Hostname: page-component-745bb68f8f-g4j75 Total loading time: 0 Render date: 2025-01-13T23:41:54.983Z Has data issue: false hasContentIssue false
  • English
  • Français

Reply: An Estimate of Convertible Bond Premiums

Published online by Cambridge University Press:  19 October 2009

Edward H. Jennings
Get access Rights & Permissions [Opens in a new window]

Extract

In his comment [1] Professor Frankle raises four potential problems that may have had an influence on the empirical results that I obtained when testing my model describing convertible bond prices [2]. Two of the points are interrelated and do much to explain the problems with the original empirical work. The other two points probably did not have an influence on the final outcome.

Type
Communications
Information
Journal of Financial and Quantitative Analysis , Volume 10 , Issue 2 , June 1975 , pp. 375 - 376
Copyright
Copyright © School of Business Administration, University of Washington 1975

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

[1]Frankle, Alan K. “An Estimate of Convertible Bond Premiums: Comment.” Journal of Financial and Quantitative Analysis, June 1975.CrossRefGoogle Scholar
[2]Jennings, Edward H. “An Estimate of Convertible Bond Premiums.” Journal of Financial and Quantitative Analysis, January 1974, pp. 33–56.CrossRefGoogle Scholar