The Convertible Arbitrage Strategy Analyzed

Igor Loncarski, Jenke ter Horst () and Chris Veld

No 2006-98, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: convertible arbitrage; short sales; underpricing; convertible bonds; abnormal returns (search for similar items in EconPapers)
Date: 2006
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Working Paper: The Convertible Arbitrage Strategy Analyzed (2006)
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