PublisherDOIYearVolumeIssuePageTitleAuthor(s)Link
Korean Journal of Financial Studies10.26845/kjfs.2020.04.49.2.2852020492285-312The Announcement Effects of Convertible Bond Issuances and Refixing Conversion PricesPyung Sig Yoonhttp://e-kjfs.org/upload/pdf/KJFS-2020-04-49-2-285.pdf, http://e-kjfs.org/journal/view.php?doi=10.26845/KJFS.2020.04.49.2.285, http://e-kjfs.org/upload/pdf/KJFS-2020-04-49-2-285.pdf
Sustainability10.3390/su12218933202012218933Announcement Effects of Convertible and Warrant Bond Issues with Embedded Refixing Option: Evidence from KoreaYongsik Kimhttps://www.mdpi.com/2071-1050/12/21/8933/pdf
Journal of Banking & Finance10.1016/s0378-4266(98)00055-7199822121481-1506Announcement effects of convertible bond loans and warrant-bond loans: An empirical analysis for the Dutch marketFrans de Roon, Chris Veldhttps://api.elsevier.com/content/article/PII:S0378426698000557?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S0378426698000557?httpAccept=text/plain
Journal of Corporate Finance10.1016/j.jcorpfin.2015.12.00620163776-92Convertible bond announcement effects: Why is Japan different?Marie Dutordoir, Hui Li, Frank Hong Liu, Patrick Verwijmerenhttps://api.elsevier.com/content/article/PII:S0929119915001558?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S0929119915001558?httpAccept=text/plain
Theoretical Economics Letters10.4236/tel.2018.89099201808091553-1564Dynamic Arbitrageurs’ Long-Run Impacts on Convertible Bond Issuers’ Stock PricesSerhat Yildizhttp://www.scirp.org/journal/doi.aspx?DOI=10.4236/tel.2018.89099, http://www.scirp.org/journal/doi.aspx?DOI=10.4236/tel.2018.89099
Journal of Economics and Business10.1016/0148-6195(83)90003-61983352169-187Determinants of callable convertible bond pricesYalaguresh B. Yalawarhttps://api.elsevier.com/content/article/PII:0148619583900036?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:0148619583900036?httpAccept=text/plain
Journal of Financial Economics10.1016/j.jfineco.2008.02.0082008Convertible bond arbitrage, liquidity externalities, and stock prices☆D CHOI, M GETMANSKY, H TOOKEShttps://api.elsevier.com/content/article/PII:S0304405X08001876?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S0304405X08001876?httpAccept=text/plain
Economic Modelling10.1016/j.econmod.2012.11.058201331198-205Convertible bonds with resettable conversion pricesJunfeng Qiu, Yongli Zhanghttps://api.elsevier.com/content/article/PII:S0264999312004166?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S0264999312004166?httpAccept=text/plain
Asia-Pacific Journal of Financial Studies10.1111/ajfs.120962015443447-474A Study of the Causality Between Convertible Bond Prices and Stock Prices in Conversion-price Reset Periods-Time-series and Cross-section AnalysesMa-Ju Wang, Yun-Wei Lin, Tsun-Siou Leehttps://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1111%2Fajfs.12096, http://onlinelibrary.wiley.com/wol1/doi/10.1111/ajfs.12096/fullpdf
European Financial Management10.1111/eufm.120922016231127-152Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking IndustryManuel Ammann, Kristian Blickle, Christian Ehmannhttps://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1111%2Feufm.12092, https://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1111%2Feufm.12092, http://onlinelibrary.wiley.com/wol1/doi/10.1111/eufm.12092/fullpdf