Product Information
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.Product Identifiers
PublisherSpringer Fachmedien Wiesbaden
ISBN-139783834918864
eBay Product ID (ePID)111669088
Product Key Features
Number of Pages256 Pages
Publication NameShort Selling Activities and Convertible Bond Arbitrage: Empirical Evidence from the New York Stock Exchange
LanguageEnglish
SubjectFinance
Publication Year2010
TypeTextbook
AuthorSebastian P. Werner
SeriesEbs-Forschung, Schriftenreihe Der European Business School Schloss Reichartshausen
Dimensions
Item Height210 mm
Item Weight402 g
Additional Product Features
Country/Region of ManufactureGermany
Title_AuthorSebastian P. Werner