The role of convertible bonds on stock dynamics
Bruschi, Livia (A.A. 2024/2025) The role of convertible bonds on stock dynamics. Tesi di Laurea in Equity markets and alternative investments, Luiss Guido Carli, relatore Marco Morelli, pp. 100. [Master's Degree Thesis]
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Abstract/Index
Introducing convertible bonds. Definition, hybrid nature, issuer and investor perspectives. Conversion features. Valuation of convertible bonds. Corporate issuance: why firms issue convertible bonds. Convertibles strategies. Conversion and settlement. Market participants. Literature review. Event studies of convertible bonds. The impact of settlement-mechanisms in prior research. Gaps in current research. Hypotheses development. Data and sample. Sample construction. Classification by settlement type. Descriptive statistics. Ordinary shares data. Methodology. The event-study framework. Applying the event-study methodology. Variables. Empirical results.
References
Bibliografia: pp. 77-84.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Equity markets and alternative investments |
| Thesis Supervisor: | Morelli, Marco |
| Thesis Co-Supervisor: | Vitale, Paolo |
| Academic Year: | 2024/2025 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 20 Feb 2026 14:27 |
| Last Modified: | 20 Feb 2026 14:27 |
| URI: | https://tesi.luiss.it/id/eprint/44918 |
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