Description

Book Synopsis
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.


Table of Contents
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

Short Selling Activities and Convertible Bond Arbitrage: Empirical Evidence from the New York Stock Exchange

    Product form

    £44.99

    Includes FREE delivery

    Order before 4pm tomorrow for delivery by Wed 24 Jun 2026.

    A Paperback by Sebastian P. Werner

    15 in stock

      Trusted by thousands of customers. See 2,385+ Customer Reviews

      View other formats and editions of Short Selling Activities and Convertible Bond Arbitrage: Empirical Evidence from the New York Stock Exchange by Sebastian P. Werner

      Publisher: Gabler
      Publication Date: 25/06/2010
      ISBN13: 9783834918864, 978-3834918864
      ISBN10: 3834918865
      Also in:
      Civil service and public sector Finance and the finance industry

      Description

      Book Synopsis
      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.


      Table of Contents
      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

      Recently viewed products

      © 2026 Book Curl

        • American Express
        • Apple Pay
        • Diners Club
        • Discover
        • Google Pay
        • Maestro
        • Mastercard
        • PayPal
        • Shop Pay
        • Union Pay
        • Visa

        Login

        Forgot your password?

        Don't have an account yet?
        Create account