Short Selling Activities and Convertible Bond Arbitrage
| Autor: | Sebastian P. Werner |
|---|---|
| EAN: | 9783834960030 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 01.12.2010 |
| Untertitel: | Empirical Evidence from the New York Stock Exchange |
| Kategorie: | |
| Schlagworte: | Convertible Bond Arbitrage Empirical Finance Event study Hedge Fund Hedging Trading selling stock returns |
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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.
Sebastian P. Werner earned his doctoral degree from the European Business School under the supervision of Prof. Dr. Lutz Johanning and now works in equity portfolio management for a global bank based in Frankfurt.
Sebastian P. Werner earned his doctoral degree from the European Business School under the supervision of Prof. Dr. Lutz Johanning and now works in equity portfolio management for a global bank based in Frankfurt.
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