Title of article
Estimating the cross-sectional market response to an endogenous event: Naked vs. underwritten calls of convertible bonds
Author/Authors
John T. Scruggs، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2007
Pages
28
From page
220
To page
247
Keywords
Bayesian statistics , Convertible bond , Underwritten call , Conditional event study , Cross-sectional event study , Endogenousswitching model , Self-selection model , Markov chain Monte Carlo , Gibbs sampling
Journal title
Journal of Empirical Finance
Serial Year
2007
Journal title
Journal of Empirical Finance
Record number
130851
Link To Document