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| 001 | u377110 | ||
| 003 | SIRSI | ||
| 005 | 20160812084446.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 101130s2010 gw | s |||| 0|eng d | ||
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_a9783834960030 _9978-3-8349-6003-0 |
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| 040 | _cMX-MeUAM | ||
| 050 | 4 | _aHG1-9999 | |
| 050 | 4 | _aHG4501-6051 | |
| 050 | 4 | _aHG1501-HG3550 | |
| 082 | 0 | 4 |
_a657.8333 _223 |
| 082 | 0 | 4 |
_a658.152 _223 |
| 100 | 1 |
_aWerner, Sebastian P. _eauthor. |
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| 245 | 1 | 0 |
_aShort Selling Activities and Convertible Bond Arbitrage _h[recurso electrónico] : _bEmpirical Evidence from the New York Stock Exchange / _cby Sebastian P. Werner. |
| 264 | 1 |
_aWiesbaden : _bGabler, _c2010. |
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| 300 |
_aXX, 256 p. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 505 | 0 | _aBackground and Empirical Predictions -- The Event Study Methodology -- Data, Full Sample and Variable Construction -- Difference in Abnormal Short Selling Activity Following Events of Large Positive Stock Price Changes -- Difference in Information Content of Extreme Short Selling Activity Events and the Impact on Stock Returns -- Overall Conclusion. | |
| 520 | _aWhile some short sales are based on information or opinions about a firm’s share price, this is not the case with many others. This statement coincides with the increasing use of arbitrage-related hedge fund strategies whereas it collides with public consensus that blames short sellers for decreasing stock prices and exacerbating the economic downturn. 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. Focusing on events of extreme stock price changes and short selling activity, he provides insightful and new observations of the significant difference in the trading pattern, information content and resulting impact on stock returns of arbitrage- versus valuation-based short selling activities. | ||
| 650 | 0 | _aEconomics. | |
| 650 | 0 | _aBanks and banking. | |
| 650 | 1 | 4 | _aEconomics/Management Science. |
| 650 | 2 | 4 | _aFinance /Banking. |
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783834918864 |
| 856 | 4 | 0 |
_zLibro electrónico _uhttp://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-8349-6003-0 |
| 596 | _a19 | ||
| 942 | _cLIBRO_ELEC | ||
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_c204990 _d204990 |
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