Concepedia

Reverse Convertible Securities

Reverse Convertible Securities is a type of structured equity-linked note that, unlike conventional convertibles, obligates the issuer to pay either a fixed coupon and return the principal in cash or, under specified conditions, deliver a predetermined number of shares of the underlying equity, thereby transferring downside market risk to the investor.

14

Publications

749

Citations

19

Authors

21

Institutions

Publications per year

2017–2026

0

Variants

Reverse Convertible NotesReverse Convertibles

Parents

Publications

14

No Pain, No Gain? Effecting Market Discipline via 'Reverse Convertible Debentures'

Mark J. Flannery · SSRN Electronic Journal · 2003 · 232 citations · Full text

, , +13

Contingent Capital: The Case of COERCs

George Pennacchi, Theo Vermaelen, Christian C. P. Wolff · Journal of Financial and Quantitative Analysis · 2014 · 120 citations

, , +16

Gains from structured product markets: The case of reverse-exchangeable securities (RES)

Bruce A. Benet, Antoine Giannetti, Seema Pissaris · Journal of Banking & Finance · 2005 · 87 citations

, , +14

Contingent Capital: The Case for COERCs

George Pennacchi, Theo Vermaelen, Christian C. P. Wolff · SSRN Electronic Journal · 2011 · 61 citations · Full text

, , +15

Voluntary conversion of convertible securities and the optimal call strategy

Kenneth B. Dunn, Kenneth M. Eades · Journal of Financial Economics · 1989 · 57 citations

, , +15

1–5 of 14

Authors

19

  1. GP
    George Pennacchi

    University of Illinois Urbana-Champaign, United States

    6 publications · 257 citations

    6

    h-index

  2. TV
    Theo Vermaelen

    INSEAD, France

    6 publications · 257 citations

    6

    h-index

  3. CC
    Christian C. P. Wolff

    Centre for Economic Policy Research, United Kingdom

    6 publications · 257 citations

    6

    h-index

  4. MJ
    Mark J. Flannery

    University of Florida, United States

    1 publications · 232 citations

    1

    h-index

  5. MS
    Marta Szymanowska

    Erasmus University Rotterdam, Netherlands

    1 publications · 26 citations

    1

    h-index

1–5 of 19

Institutions

21

  1. Centre for Economic Policy Research

    London, United Kingdom

    5 h-index

    5 publications

    137 citations

  2. European Corporate Governance Institute

    Brussels, Belgium

    5 h-index

    5 publications

    137 citations

  3. INSEAD

    Fontainebleau, France

    5 h-index

    5 publications

    137 citations

  4. University of Luxembourg

    Luxembourg, Luxembourg

    5 h-index

    5 publications

    137 citations

  5. University of Illinois System

    Urbana, United States

    5 h-index

    5 publications

    137 citations

  6. University of Illinois Urbana-Champaign

    Urbana, United States

    2 h-index

    2 publications

    81 citations

  7. Recherches Scientifiques Luxembourg

    Luxembourg-Kirchberg, Luxembourg

    2 h-index

    2 publications

    81 citations

  8. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    1 h-index

    1 publications

    26 citations

1–8 of 21

Venues

  1. SSRN Electronic Journal

    Repository · 8 publications · 413 citations

    8

    h-index

  2. Journal of applied corporate finance

    1 publications · 36 citations

    1

    h-index

  3. Journal of Financial and Quantitative Analysis

    JFQA · 1 publications · 120 citations

    1

    h-index

  4. Journal of Financial Economics

    1 publications · 57 citations

    1

    h-index

  5. Journal of Banking & Finance

    1 publications · 87 citations

    1

    h-index

1–5