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

Sebastian P. Werner

Short Selling Activities and Convertible Bond Arbitrage: Empirical Evidence from the New York Stock Exchange
Format
Paperback
Publisher
Gabler
Country
Germany
Published
25 June 2010
Pages
256
ISBN
9783834918864

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

Sebastian P. Werner

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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.

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