicit Capital Flight: ADRs and the Argentine Crisis. (2005). Tesar, Linda ; Dominguez, Kathryn ; Auguste, Sebastian ; Kamil, Herman ; Kathryn M. E. Dominguez, .
    In: Working Papers.
    RePEc:mie:wpaper:533.

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  42. Paying for Market Quality. (2005). Anand, Amber ; Weaver, Daniel G. ; Tanggaard, Carsten .
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2006-06.

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  43. The joint dynamics of liquidity, returns, and volatility across small and large firms. (2005). Subrahmanyam, Avanidhar ; Chordia, Tarun .
    In: Staff Reports.
    RePEc:fip:fednsr:207.

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  44. Liquidity, default, taxes and yields on municipal bonds. (2005). Wu, Chunchi ; Wang, Junbo ; Zhang, Frank.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-35.

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  45. The World Price of Liquidity Risk. (2005). Lee, Kuan-Hui .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-10.

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  46. Disclosure and liquidity. (2005). Trombetta, Marco ; Espinosa, Monica ; Tapia, Mikel.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb050202.

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  47. Hypothesis Testing in Predictive Regressions. (2004). Hurvich, Clifford ; Amihud, Yakov ; Wang, YI.
    In: Finance.
    RePEc:wpa:wuwpfi:0412022.

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  48. Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov.
    In: Econometrics.
    RePEc:wpa:wuwpem:0412008.

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  49. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs. (2004). Lynch, Anthony W. ; Tan, Sinan .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10994.

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  50. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. (2004). Vayanos, Dimitri.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10327.

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  51. Multi-market Trading and Arbitrage. (2004). Karolyi, G. ; Gagnon, Louis .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-9.

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  52. From Pink Slips to Pink Sheets: Liquidity and Shareholder Wealth Consequences of Nasdaq Delistings. (2004). Harris, Jeffrey ; Werner, Ingrid ; Panchapagesan, Venkatesh ; Angel, James J..
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-22.

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  53. Asset Pricing with Liquidity Risk. (2003). Pedersen, Lasse ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3749.

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  54. On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation. (2003). Ghysels, Eric ; Pereira, Joo.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-27.

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