Jinlin Liu

Concordia University, Quebec - John Molson School of Business

1455 de Maisonneuve Blvd. W.

Montreal, Quebec H3G 1M8

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

282

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (2)

Liquidity Risk, Firm Risk, and Issue Risk Premium Effects on the Abnormal Returns to New Issues of Convertible Bonds

Number of pages: 55 Posted: 18 Feb 2009
Jinlin Liu and Lorne N. Switzer
Concordia University, Quebec - John Molson School of Business and Concordia University, Quebec - Department of Finance
Downloads 172 (175,625)
Citation 1

Abstract:

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convertible bond issuance effects, liquidity, firm risk, Vega

Liquidity Risk, Firm Risk, and Issue Risk Premium Effects on the Abnormal Returns to New Issues of Convertible Bonds

Number of pages: 55 Posted: 19 Mar 2009
Jinlin Liu and Lorne N. Switzer
Concordia University, Quebec - John Molson School of Business and Concordia University, Quebec - Department of Finance
Downloads 110 (251,621)
Citation 1

Abstract:

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convertible bonds, liquidity, firm risk, Vega

2.

Market Efficiency and Returns from Convertible Bond Hedging and Arbitrage Strategies

Journal of Alternative Investments, Vol. 11, No. 3, 2009, https://doi.org/10.3905/JAI.2009.11.3.037
Posted: 22 May 2019
EDHEC Business School, Concordia University, Quebec - John Molson School of Business and Concordia University, Quebec - Department of Finance

Abstract:

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convertible arbitrage, market efficiency, law of one price