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Warrant exercise and bond conversion in competitive markets
12 references·13 citing·26 second hop
Warrant exercise and bond conversion in competitive markets (1984)Warrant exercise and bond conversion in c…The cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…Theory of rational option pricing (2005)Theory of rational option pri…Stockholder-bondholder conflict and dividend constraints (1982)Stockholder-bondholder confli…On financial contracting (1979)On financial contractingPRICING OF WARRANTS AND THE VALUE OF THE FIRM (1978)PRICING OF WARRANTS AND THE V…CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION (1977)CONVERTIBLE BONDS: VALUATION …Alternative methods for raising capital (1977)Alternative methods for raisi…A contingent-claims valuation of convertible securities (1977)A contingent-claims valuation…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Equilibrium points of nonatomic games (1973)Equilibrium points of nonatom…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Convertible Debt and Investment Timing (2011)Convertible Debt and Investme…Equilibrium Real Options Exercise Strategies with Multiple Players: The Case of Real Estate Markets (2006)Equilibrium Real Options Exer…A Two‐Person Game for Pricing Convertible Bonds (2006)A Two‐Person Game for Pricing…Common risk factors in returns in Asian emerging stock markets (2005)Common risk factors in return…The use and pricing of convertible bonds (1996)The use and pricing of conver…The interaction between the financial and investment decisions of the firm: the case of issuing warrants in a levered firm (1994)The interaction between the f…Robustness of option-like warrant valuation (1994)Robustness of option-like war…Warrant Pricing: Jump-Diffusion vs. Black-Scholes (1993)Warrant Pricing: Jump-Diffusi…Voluntary conversion of convertible securities and the optimal call strategy (1989)Voluntary conversion of conve…Warrant Exercise, Dividends, and Reinvestment Policy (1988)Warrant Exercise, Dividends, …Strategic analysis of the competitive exercise of certain financial options (1984)Strategic analysis of the com…A strategic analysis of sinking fund bonds (1984)A strategic analysis of sinki…Warrant valuation and exercise strategy (1983)Warrant valuation and exercis…An Economic Theory of Democracy. (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The effects of capital structure change on security prices (1980)Are There Economies of Scale in Underwriting Fees? Evidence of Rising External Financing Costs (2000)Financial Markets and Firm Dynamics (2001)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)The Problem of Social Cost (1960)Corporate financing and investment decisions when firms have information that investors do not have (1984)Financial Intermediation and Delegated Monitoring (1984)A Survey of Corporate Governance (1997)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model (1993)When Are Real Options Exercised? An Empirical Study of Mine Closings (2002)Quantifying Credit Risk I: Default Prediction (2003)Equilibrium points in n -person games (1950)On a theorem of Schmeidler (1984)A Model of Financial Crises in Emerging Markets (2001)Bounding the inefficiency of equilibria in nonatomic congestion games (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Law and Finance (1998)The Capital Structure Puzzle (1984)Valuing Corporate Securities: Some Effects of Bond Indenture Provisions (1976)Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis (1978)Option pricing: A simplified approach (1979)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 2008The cost of capital, corporation finance and the theory of investment8,614 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1979On financial contracting2,901 cited
  • 1973Equilibrium points of nonatomic games553 cited
  • 1977Alternative methods for raising capital550 cited
  • 1977A contingent-claims valuation of convertible securities491 cited
  • 1977CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION473 cited
  • 1982Stockholder-bondholder conflict and dividend constraints394 cited
  • 1978PRICING OF WARRANTS AND THE VALUE OF THE FIRM180 cited

Cited by

  • 2006Equilibrium Real Options Exercise Strategies with Multiple Players: The Case of Real Estate Markets80 cited
  • 1983Warrant valuation and exercise strategy78 cited
  • 1996The use and pricing of convertible bonds76 cited
  • 2006

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A Two‐Person Game for Pricing Convertible Bonds
68 cited
  • 2011Convertible Debt and Investment Timing64 cited
  • 1994Robustness of option-like warrant valuation64 cited
  • 2005Common risk factors in returns in Asian emerging stock markets56 cited
  • 1988Warrant Exercise, Dividends, and Reinvestment Policy55 cited
  • 1989Voluntary conversion of convertible securities and the optimal call strategy54 cited
  • 1984A strategic analysis of sinking fund bonds54 cited
  • 1994The interaction between the financial and investment decisions of the firm: the case of issuing warrants in a levered firm43 cited
  • 1993Warrant Pricing: Jump-Diffusion vs. Black-Scholes37 cited
  • 1984Strategic analysis of the competitive exercise of certain financial options36 cited