Short selling activities and convertible bond arbitrage : empirical evidence from the New York Stock Exchange

著者

• Werner, Sebastian P.

書誌事項

Short selling activities and convertible bond arbitrage : empirical evidence from the New York Stock Exchange

Sebastian P. Werner ; with a foreword by Lutz Johanning

（Gabler research, . EBS Forschung ; Bd. 75）

Gabler, 2010

注記

"Dissertation European Business School, International University Schloss Reichartshausen, Oestrich-Winkel, 2009"--T.p. verso

Bibliography: p. 245-256

内容説明・目次

内容説明

Sebastian Werner examines aggregate short sales and convertible bond arbitrage, which is a typical hedge fund strategy that involves a significant short position in the underlying stock of a long convertible bond position for hedging purposes. He provides insightful and new observations of the significant difference in the trading pattern, information content and resulting impact on stock returns of arbitrage- versus valuation-based short selling activities.

目次

• Motives and Determinants of Short Selling
• Role of Convertible Bond Arbitrage in Abnormal Short Selling Activity
• Capturing Differences in Aggregate Short Sales of Arbitrage- versus Valuation-Based Short Selling Activities

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BB02784445
• ISBN:
  • 9783834918864
• 出版国コード: gw
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Wiesbaden
• ページ数/冊数: xx, 256 p.
• 大きさ: 21 cm
• 分類:
  • SG : 332.63228
  • SG : 330
• 件名:
  • SWD : Blankoverkauf -- Wandelschuldverschreibung -- Arbitrage
• 親書誌ID:
  • BB00136896