Coventry CV4 7AL
Warwick Business School
in Total Papers Downloads
in Total Papers Citations
Adverse selection, Convertible Bonds, Financial Distress Costs
capital structure, closed-end fund, discount, option, leverage, prime, score
Sentiment, discount, closed-end fund, agency cost, arbitrage, cointegration
spread, bond, credit-risk, Merton, closed-end fund
Financial engineering, capital structure, closed-end fund, disount, option, leverage, prime, score
Bond, idiosyncratic risk, downside risk, value-at-risk, credit spread puzzle, pricing kernel, Merton model, liquidity
repurchases, long-term performance, closed-end funds, governance, fund management
Structural Models, Distance-to-Default, Kalman Filter.
Behavioral Finance, Mutual Funds
Performance measurement, loss-aversion, prospect theory, closed-end-fund puzzle
Discount, closed-end fund, idiosyncratic risk, behavioral, rational
Dividends, catering, mutual fund, corporate finance, behavioral finance
credit spread, implied volatility surface, volatility smile, pricing kernel, bond, equity-index option
convertible bonds, late calls, financial distress costs
CDS, Merton Model, Credit Spread Puzzle, Volatility Smirk, Tail Risk, Illiquidity, Uncertainty, Idiosyncratic Factors
sentiment, closed-end funds, IPOs
Discount, Closed-End Fund, Life Expectancy, Arbitrage, Rationality
repurchases, agency problem, closed‐end funds
closed-end fund discount, mean reversion, arbitrage
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