WARRANT EXERCISE AND BOND CONVERSION IN COMPETITIVE MARKETS

被引：33

作者：

CONSTANTINIDES, GM

机构：

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1984年 / 13卷 / 03期

关键词：

D O I：

10.1016/0304-405X(84)90005-9

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：371 / 397

页数：27

共 16 条

[1]

*AM BAR F, 1971, COMM

[2] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J].

BLACK, F ;

SCHOLES, M .

JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) :637-654

[3] CONVERTIBLE BONDS - VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION [J].

BRENNAN, MJ ;

SCHWARTZ, ES .

JOURNAL OF FINANCE, 1977, 32 (05) :1699-1715

[4] STRATEGIC ANALYSIS OF THE COMPETITIVE EXERCISE OF CERTAIN FINANCIAL OPTIONS [J].

CONSTANTINIDES, GM ;

ROSENTHAL, RW .

JOURNAL OF ECONOMIC THEORY, 1984, 32 (01) :128-138

[5]

CONSTANTINIDES GM, 1984, ARE CONVERTIBLES CAL

[6]

COX J, 1984, UNPUB OPTIONS MARKET

[7] WARRANT VALUATION AND EXERCISE STRATEGY [J].

EMANUEL, DC .

JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (02) :211-235

[8]

EMANUEL DC, 1980, THESIS STANFORD U ST

[9] PRICING OF WARRANTS AND VALUE OF FIRM [J].

GALAI, D ;

SCHNELLER, MI .

JOURNAL OF FINANCE, 1978, 33 (05) :1333-1342

[10] CONTINGENT-CLAIMS VALUATION OF CONVERTIBLE SECURITIES [J].

INGERSOLL, JE .

JOURNAL OF FINANCIAL ECONOMICS, 1977, 4 (03) :289-322

← 1 2 →