Insurance Company Capital Structure Swaps and Shareholder Wealth
Insurance Company Capital Structure Swaps and Shareholder Wealth
Insurance Company Capital Structure Swaps and Shareholder Wealth
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
Fischer, S., 1978, Call Option Pricing When the Exercise Price is Uncertain, <strong>and</strong> the Valuation of<br />
Index Bonds, The Journal of Finance, 33(1): 169–176.<br />
Garven, J. R., 1987, On the Application of Finance Theory to the <strong>Insurance</strong> Firm, Journal of<br />
Financial Services Research, 1(1): 57–76.<br />
Garven, J. R. <strong>and</strong> J. Lamm-Tennant, 2003, The Dem<strong>and</strong> for Reinsurance: Theory <strong>and</strong> Empirical<br />
Tests, Assurances et Gestion des Risques, 71(2): 217–233.<br />
Ikenberry, D., J. Lakonishok, <strong>and</strong> T. Vermaelen, 1995, Market underreaction to open market share<br />
repurchases, Journal of Financial Economics, 39(2-3): 181–208.<br />
Klein, L. S., T. J. O’Brien, <strong>and</strong> S. R. Peters, 2002, Debt vs. Equity <strong>and</strong> Asymmetric Information:<br />
A Review, The Financial Review, 37(3): 317–349.<br />
Lakonishok, J. <strong>and</strong> T. Vermaelen, 1990, Anomalous Price Behavior Around Repurchase Tender<br />
Offers, The Journal of Finance, 45(2): 455–477.<br />
Loughran, T. <strong>and</strong> J. R. Ritter, 1995, The New Issues Puzzle, The Journal of Finance, 50(1): 23–51.<br />
Margrabe, W., 1978, The Value of an Option to Exchange One Asset for Another, The Journal of<br />
Finance, 33(1): 177–186.<br />
Masulis, R. W., 1980, The effects of capital structure change on security prices : A study of<br />
exchange offers, Journal of Financial Economics, 8(2): 139–178.<br />
Mayers, D. <strong>and</strong> C. W. Smith, 1990, On the Corporate Dem<strong>and</strong> for <strong>Insurance</strong>: Evidence from the<br />
Reinsurance Market, The Journal of Business, 63(1): 19–40.<br />
Merton, R. C., 1973, Theory of Rational Option Pricing, The Bell Journal of Economics <strong>and</strong><br />
Management Science, 4(1): 141–183.<br />
Merton, R. C., 1977, An analytic derivation of the cost of deposit insurance <strong>and</strong> loan guarantees<br />
An application of modern option pricing theory, Journal of Banking <strong>and</strong> Finance, 1(1): 3–11.<br />
37
Change language