Convertible arbitrage price pressure and short sales constraints

Abe de Jong, MDRP (Marie) Dutordoir, N Van Geneugten, Patrick Verwijmeren

Research output: Contribution to journal › Article › Academic › peer-review

12 Citations (Scopus)

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@article{165d123bf67e46d9b577cce4aaefd4be,

title = "Convertible arbitrage price pressure and short sales constraints",

author = "{de Jong}, Abe and Dutordoir, {MDRP (Marie)} and {Van Geneugten}, N and Patrick Verwijmeren",

year = "2012",

doi = "10.2469/faj.v68.n5.4",

language = "English",

volume = "68",

pages = "70--88",

journal = "Financial Analysts Journal",

issn = "0015-198X",

publisher = "CFA Institute",

number = "5",

}

TY - JOUR

T1 - Convertible arbitrage price pressure and short sales constraints

AU - de Jong, Abe

AU - Dutordoir, MDRP (Marie)

AU - Van Geneugten, N

AU - Verwijmeren, Patrick

PY - 2012

Y1 - 2012

U2 - 10.2469/faj.v68.n5.4

DO - 10.2469/faj.v68.n5.4

M3 - Article

SN - 0015-198X

VL - 68

SP - 70

EP - 88

JO - Financial Analysts Journal

JF - Financial Analysts Journal

IS - 5

ER -