References
- D. Yaman. (2011). Convertible Bond Design and Long-Run Operating Performance, The International Journal of Business and Finance Research, 4(3), 17-30.
- D. Yaman. (2017). Industry Effects and Convertible Bond Sequence, Global Journal of Business Research, 3, 9-20.
- E. Bajo & M. Barbi. (2012). The Role of Time Value in Convertible Bond Call Policy, Journal of Banking and Finance, 36, 550-563. https://doi.org/10.1016/j.jbankfin.2011.09.004
- E. Gatev & M. Li. (2017). Hedge Funds as International Liquidity Providers: Evidence from Convertible Bond Arbitrage in Canada, Financial Markets and Portfolio Management, 31(2), 117-136. https://doi.org/10.1007/s11408-017-0285-0
- J. A. Batten, K. Khaw & M. R. Young. (2014). Convertible Bond Pricing Models, Journal of Economic Surveys, 28(5), 775-803. https://doi.org/10.1111/joes.12016
- P. Cheridito & Zhikai Xu. (2015). A Reduced-Form Contingent Convertible Bond Model with Deterministic Conversion Intensity, Journal of Risk, 17(3), 1-18. https://doi.org/10.21314/JOR.2015.320
- T. Xiao. (2014). A Simple and Precise Method for Pricing Convertible Bond with Credit Risk, Journal of Derivatives and Hedge Funds, 19(4), 259-277. https://doi.org/10.1057/jdhf.2014.5
- B. W. Jo. (2017). The effect of arbitrage trading on convertible bonds on liquidity and stock price efficiency in the Korean stock market. Doctoral thesis. Hansung University, Graduate school.
- E. W. Kim & J. R. Oh. (2020). A study on the Influence of Existing Customers on the Intention to Repurchase Insurance Products, Journal of Industrial Convergence, 18(4), 67-75. https://doi.org/10.22678/JIC.2020.18.4.067
- G. B. Bin, M. G. Jung & S. S. Jo. (2015). Convertible Bond(CB) Pricing Factor Analysis ; Empirical verification of theoretical predictions and implications for CB market efficiency, Korean Securities Association, Korean Journal of Financial Studies, 44(5), 913-945.
- G, H Choi. (2015). A Study on the Influence of Tax Incentives on the Issuance of Stock-Related Bonds. Doctoral thesis, University of Seoul, The Graduate School of Science in Taxation.
- G. H. Park & E. T. Shim. (2011). Conditional VaR optimization for convertible bond stock conversion, The Korean Operations Research and Management Science Society, KOREAN MANAGEMENT SCIENCE REVIEW, 28(2), 1-16.
- G. H. Park & M. G. Jung. (2017). Pricing of Convertible Bonds with Default Risk by Simulation, Korean Securities Association, Korean Journal of Financial Studies, 46(4), 947-965. https://doi.org/10.26845/KJFS.2017.09.46.4.947
- G. W. Lee. (2008). Legal consideration on convertible bonds ; Focusing on judicial control and improvement measures for unfair issuance. Doctoral thesis, Hankuk University of Foreign Studies, Graduate school.
- G. Y. Jang. (2012). Protection of convertible securities holders' right to convert, Korea Legislation Research Institute, JOURNAL OF LEGISLATION RESEARCH, 43, 461-493.
- S. D. Lee. (2012). Negligence in succession of management rights through issuance of convertible bonds at low prices, KOREAN INSTITUTE OF CRIMINOLOGY, Korean Criminological Review, 23(2), 5-40.
- Y. H. Na. (2016). Pricing of Convertible Bonds with Risk of Default. Doctoral thesis, KAIST.
- Y. S. Eom & B. W. Jo. (2017). Arbitrage on Convertible Bonds and Liquidity in the Korean Stock Market, Korean Financial, Management Association, THE KOREAN JOURNAL OF FINANCIAL MANAGEMENT, 34(3), 125-160. https://doi.org/10.22510/kjofm.2017.34.3.005
- Korea Securities Depository. (2020). Press Release, 2020.1.10.
- NEWSIS. (2020). Economy News, 2020.1.14.