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Voluntary conversion of convertible securities and the optimal call strategy
15 references·11 citing·32 second hop
Voluntary conversion of convertible securities and the optimal call strategy (1989)Voluntary conversion of convertible secur…The cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…Warrant Exercise, Dividends, and Reinvestment Policy (1988)Warrant Exercise, Dividends, …Convertible call policies (1987)Convertible call policiesA Sequential Signalling Model of Convertible Debt Call Policy (1985)A Sequential Signalling Model…Warrant exercise and bond conversion in competitive markets (1984)Warrant exercise and bond con…Investment incentives, debt, and warrants (1984)Investment incentives, debt, …Warrant valuation and exercise strategy (1983)Warrant valuation and exercis…Convertible calls and security returns (1981)Convertible calls and securit…Analyzing Convertible Bonds (1980)Analyzing Convertible BondsOption pricing: A simplified approach (1979)Option pricing: A simplified …Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion (1977)Convertible Bonds: Valuation …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…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Pricing convertible bonds (2018)Pricing convertible bondsDisappearing Call Delay and Dividend‐Protected Convertible Bonds (2015)Disappearing Call Delay and D…The role of convertible bonds in alleviating contracting costs (2007)The role of convertible bonds…Failure to exercise call options: An anomaly and a trading game (2007)Failure to exercise call opti…A Two‐Person Game for Pricing Convertible Bonds (2006)A Two‐Person Game for Pricing…Perpetual Convertible Bonds (2004)Perpetual Convertible BondsEarnings Management Through Transaction Structuring: Contingent Convertible Debt and Diluted Eps (2004)Earnings Management Through T…Nonparametric estimation of American options’ exercise boundaries and call prices (2000)Nonparametric estimation of A…Equity financing and corporate convertible bond policy (1995)Equity financing and corporat…The Rationality of Early Exercise Decisions: Evidence from the S&P 100 Index Options Market (1993)The Rationality of Early Exer…Underwritten calls of convertible bonds (1991)Underwritten calls of convert…The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)Convertible Securities and Venture Capital Finance (2003)Financing and Advising: Optimal Financial Contracts with Venture Capitalists (2003)Stage Financing and the Role of Convertible Securities (2003)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)Imperfect Information, Dividend Policy, and "The Bird in the Hand" Fallacy (1979)Dividend Policy under Asymmetric Information (1985)Equilibrium Verification and Reporting Policies in a Model of Tax Compliance (1986)Insider Trading as a Signal of Private Information (1993)Behavioral Corporate Finance: An Updated Survey (2011)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)Another Look at Models of the Short-Term Interest Rate (1996)Valuing Risky Fixed Rate Debt: An Extension (1997)Theory of rational option pricing (2005)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Law and Finance (1998)Does it Pay to Change Your Company's Name? A Stock Market Perspective (1987)Nonparametric rank tests for event studies (2011)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options (2003)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)Martingales and stochastic integrals in the theory of continuous trading (1981)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)
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References

  • 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
  • 1979Option pricing: A simplified approach6,103 cited
  • 1984Investment incentives, debt, and warrants691 cited
  • 1980Analyzing Convertible Bonds568 cited
  • 1977A contingent-claims valuation of convertible securities491 cited
  • 1977CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION473 cited
  • 1977AN EXAMINATION OF CORPORATE CALL POLICIES ON CONVERTIBLE SECURITIES254 cited
  • 1981Convertible calls and security returns212 cited
  • 1985A Sequential Signalling Model of Convertible Debt Call Policy194 cited
  • 1987Convertible call policies87 cited
  • 1977Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion82 cited
  • 1984Warrant exercise and bond conversion in competitive markets82 cited
  • 1983Warrant valuation and exercise strategy78 cited
  • 1988Warrant Exercise, Dividends, and Reinvestment Policy55 cited

Cited by

  • 2006

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A Two‐Person Game for Pricing Convertible Bonds
68 cited
  • 2007Failure to exercise call options: An anomaly and a trading game64 cited
  • 2000Nonparametric estimation of American options’ exercise boundaries and call prices57 cited
  • 1991Underwritten calls of convertible bonds49 cited
  • 2007The role of convertible bonds in alleviating contracting costs46 cited
  • 1993The Rationality of Early Exercise Decisions: Evidence from the S&P 100 Index Options Market44 cited
  • 2004Perpetual Convertible Bonds43 cited
  • 1995Equity financing and corporate convertible bond policy41 cited
  • 2004Earnings Management Through Transaction Structuring: Contingent Convertible Debt and Diluted Eps31 cited
  • 2018Pricing convertible bonds30 cited
  • 2015Disappearing Call Delay and Dividend‐Protected Convertible Bonds26 cited