1540-6261/asset/cover.gif?v=1&s=5192ce61b1e4bde927ebc2df55b44b4da55ef137 "The Journal of Finance")
Univeristy of British Columbia. This research was partially supported by a Dean Witter Foundation grant through the Institute of Business and Economic Research, University of California, Berkeley; and a Leslie G. J. Wong Summer Research Grant through the University of British Columbia. The paper was written while E. Schwartz was a visiting assistant professor at the University of California, Berkeley. The authors gratefully acknowledge the helpful comments of Michael J. Brennan and Richard Brealey. The authors retain responsibility for remaining errors.
1540-6261/asset/olbannerleft.gif?v=1&s=f5fa766df21c6468d114bb94916c51480b2eed9e)
1540-6261/asset/jofi_centre.gif?v=1&s=3be479aa919c797606665cb79e364d5eb71c8734)
Retractable and Extendible Bonds: The Canadian Experience
Article first published online: 30 APR 2012
DOI: 10.1111/j.1540-6261.1980.tb03469.x
1980 The American Finance Association
Additional Information
How to Cite
ANANTHANARAYANAN, A. L. and SCHWARTZ, E. S. (1980), Retractable and Extendible Bonds: The Canadian Experience. The Journal of Finance, 35: 31–47. doi: 10.1111/j.1540-6261.1980.tb03469.x
- †
Univeristy of British Columbia. This research was partially supported by a Dean Witter Foundation grant through the Institute of Business and Economic Research, University of California, Berkeley; and a Leslie G. J. Wong Summer Research Grant through the University of British Columbia. The paper was written while E. Schwartz was a visiting assistant professor at the University of California, Berkeley. The authors gratefully acknowledge the helpful comments of Michael J. Brennan and Richard Brealey. The authors retain responsibility for remaining errors.
Publication History
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
If your institution is a registered Wiley Online Library customer, you can log in under your institution's name to see our content. This access is provided by Shibboleth or Athens.
Type your institution's name in the box below. If your institution is a Wiley customer, it will appear in the list of suggested institutions.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!