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

15 in stock


    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

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