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Short Selling Activities and Convertible Bond Arbitrage: Empirical Evidence from the New York Stock Exchange - Ebs-forschung, Schriftenreihe Der European Business School Schloss Reichartshausen Sebastian P. Werner 2010 edition
Short Selling Activities and Convertible Bond Arbitrage: Empirical Evidence from the New York Stock Exchange - Ebs-forschung, Schriftenreihe Der European Business School Schloss Reichartshausen
Sebastian P. Werner
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.
256 pages, 26 black & white tables, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | June 25, 2010 |
| ISBN13 | 9783834918864 |
| Publishers | Springer Fachmedien Wiesbaden |
| Pages | 256 |
| Dimensions | 148 × 210 × 15 mm · 335 g |
| Language | English German |