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Optimal policies of call with notice period requirement

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Author Info
Min Dai ()
Yue Kwok ()
Abstract

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File URL: http://hdl.handle.net/10.1007/s10690-006-9030-9
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Publisher Info
Article provided by Springer in its journal Asia-Pacific Financial Markets.

Volume (Year): 12 (2005)
Issue (Month): 4 (December)
Pages: 353-373
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:apfinm:v:12:y:2005:i:4:p:353-373

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Web page: http://springerlink.metapress.com/link.asp?id=102851

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords: American warrants; Convertible bonds; Call policies; Conversion policies; Notice period requirement;

References listed on IDEAS
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  1. Altintig, Z. Ayca & Butler, Alexander W., 2005. "Are they still called late? The effect of notice period on calls of convertible bonds," Journal of Corporate Finance, Elsevier, vol. 11(1-2), pages 337-350, March. [Downloadable!] (restricted)
  2. Ali Bora Yiç¦ItbaåžIoç¦Lu & Carol Alexander, 2006. "Pricing And Hedging Convertible Bonds: Delayed Calls And Uncertain Volatility," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(03), pages 415-453. [Downloadable!] (restricted)
  3. Ingersoll, Jonathan E, Jr, 1977. "An Examination of Corporate Call Policies on Convertible Securities," Journal of Finance, American Finance Association, vol. 32(2), pages 463-78, May. [Downloadable!] (restricted)
  4. Asquith, Paul, 1995. " Convertible Bonds Are Not Called Late," Journal of Finance, American Finance Association, vol. 50(4), pages 1275-89, September. [Downloadable!] (restricted)
  5. Brennan, M J & Schwartz, Eduardo S, 1977. "Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion," Journal of Finance, American Finance Association, vol. 32(5), pages 1699-1715, December. [Downloadable!] (restricted)
  6. Ingersoll, Jonathan Jr., 1977. "A contingent-claims valuation of convertible securities," Journal of Financial Economics, Elsevier, vol. 4(3), pages 289-321, May. [Downloadable!] (restricted)
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