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

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    A Paperback by Sebastian P. Werner

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      Book details

      Publisher Gabler
      Published 25 June 2010
      ISBN-13 9783834918864
      978-3834918864
      ISBN-10 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

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