While convertible offerings announced between 1984 and 1999 induce average abnormal
stock returns of− 1.69%, convertible announcement effects over the period 2000–2008 are …

We examine the impact of fluctuations in investor demand for convertible securities on
convertible bond issue volumes, pricing, and design. We find evidence of a positive impact …

This paper examines the performance of US mutual funds that invest primarily in convertible
bonds. Multivariate cross-sectional analyses show a significant relation between a fund's …

One-stop-guide to the hedge fund industry, investment and trading strategies adopted by
hedge funds and the industry's regulation. For anyone with an interest in investing or …

Option pricing with Monte Carlo (MC) simulation: This thesis presents three new ideas for
the application Least-Squares regressions. The first idea separates the pricing process into …

This thesis contains three essays on convertible bond pricing. The first essay builds a
convertible bond pricing model with an underlying stochastic term structure. The model also …

This study presents returns-based style analysis on a convertible bond index and 16
convertible bond funds for 1998-2007 and two subperiods. It allows investors to better …

In practice, convertible bonds can often be called only if notice is given to the holders. Most
methods for valuing convertible bonds assume that the bond is continuously callable. In this …

The studies in this thesis contribute to a growing stream of papers showing that capital
structure decisions are not only influenced by corporate determinants, but also by …

This paper develops a kaleckian economy in a stock‐flow consistent (SFC) model to assess
the effect of contingent convertible bonds (CoCos) in terms of stability through numerical …