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

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

Sebastian P. Werner

4.9/5 (12683 ratings)

Description:While some short sales are based on information or opinions about a firm's share price, this is not the case with many others. This statement coincides with the increasing use of arbitrage-related hedge fund strategies whereas it collides with public consensus that blames short sellers for decreasing stock prices and exacerbating the economic downturn. 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. Focusing on events of extreme stock price changes and short selling activity, 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.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Short Selling Activities and Convertible Bond Arbitrage: Empirical Evidence from the New York Stock Exchange. To get started finding Short Selling Activities and Convertible Bond Arbitrage: Empirical Evidence from the New York Stock Exchange, you are right to find our website which has a comprehensive collection of manuals listed.
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Pages: 274

Format: PDF, EPUB & Kindle Edition

Publisher: Gabler Verlag

Release: 2014

ISBN: 1283171643

Description: While some short sales are based on information or opinions about a firm's share price, this is not the case with many others. This statement coincides with the increasing use of arbitrage-related hedge fund strategies whereas it collides with public consensus that blames short sellers for decreasing stock prices and exacerbating the economic downturn. 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. Focusing on events of extreme stock price changes and short selling activity, 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.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Short Selling Activities and Convertible Bond Arbitrage: Empirical Evidence from the New York Stock Exchange. To get started finding Short Selling Activities and Convertible Bond Arbitrage: Empirical Evidence from the New York Stock Exchange, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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

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