Short Selling Activities and Convertible Bond Arbitrage
Empirical Evidence from the New York Stock Exchange. Dissertation European Business School, 2009
(Sprache: Englisch)
Sebastian Werner examines aggregate short sales and convertible bond arbitrage, which is a typical hedge fund strategy that involves a significant short position in the underlying stock of a long convertible bond position for hedging purposes. He provides...
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Sebastian Werner examines aggregate short sales and convertible bond arbitrage, which is a typical hedge fund strategy that involves a significant short position in the underlying stock of a long convertible bond position for hedging purposes. He provides insightful and new observations of the significant difference in the trading pattern, information content and resulting impact on stock returns of arbitrage- versus valuation-based short selling activities.Inhaltsverzeichnis zu „Short Selling Activities and Convertible Bond Arbitrage “
Aus dem Inhalt:Motives and Determinants of Short Selling; Role of Convertible Bond Arbitrage in Abnormal Short Selling Activity; Capturing Differences in Aggregate Short Sales of Arbitrage- versus Valuation-Based Short Selling Activities
Autoren-Porträt von Sebastian P. Werner
Sebastian P. Werner earned his doctoral degree from the European Business School under the supervision of Prof. Dr. Lutz Johanning and now works in equity portfolio management for a global bank based in Frankfurt.
Bibliographische Angaben
- Autor: Sebastian P. Werner
- 2010, 2010, 256 Seiten, Maße: 14,8 x 21 cm, Kartoniert (TB), Englisch
- Verlag: Gabler
- ISBN-10: 3834918865
- ISBN-13: 9783834918864
- Erscheinungsdatum: 25.06.2010
Sprache:
Englisch
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