Reinterpretation of the shareholder gains in selloff transactions

Article Abstract:

Selloff usage has increased because it facilitates restructure. Previous research shows that whilst selling firms gain from selloffs, buyers fail to do as well. Research has failed to embrace buyer and seller prosperity effects. The study re-analyses the announcement period prosperity effects od selloffs in securities. Results show that some selloffs are synergistic and other occur when there is a wealth transfer between buyer and seller. Future studies should concentrate on buyers' characteristics, sellers and portfolios.

author: Davidson, Wallace N., Cheng, Lois T. W.
Stocks, Statistics

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A test of the tax-induced leverage hypothesis in convertible securities: a note

Article Abstract:

The relevance of the tax-induced leverege hypothesis in convertible securities is being questioned in the light of recent evidence associating negative stock returns with convertible preferred stock and convertible debt. To ascertain whether there is a tax-induced leverage on securities or not, convertible debt and convertible preferred stock transactions are compared withcommon stock returns. It is indicated that there is no tax-induced leverage on convertible debt and convertible preferred stock transactions.

author: Davidson, Wallace N., Glascock, John L., Won Jon Koh
Leverage (Finance), Leverage, Convertible bonds, Convertible preferred stocks

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Institutional bond pricing and information arrival: the case of bond rating changes

Article Abstract:

The effects of a bond rating change or placement on Standard and Poor's CreditWatch list on a firm's bond prices is investigated using weekly bond quotations from the Merrill Lynch Institutional Bond Pricing Service and rating announcements by Standard and Poor from 1982 to 1984. Bond prices are shown to be sensitive to rating reductions, specially when the new rating crosses bond grades. Placement on Standard and Poor's CreditWatch list does not seem to affect firms' bond prices.

author: Wansley, James W., Glascock, John L., Claurette, Terence M.
Investment advice, Security & commodity services, not elsewhere classified, Evaluation, Services, Bonds, Bonds (Securities), Merrill Lynch & Company Inc., Rating agencies (Securities)

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subjects list: Research, Securities
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