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Short Selling Activities and Convertible Bond Arbitrage: Empirical Evidence from the New York Stock Exchange (ebs-Forschung, Schriftenreihe
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Sebastian Werner examines aggregate short sales and convertible bond arbitrage, which is a typical hedge fund strategy that involves a significant short position in the underlying stock of a long convertible bond position for hedging purposes. He provides insightful and new observations of the significant difference in the trading pattern, information content and resulting impact on stock returns of arbitrage- versus valuation-based short selling activities.
- Sales Rank: #4167635 in Books
- Brand: Brand: Gabler
- Published on: 2010-08-01
- Released on: 2010-06-25
- Original language: German
- Number of items: 1
- Dimensions: 8.27" h x .63" w x 5.83" l, .0 pounds
- Binding: Paperback
- 256 pages
- Used Book in Good Condition
From the Back Cover
While some short sales are based on information or opinions about a firm’s share price, this is not the case with many others. This statement coincides with the increasing use of arbitrage-related hedge fund strategies whereas it collides with public consensus that blames short sellers for decreasing stock prices and exacerbating the economic downturn. Sebastian Werner examines aggregate short sales and convertible bond arbitrage, which is a typical hedge fund strategy that involves a significant short position in the underlying stock of a long convertible bond position for hedging purposes. Focusing on events of extreme stock price changes and short selling activity, he provides insightful and new observations of the significant difference in the trading pattern, information content and resulting impact on stock returns of arbitrage- versus valuation-based short selling activities.
About the Author
Sebastian P. Werner earned his doctoral degree from the European Business School under the supervision of Prof. Dr. Lutz Johanning and now works in equity portfolio management for a global bank based in Frankfurt.
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