SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    Christian Andres, Douglas Cumming, Timur Karabiber, Denis Schweizer, Do markets anticipate capital structure decisions? — Feedback effects in equity liquidity, Journal of Corporate Finance, 2014, 27, 133

    CrossRef

  2. 2
    Ken L. Bechmann, Asger Lunde, Allan A. Zebedee, In- and out-of-the-money convertible bond calls: Signaling or price pressure?, Journal of Corporate Finance, 2014, 24, 135

    CrossRef

  3. 3
    Adrian C. H. Lei, Price and Volume Effects of Exchange-Traded Barrier Options: Evidence from Callable Bull/Bear Contracts, Journal of Futures Markets, 2014, 34, 11
  4. 4
    Bruce D. Grundy, Chris Veld, Patrick Verwijmeren, Yuriy Zabolotnyuk, Why are conversion-forcing call announcements associated with negative wealth effects?, Journal of Corporate Finance, 2014, 24, 149

    CrossRef

  5. 5
    Nan Chen, Min Dai, Xiangwei Wan, A NONZERO-SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS, Mathematical Finance, 2013, 23, 1
  6. 6
    ALI BORA YIǦITBAŞIOǦLU, CAROL ALEXANDER, PRICING AND HEDGING CONVERTIBLE BONDS: DELAYED CALLS AND UNCERTAIN VOLATILITY, International Journal of Theoretical and Applied Finance, 2006, 09, 03, 415

    CrossRef

  7. 7
    PAUL ASQUITH, Convertible Bonds Are Not Called Late, The Journal of Finance, 1995, 50, 4
  8. 8
    B. Espen Eckbo, Ronald W. Masulis, Finance, 1995,

    CrossRef

  9. 9
    Douglas R. Emery, Mai E. Iskandar-Datta, Jong-Chul Rhim, CAPITAL STRUCTURE MANAGEMENT AS A MOTIVATION FOR CALLING CONVERTIBLE DEBT, Journal of Financial Research, 1994, 17, 1
  10. 10
    PAUL ASQUITH, DAVID W. MULLINS, Convertible Debt: Corporate Call Policy and Voluntary Conversion, The Journal of Finance, 1991, 46, 4