Estimating the cross-sectional market response to an endogenous event: Naked vs. underwritten calls of convertible bonds
Author/Authors :
John T. Scruggs، نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 2007
Pages :
28
From page :
220
To page :
247
Keywords :
Bayesian statistics , Convertible bond , Underwritten call , Conditional event study , Cross-sectional event study , Endogenousswitching model , Self-selection model , Markov chain Monte Carlo , Gibbs sampling
