Nathalie van Genuchten

Rabobank International, Netherlands

Rabobank

Utrecht 3500 HG

Netherlands

SCHOLARLY PAPERS

1

DOWNLOADS

237

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (1)

1.

Convertible Arbitrage Price Pressure and Short-Sale Constraints

Financial Analysts Journal, Forthcoming
Number of pages: 39 Posted: 08 Mar 2012
Abe de Jong, Marie Dutordoir, Nathalie van Genuchten and Patrick Verwijmeren
Rotterdam School of Management, Erasmus University, University of Manchester - Manchester Business School, Rabobank International, Netherlands and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 237 (131,429)

Abstract:

Loading...

short selling, short-sale constraints, convertible bonds, convertible arbitrage, price pressure