A sequential signalling model of convertible debt call policy
By: by Milton Harris and Artur Raviv.
Contributors: Raviv, Artur.
Series: Economics series / Institute for Mathematical Studies in the Social Sciences, Stanford University; Technical report / Institute for Mathematical Studies in the Social Sciences, Stanford University -- no. 425; Technical report (Stanford University. Institute for Mathematical Studies in the Social Sciences) -- no. 425.; Economics series (Stanford University. Institute for Mathematical Studies in the Social Sciences)
Publisher: Institute for Mathematical Studies in the Social Sciences, Stanford University
Published: 1983
Place of publication: Stanford Calif
Language: eng
Number of pages: 44
Subjects: Convertible bonds -- Mathematical models.; Corporate debt -- Mathematical models.; Equilibrium (Economics) -- Mathematical models.
Notes: "A report of the Center for Research on Organizational Efficiency, Stanford University, Contract ONR-N00014-79-C-0685."

Bibliography: p. 44.