Titlebook: Short Selling Activities and Convertible Bond Arbitrage; Empirical Evidence f Sebastian P. Werner Book 2010 Gabler Verlag | Springer Fachme

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Sebastian P. Wernerate slope stability integrating rainfall measurements, hydrological monitoring data and weather forecasts; and a decision-support system allowing for quick calculation of stability for freely selectable slope p978-3-642-43670-3978-3-642-27526-5Series ISSN 2190-5053 Series E-ISSN 2190-5061

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Introduction,has tested this view empirically by investigating the relationship between levels or changes in short interest, i.e. the stock of open short positions that has not yet been repurchased and closed out, and subsequent stock returns.

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Difference in Abnormal Short Selling Activity Following Events of Large Positive Stock Price Changertible bond. The event study of Section 5.1 provides evidence for this, whereas Section 5.2 supplements these results by investigating the absolute and relative magnitude of abnormal relative short sales within a cross-sectional framework of short selling determinants.

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Overall Conclusion,ortant to distinguish between valuation- and arbitrage-based short selling activities. Motivated by this insight and based on the theoretical background of short selling and convertible bond arbitrage, this dissertation investigates aggregate daily short sales for the trading pattern of arbitrage-ba

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Book 2010ock. The short selling is employed as a hedge against movements in the stock price. With every change in the stock price, the hedge needs to be continuously readjusted, a practice which should lead companies with convertible bonds outstanding to have on average higher short selling activity than com

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