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Profitable Price Impact: The Case of Convertible Bond Arbitrage
SSRN Electronic Journal
◽
10.2139/ssrn.3426914
◽
2019
◽
Author(s):
Milad Nozari
◽
Michael Pascutti
◽
Heather Tookes
Keyword(s):
Price Impact
◽
Convertible Bond
Download Full-text
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Does Buyer Knowledge of Seller's Initial Purchase Price Impact Housing Prices? A Behavioral Study on Anchoring and Multiple Reference Points
10.15396/eres2002_203
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2002
◽
Keyword(s):
Housing Prices
◽
Price Impact
◽
Reference Points
◽
Behavioral Study
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Purchase Price
◽
Multiple Reference
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The Information Content of Value Line Convertible Bond Rankings
CFA Digest
◽
10.2469/dig.v28.n2.259
◽
1998
◽
Vol 28
(2)
◽
pp. 21-23
Author(s):
Charles F. Peake
Keyword(s):
Information Content
◽
Convertible Bond
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Calibration and implementation of convertible bond models
The Journal of Computational Finance
◽
10.21314/jcf.2003.124
◽
2003
◽
Vol 7
(2)
◽
pp. 1-34
◽
Cited By ~ 48
Author(s):
Leif Andersen
◽
Dan Buffum
Keyword(s):
Convertible Bond
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The Aggregate Price Impact of the Disposition Effect
SSRN Electronic Journal
◽
10.2139/ssrn.1102011
◽
2008
◽
Cited By ~ 1
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Hyuk Choe
◽
Yunsung Eom
Keyword(s):
Price Impact
◽
Disposition Effect
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The Price Impact of Large Hedging Trades
SSRN Electronic Journal
◽
10.2139/ssrn.1536604
◽
2009
◽
Author(s):
Brian J. Henderson
◽
Neil D. Pearson
Keyword(s):
Price Impact
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Arbitrage-Free Price-Update and Price-Impact Functions
SSRN Electronic Journal
◽
10.2139/ssrn.249963
◽
2000
◽
Cited By ~ 2
Author(s):
Werner Stanzl
◽
Gur Huberman
Keyword(s):
Price Impact
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Effects of Law on Corporate Financing Practices - International Evidence from Convertible Bond Issues
SSRN Electronic Journal
◽
10.2139/ssrn.333020
◽
2002
◽
Cited By ~ 2
Author(s):
Timo P. Korkeamaki
Keyword(s):
Convertible Bond
◽
Corporate Financing
◽
International Evidence
◽
Bond Issues
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Blocktrades in OTC Options Markets: Price Impact and Liquidity Effects
SSRN Electronic Journal
◽
10.2139/ssrn.3408497
◽
2019
◽
Author(s):
Ruediger Kiesel
◽
Alessio Pietrobono
Keyword(s):
Price Impact
◽
Options Markets
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Liquidity, Price Impact, and Foreign Trading: Does Identity Matter?
SSRN Electronic Journal
◽
10.2139/ssrn.686403
◽
2005
◽
Author(s):
Catherine A. Bonser-Neal
◽
Steven L. Jones
◽
David Linnan
◽
Robert Neal
Keyword(s):
Price Impact
◽
Foreign Trading
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The Comparison of Market Beliefs in Domestic and Foreign Analysts: Focusing on Stock Price Impact and Forecasting Ability
INTERNATIONAL BUSINESS REVIEW
◽
10.21739/ibr.2007.12.11.4.131
◽
2007
◽
Vol 11
(4)
◽
pp. 131
Author(s):
Dong-Soon Kim
Keyword(s):
Stock Price
◽
Price Impact
◽
Market Beliefs
Download Full-text
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