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Warrant valuation and exercise strategy

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  • Emanuel, David C.

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  • Emanuel, David C., 1983. "Warrant valuation and exercise strategy," Journal of Financial Economics, Elsevier, vol. 12(2), pages 211-235, August.
    • Handle: RePEc:eee:jfinec:v:12:y:1983:i:2:p:211-235
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    Cited by:

    1. Lambrecht, Bart & Chen, Shiqi, 2019. "Financial Policies and Internal Governance with Heterogeneous Risk Preferences," CEPR Discussion Papers 13888, C.E.P.R. Discussion Papers.
    2. Pascal François & Georges Hubner & Nicolas Papageorgiou, 2009. "A Dynamic Model of Risk-Shifting Incentives with Convertible Debt," Cahiers de recherche 0930, CIRPEE.
    3. David C. Leonard & Michael E. Solt, 1990. "On Using The Black-Scholes Model To Value Warrants," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(2), pages 81-92, June.
    4. Darsinos, T. & Satchell, S.E., 2002. "On the Valuation of Warrants and Executive Stock Options: Pricing Formulae for Firms with Multiple Warrants/Executive Options," Cambridge Working Papers in Economics 0218, Faculty of Economics, University of Cambridge.
    5. Veld, C.H., 1991. "Motives for the use of equity-warrants by Dutch companies," Other publications TiSEM 65df228c-ddcd-4604-882e-2, Tilburg University, School of Economics and Management.
    6. Michael Hanke & Klaus Pötzelberger, 2002. "Consistent pricing of warrants and traded options," Review of Financial Economics, John Wiley & Sons, vol. 11(1), pages 63-77.
    7. Rastad, Mahdi, 2016. "Capital structure pre-balancing: Evidence from convertible bonds," Journal of Corporate Finance, Elsevier, vol. 41(C), pages 43-65.
    8. Veld, C.H., 1991. "Warrant pricing : A review of theoretical and empirical research," Other publications TiSEM ac252bad-d1c0-45d6-832a-f, Tilburg University, School of Economics and Management.
    9. Timothy Riddiough & Paul Childs & Steven Ott, 2001. "Noise, Real Estate Markets, and Options on Real Assets: Applications," Wisconsin-Madison CULER working papers 01-06, University of Wisconsin Center for Urban Land Economic Research.
    10. Christian Koziol, 2010. "Impact of Imperfect Information on the Optimal Exercise Strategy for Warrants," European Financial Management, European Financial Management Association, vol. 16(3), pages 374-399, June.
    11. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    12. José Eduardo Correia & João Duque, 2008. "Dilution and Dividend Effects on the Portuguese Equity Warrants Market," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 0(2), pages 161-192.
    13. Wolfgang Bühler & Alexander Kempf, 1998. "Optionsbewertung bei endogenem Preis des Basisinstruments: Der Fall der Glattstellungsoption," Schmalenbach Journal of Business Research, Springer, vol. 50(5), pages 411-435, May.
    14. Hanke, Michael & Potzelberger, Klaus, 2002. "Consistent pricing of warrants and traded options," Review of Financial Economics, Elsevier, vol. 11(1), pages 63-77.
    15. Nikunj Kapadia & Gregory Willette, 2012. "Equilibrium exercise of European warrants," Review of Derivatives Research, Springer, vol. 15(2), pages 129-156, July.
    16. John C. Handley, 1995. "The Pricing of Underwriting Risk in Relation to Australian Rights Issues," Australian Journal of Management, Australian School of Business, vol. 20(1), pages 43-74, June.
    17. Fernández, Pablo, 1996. "Convertible bonds in Spain: A different security," IESE Research Papers D/311, IESE Business School.

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