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- W2079576770 abstract "A new model is proposed in this paper that efficiently estimates the after-market prices of callable convertible bonds. The proposed model is shown to be fairly stable over time and across firm size. The paper also shows that, among other factors, call price and bankruptcy indicators are significant determinants of callable convertible bond prices, suggesting that a priori specification regarding the exercise of call option and the ignorance of firm's possible bankruptcy, as done in past studies, are inappropriate for convertible bond price estimation." @default.
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- W2079576770 date "1983-06-01" @default.
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- W2079576770 title "Determinants of callable convertible bond prices" @default.
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- W2079576770 doi "https://doi.org/10.1016/0148-6195(83)90003-6" @default.
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