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The Information Content of a Convertible Debt Offer Announcement

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Author Info
Corrado, Charles J
Patel, Ajay

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Abstract

We develop a model of convertible debt financing that combines issue and call decisions into a common framework. The model suggests a role for refinancing costs in a manager's efforts to signal firm productivity to investors by an appropriate choice of debt issue terms. A cross section of convertible debt offers can be divided into two groups: a high conversion ratio group and a low conversion ratio group. The model predicts that high conversion ratios are negatively correlated with offer announcement stock returns and low conversion ratios are uncorrelated with offer announcement stock returns. The model is tested on a sample of 124 convertible debt offer announcements. Test results support model accuracy. Copyright 1995 by Kluwer Academic Publishers

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Publisher Info
Article provided by Springer in its journal Review of Quantitative Finance and Accounting.

Volume (Year): 5 (1995)
Issue (Month): 3 (September)
Pages: 309-25
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:rqfnac:v:5:y:1995:i:3:p:309-25

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Web page: http://springerlink.metapress.com/link.asp?id=102990

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

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This page was last updated on 2009-12-23.


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