Journal article

The long and the short of convertible arbitrage: An empirical examination of arbitrageurs' holding periods

Mats van Marie, Patrick Verwijmeren

Journal of Empirical Finance | ELSEVIER SCIENCE BV | Published : 2017

DOI: 10.1016/j.jempfin.2017.09.001

University of Melbourne Researchers

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2Web of Science
3Scopus

Keywords

Social Sciences
Bonds
Business & Economics
Market
Business, Finance
Rise
Hedge Funds
Funds
Economics
Convertible Arbitrage
Security Holdings