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There are 45921 results for: content related to: Convertible Debt: Corporate Call Policy and Voluntary Conversion

  1. Convertible Bonds Are Not Called Late

    The Journal of Finance

    Volume 50, Issue 4, September 1995, Pages: 1275–1289, PAUL ASQUITH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04058.x

  2. RATIONAL TIMING OF CALLS OF CONVERTIBLE PREFERRED STOCKS

    Journal of Financial Research

    Volume 21, Issue 3, Fall 1998, Pages: 293–313, Anthony K. Byrd, Steven V. Mann, William T. Moore and Pradipkumar Ramanlal

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1998.tb00687.x

  3. Tax Shields, Sample-Selection Bias, and the Information Content of Conversion-Forcing Bond Calls

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1291–1324, CYNTHIA J. CAMPBELL, LOUIS H. EDERINGTON and PRASHANT VANKUDRE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04619.x

  4. AN ANALYSIS OF CONVERTIBLE DEBENTURES: THEORY AND SOME EMPIRICAL EVIDENCE

    The Journal of Finance

    Volume 21, Issue 1, March 1966, Pages: 35–54, Eugene F. Brigham

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1966.tb02953.x

  5. THE VALUATION OF CONVERTIBLE BONDS

    The Journal of Finance

    Volume 28, Issue 3, June 1973, Pages: 713–732, James E. Walter and Agustin V. Que

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01392.x

  6. CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION

    The Journal of Finance

    Volume 32, Issue 5, December 1977, Pages: 1699–1715, M. J. Brennan and E. S. Schwartz

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1977.tb03364.x

  7. A Generalized Econometric Model and Tests of a Signalling Hypothesis with Two Discrete Signals

    The Journal of Finance

    Volume 43, Issue 2, June 1988, Pages: 413–429, SANKARSHAN ACHARYA*

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03947.x

  8. LYON Taming

    The Journal of Finance

    Volume 41, Issue 3, July 1986, Pages: 561–576, JOHN J. McCONNELL and EDUARDO S. SCHWARTZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04516.x

  9. A SEQUENTIAL SIGNALING MODEL OF CONVERTIBLE DEBT ISSUE AND CALL POLICIES

    Journal of Financial Research

    Volume 23, Issue 1, Spring 2000, Pages: 45–76, Yul W. Lee

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.2000.tb00810.x

  10. Anatomy of option features in convertible bonds

    Journal of Futures Markets

    Volume 24, Issue 6, June 2004, Pages: 513–532, Ka Wo Lau and Yue Kuen Kwok

    Version of Record online : 6 APR 2004, DOI: 10.1002/fut.10127

  11. AN EXAMINATION OF CORPORATE CALL POLICIES ON CONVERTIBLE SECURITIES

    The Journal of Finance

    Volume 32, Issue 2, May 1977, Pages: 463–478, Jonathan Ingersoll

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1977.tb03285.x

  12. A NONZERO-SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS

    Mathematical Finance

    Volume 23, Issue 1, January 2013, Pages: 57–93, Nan Chen, Min Dai and Xiangwei Wan

    Version of Record online : 22 JUN 2011, DOI: 10.1111/j.1467-9965.2011.00488.x

  13. A Re-examination of the Case for Accounting Separately for the Debt and Equity Features of Convertible Debt

    Journal of Business Finance & Accounting

    Volume 25, Issue 5-6, June/July 1998, Pages: 595–612, Peter Casson

    Version of Record online : 3 MAR 2003, DOI: 10.1111/1468-5957.00203

  14. CONVERTIBLE BOND VALUATION: AN EMPIRICAL TEST

    Journal of Financial Research

    Volume 9, Issue 1, Spring 1986, Pages: 53–69, Raymond King

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1986.tb00435.x

  15. Disappearing Call Delay and Dividend-Protected Convertible Bonds

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 195–224, BRUCE D. GRUNDY and PATRICK VERWIJMEREN

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12363

  16. Binomial Interest Rate Trees and the Valuation of Bonds with Embedded Options

    Bond Evaluation, Selection, and Management, Second Edition

    R. Stafford Johnson, Pages: 451–485, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267639.ch14

  17. Calls of Warrants: Timing and Market Reaction

    The Journal of Finance

    Volume 48, Issue 2, June 1993, Pages: 681–696, PAUL SCHULTZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04733.x

  18. Financial Distress Costs and Delayed Calls of Convertible Bonds: An Empirical Analysis

    Financial Review

    Volume 31, Issue 4, November 1996, Pages: 913–925, V. Sivarama Krishnan and Ramesh P. Rao

    Version of Record online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1996.tb00903.x

  19. PORTFOLIO SELECTION AND THE STRUCTURE OF CAPITAL ASSET PRICES WHEN RELATIVE PRICES OF CONSUMPTION GOODS MAY CHANGE

    The Journal of Finance

    Volume 27, Issue 1, March 1972, Pages: 47–60, Donald G. Heckerman

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb00618.x

  20. Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2075–2112, Yacine Aït-Sahalia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00489