Estimating the cross-sectional market response to an endogenous event: Naked vs. underwritten calls of convertible bonds

Journal of Empirical Finance

Volumn 14, Issue 2, 2007, Pages 220-247

  Scruggs, John T ^a  

^a UNIVERSITY OF GEORGIA   (United States)

Author keywords

Bayesian statistics; Conditional event study; Convertible bond; Cross sectional event study; Endogenous switching model; Gibbs sampling; Markov chain Monte Carlo; Self selection model; Underwritten call

Indexed keywords

EID: 33847318665     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2006.02.002     Document Type: Article

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