Department of Finance, Kellogg Graduate School of Management, Northwestern University and Department of Finance, Kellogg Graduate School of Management, Northwestern University and Faculty of Management, Tel Aviv University, respectively. We are grateful to the National Science Foundation for financial support. We would also like to acknowledge the helpful suggestions of workshop participants at Stanford University, University of California at Berkeley, and the University of Chicago. In particular we thank Sudipto Bhattacharya, Roy Henriksson, M. P. Narayan, Mark Rubinstein, and Myron Scholes for useful comments.
A Sequential Signalling Model of Convertible Debt Call Policy
Article first published online: 30 APR 2012
1985 The American Finance Association
The Journal of Finance
Volume 40, Issue 5, pages 1263–1281, December 1985
How to Cite
HARRIS, M. and RAVIV, A. (1985), A Sequential Signalling Model of Convertible Debt Call Policy. The Journal of Finance, 40: 1263–1281. doi: 10.1111/j.1540-6261.1985.tb02382.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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