An empirical investigation of calls of non-convertible bonds
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Economics.
Volume (Year): 16 (1986)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/locate/inca/505576
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- Chen, Zhaohui & Mao, Connie X. & Wang, Yong, 2010. "Why firms issue callable bonds: Hedging investment uncertainty," Journal of Corporate Finance, Elsevier, vol. 16(4), pages 588-607, September.
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- Sarkar, Sudipto, 2003. "Early and late calls of convertible bonds: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 27(7), pages 1349-1374, July.
- Xie, Yan Alice & Liu, Sheen & Wu, Chunchi & Anderson, Bing, 2009. "The effects of default and call risk on bond duration," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1700-1708, September.
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