Short Selling Activities and Convertible Bond Arbitrage

Posted By: Free butterfly

Short Selling Activities and Convertible Bond Arbitrage: Empirical Evidence from the New York Stock Exchange by Sebastian P. Werner
English | 25 Jun. 2010 | ISBN: 3834918865 | 268 Pages | PDF | 1 MB

Sebastian Werner examines aggregate short sales and convertible bond arbitrage, which is a typical hedge fund strategy that involves a significant short position in the underlying stock of a long convertible bond position for hedging purposes.