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Is a Convertible Bond Call Really Bad News?
16 references·2 citing·42 second hop
Is a Convertible Bond Call Really Bad News? (2001)Is a Convertible Bond Call Really Bad New…Bond Rating Agencies and Stock Analysts: Who Knows What When? (1998)Bond Rating Agencies and Stoc…Corporate Bankruptcy and Insider Trading (1997)Corporate Bankruptcy and Insi…Analysts' Interim Earnings Forecasts: Evidence on the Forecasting Process (1994)Analysts' Interim Earnings Fo…Why Does Aggregate Insider Trading Predict Future Stock Returns? (1992)Why Does Aggregate Insider Tr…An Empirical Analysis of Illegal Insider Trading (1992)An Empirical Analysis of Ille…Insider Trading before New Issue Announcements (1991)Insider Trading before New Is…The association between revisions of financial analysts' earnings forecasts and security-price changes (1990)The association between revis…Analysts' forecasts as earnings expectations (1988)Analysts' forecasts as earnin…Insiders' profits, costs of trading, and market efficiency (1986)Insiders' profits, costs of t…A Sequential Signalling Model of Convertible Debt Call Policy (1985)A Sequential Signalling Model…Insider Trading and the Dissemination of Firms' Forecast Information (1982)Insider Trading and the Disse…Convertible calls and security returns (1981)Convertible calls and securit…CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION (1977)CONVERTIBLE BONDS: VALUATION …AN EXAMINATION OF CORPORATE CALL POLICIES ON CONVERTIBLE SECURITIES (1977)AN EXAMINATION OF CORPORATE C…A contingent-claims valuation of convertible securities (1977)A contingent-claims valuation…Special Information and Insider Trading (1974)Special Information and Insid…Disappearing Call Delay and Dividend‐Protected Convertible Bonds (2015)Disappearing Call Delay and D…Short sales, price pressure, and the stock price response to convertible bond calls (2004)Short sales, price pressure, …An Empirical Evaluation of Accounting Income Numbers (1968)Applied Linear Statistical Models. (1975)Earnings forecasting research: its implications for capital markets research (1993)Analyst Coverage and Financing Decisions (2006)Can Twitter Help Predict Firm-Level Earnings and Stock Returns? (2017)The Combination of Forecasts (1969)Norm theory: Comparing reality to its alternatives. (1986)Herd Behavior and Investment (1988)Forecasting Economic Time Series (2000)Capital markets research in accounting (2001)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)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)Stock return variances (1986)The theory and practice of econometrics (1986)Price, trade size, and information in securities markets (1987)Stealth-trading: Which traders' trades move stock prices? (2001)What insiders know about future earnings and how they use it: Evidence from insider trades (2003)How are shorts informed? (2012)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Investor sentiment and the near-term stock market (2003)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options (2003)The effect of bond rating changes on common stock prices (1986)The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)The national market impact of sovereign rating changes (2003)Do Regulations Based on Credit Ratings Affect a Firm's Cost of Capital? (2010)Impact of the Dodd-Frank act on credit ratings (2014)Efficient Capital Markets: II (1991)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Are Insider Trades Informative? (2001)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)Are Insiders' Trades Informative? (1998)Public Disclosure and Dissimulation of Insider Trades (2001)Information Content of Insider Trades before and after the Sarbanes-Oxley Act (2010)
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References

  • 1974Special Information and Insider Trading1,236 cited
  • 1986Insiders' profits, costs of trading, and market efficiency1,219 cited
  • 1988Analysts' forecasts as earnings expectations985 cited
  • 1992An Empirical Analysis of Illegal Insider Trading818 cited
  • 1990The association between revisions of financial analysts' earnings forecasts and security-price changes552 cited
  • 1977A contingent-claims valuation of convertible securities491 cited
  • 1977CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION473 cited
  • 1992Why Does Aggregate Insider Trading Predict Future Stock Returns?348 cited
  • 1998Bond Rating Agencies and Stock Analysts: Who Knows What When?344 cited
  • 1977AN EXAMINATION OF CORPORATE CALL POLICIES ON CONVERTIBLE SECURITIES254 cited
  • 1997Corporate Bankruptcy and Insider Trading234 cited
  • 1991Insider Trading before New Issue Announcements221 cited
  • 1981Convertible calls and security returns212 cited
  • 1985A Sequential Signalling Model of Convertible Debt Call Policy194 cited
  • 1982Insider Trading and the Dissemination of Firms' Forecast Information189 cited

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1994
Analysts' Interim Earnings Forecasts: Evidence on the Forecasting Process
177 cited

Cited by

  • 2004Short sales, price pressure, and the stock price response to convertible bond calls41 cited
  • 2015Disappearing Call Delay and Dividend‐Protected Convertible Bonds26 cited