Short Selling and the Arbitrage on Convertible Bonds

碩士 === 國立中央大學 === 財務金融學系 === 101 === This paper examines whether investors engage in the arbitrage activities of the convertible bonds and their underlying stocks. The sample covers the convertible bonds issued in the period from January 2007 to December 2011. I observe the abnormal returns and the...

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Bibliographic Details
Main Authors: Mei-chen Su, 蘇美珍
Other Authors: Cheng-Yi Shiu
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/68920566568551412211