Convertible Bond Underpricing: Renegotiable Covenants, Seasoning, and Convergence
Published Online:1 Nov 2007https://doi.org/10.1287/mnsc.1070.0722
References
- Are convertible bond underpriced? An analysis of the French market. J. Banking Finance (2003) 27:635–653Crossref, Google Scholar
- Impulse Control and Quasi-Variational Inequalities (1984) (Gauthier-villars, Paris) Google Scholar
- Convertible bonds: Valuation and optimal strategies for call and conversion. J. Finance (1977) 32:1699–1715Crossref, Google Scholar
- Analyzing convertible bonds. J. Financial Quant. Anal. (1980) 15:907–929Crossref, Google Scholar
- Convertible bond pricing: Theory and evidence. (1997) . Unpublished doctoral dissertation, Harvard University, Cambridge, MAGoogle Scholar
- Inter-market inefficiency—A case of convertible bond hedging. (1998a) . Working paper, Amos Tuck School of Business, Dartmouth College, Hanover, NHGoogle Scholar
- The pricing of convertible bonds with stochastic term structures and corporate default risk. (1998b) . Working paper, Amos Tuck School of Business, Dartmouth College, Hanover, NHGoogle Scholar
- Business Wire CoreComm Limited announces agreements providing for the retirement of $146 million of its 6% convertible subordinated notes; commencing program to recapitalize other debt. (2001) . (October 31)Google Scholar
- Valuing convertible bonds under the assumption of stochastic interest rates: An empirical investigation. Quart. J. Business Econom. (1996) 35(3):17–31Google Scholar
- Convertible bond prices and inherent biases. J. Fixed Income (2003) 13(4):64–73Crossref, Google Scholar
- Modelling term structure models of defaultable bonds. Rev. Financial Stud. (1999) 12:687–720Crossref, Google Scholar
- Economist, The Convertible bombs. (2002) 97(November 16)Google Scholar
- Fair Disclosure Wire Q4 2002 Sanmina—SCI Corp. earnings conference call—Final. (2002) October 29Google Scholar
- Debt valuation, renegotiation and optimal dividend policy. Rev. Financial Stud. (2000) 13:1057–1099Crossref, Google Scholar
- Financial Times Dollars 13.8bn record quarter for hedge funds. (2003) August 20):21Google Scholar
- Default and recovery rates of convertible bond issuers: 1970–2000. Moody's Special Comment (2001) (Moody's Investors Service, New York) Google Scholar
- A contingent-claims valuation of convertible securities. J. Financial Econom. (1977a) 4:289–321Crossref, Google Scholar
- An examination of corporate call policies on convertible securities. J. Finance (1977b) 32:463–478Crossref, Google Scholar
- Convertible bond valuation: An empirical test. J. Financial Res. (1986) 9(1):53–69Google Scholar
- LYON Taming. J. Finance (1986) 41:561–576Crossref, Google Scholar
- Pricing convertible bonds with default risk. J. Fixed Income (2001) 11(3):20–29Crossref, Google Scholar
- Traders Magazine Hedge funds ride with convertibles. (2000) August 1):1Google Scholar
- Valuing convertible bonds with credit risk. J. Fixed Income (1998) 8(2):95–102Crossref, Google Scholar

