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Short sales, price pressure, and the stock price response to convertible bond calls
16 references·2 citing·50 second hop
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this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,572 cited
  • 1986Do Demand Curves for Stocks Slope Down?1,524 cited
  • 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures1,023 cited
  • 1972PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE671 cited
  • 1988Withdrawn Security Offerings391 cited
  • 2000Demand Curves for Stocks Do Slope Down: New Evidence from an Index Weights Adjustment377 cited
  • 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures300 cited
  • 2007Volatility‐Spillover Effects in European Bond Markets225 cited
  • 1981Convertible calls and security returns212 cited
  • 2005ON THE AMERICAN OPTION PROBLEM207 cited
  • 1985A Sequential Signalling Model of Convertible Debt Call Policy194 cited
  • 1988The Demise of the Rights Issue

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153 cited
  • 2007DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE116 cited
  • 2004Vector equilibrium correction models with non‐linear discontinuous adjustments104 cited
  • Cited by

    • 2004The Information Content of Earnings Announcements in Denmark37 cited
    • 2010What drives the performance of convertible-bond funds?33 cited