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Journal articles on the topic 'Convertible debt'

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Published: 4 June 2021

Last updated: 10 February 2022

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1

III, Wallace N. Davidson, John L. Glascock, and Thomas V. Schwartz. "Signaling with Convertible Debt." Journal of Financial and Quantitative Analysis 30, no. 3 (September 1995): 425. http://dx.doi.org/10.2307/2331349.

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2

Koziol, Christian. "Optimal Debt Service: Straight vs. Convertible Debt." Schmalenbach Business Review 58, no. 2 (April 2006): 124–51. http://dx.doi.org/10.1007/bf03396726.

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3

Schneider, Douglas K., Dan Schisler, Mark G. McCarthy, and J. Larry Hagler. "Equity Classification Of Convertible Debt?: Tax And Cash Flows Considerations." Journal of Applied Business Research (JABR) 11, no. 4 (September 13, 2011): 64. http://dx.doi.org/10.19030/jabr.v11i4.5849.

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The issue of debt versus equity classification for hybrid securities has been a source of continuing controversy for tax policy-makers and financial accounting standard setters. A large number of corporations have issued hybrid financial instruments which possess the characteristics of both debt and equity. One of the most common examples of hybrid financial instruments is convertible debt. Issuers of convertible debt were motivated by a desire to raise capital that would be attractive to the capital markets while at the same time exploit tax or reporting rules. For instance, the issuer of convertible debt is allowed a tax deduction for interest expense even though the convertible debt instrument may later be converted to equity, thus avoiding repayment of principal at maturity. The Internal Revenue Service (IRS) allows the issuer a tax deduction for interest expense, while requiring the holder to recognize taxable interest income. However, the IRS and the Financial Accounting Standards Board (FASB) have considered treating convertible debt according to its underlying economic substance and ultimate outcome as opposed to treating it strictly as debt. If the IRS, the FASB, or both were to move towards an economic substance approach with respect to convertible debt, what implications would this have on the issuers and holders of convertible debt? This article speculates on changes in tax and reporting rules for convertible debt and analyzes the potential impact of such changes on the treatment of distributions from convertible debt. Our analysis shows that if convertible debt were treated as equity and its distributions no longer eligible for interest expense deductions, issuers would experience a decrease in cash flow from operations due to the presumed increase in tax liability. Conversely, holders of convertible debt may be eligible for the dividends-received deduction.

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4

François, Pascal, Georges Hübner, and Nicolas Papageorgiou. "Strategic Analysis of Risk-Shifting Incentives with Convertible Debt." Quarterly Journal of Finance 01, no. 02 (June 2011): 293–321. http://dx.doi.org/10.1142/s2010139211000079.

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Convertible debt eliminates asset substitution in a one-period setting (Green, 1984). But convertible debt terms are usually set before the asset substitution opportunity. This allows shareholders and convertible debtholders to play a strategic noncooperative game. Two risk-shifting Nash equilibria are attainable: pure asset substitution when, despite no conversion, shareholders benefit from shifting risk, and strategic conversion when, despite early conversion, convertible debtholders expropriate wealth from straight debtholders. Even when initial convertible debt is designed to minimize the risk-shifting likelihood, the risk of asset substitution remains economically substantial — contrasting with the agency theoretic rationale for issuing convertible debt.

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5

Akono, Henri. "Managerial equity incentives and anti-dilutive convertible debt decisions." Review of Accounting and Finance 17, no. 3 (August 13, 2018): 341–58. http://dx.doi.org/10.1108/raf-12-2016-0201.

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PurposeThis paper aims to examine whether high equity incentives motivate executives to avoid issuing convertible debt and/or to design convertible debt issues as anti-dilutive to earnings-per-share (EPS).Design/methodology/approachTests are conducted using the Heckman two-step probit model to control for potential self-selection bias between firms that issue straight debt and those that issue convertible debt. Further, analyses are conducted separately and jointly for the Chief Executive Officer (CEO) and the Chief Financial Officer (CFO) to assess the differential impact of CEOs’ and CFOs’ equity incentives on convertible debt issuance and design decisions.FindingsFirms are more likely to design convertible debt issues as anti-dilutive to EPS when CFOs have high levels of equity incentives, but only when the firm stock price is sensitive to diluted EPS. High CEOs’ equity incentives have limited impact of convertible debt issuance and design decisions.Research limitations/implicationsThe main limitation of this study is the generalizability of the findings and implications of this study due to the smaller sample size of convertible debt issues.Originality/valuePrior research has shown that bonus incentives influence CEOs with disincentive for EPS dilution and motivate them to make anti-dilutive financing decisions. Further, there is evidence that high equity incentives motivate CEOs to manage earnings to boost short-term prices. This study extends prior literature by showing that high equity incentives provide executives with disincentive for EPS dilution and motivate CFOs to design convertible debt issues as anti-dilutive to EPS possibly to avoid reduced stock prices. Further, this study shows that CFOs have greater influence over convertible debt design choices than CEOs do.

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6

Ritter, A. R. M. "Cuba’s convertible currency debt problem." CEPAL Review 1988, no. 36 (December 31, 1988): 117–40. http://dx.doi.org/10.18356/1009d6ae-en.

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7

Lyandres, Evgeny, and Alexei Zhdanov. "Convertible debt and investment timing." Journal of Corporate Finance 24 (February 2014): 21–37. http://dx.doi.org/10.1016/j.jcorpfin.2013.06.006.

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8

Dorion, Christian, Pascal François, Gunnar Grass, and Alexandre Jeanneret. "Convertible debt and shareholder incentives." Journal of Corporate Finance 24 (February 2014): 38–56. http://dx.doi.org/10.1016/j.jcorpfin.2013.10.008.

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9

Mann, Steven V., William T. Moore, and Pradipkumar Ramanlal. "Timing of Convertible Debt Issues." Journal of Business Research 45, no. 1 (May 1999): 101–5. http://dx.doi.org/10.1016/s0148-2963(98)00007-1.

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10

Harikumar, T., P. Kadapakkam, and Ronald F. Singer. "CONVERTIBLE DEBT AND INVESTMENT INCENTIVES." Journal of Financial Research 17, no. 1 (March 1994): 15–29. http://dx.doi.org/10.1111/j.1475-6803.1994.tb00171.x.

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11

CONSIGLIO, ANDREA, MICHELE TUMMINELLO, and STAVROS A. ZENIOS. "PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT." International Journal of Theoretical and Applied Finance 21, no. 08 (December 2018): 1850049. http://dx.doi.org/10.1142/s0219024918500498.

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We develop a pricing model for Sovereign Contingent Convertible bonds (S-CoCo) with payment standstills triggered by a sovereign’s Credit Default Swap (CDS) spread. We model CDS spread regime switching, which is prevalent during crises, as a hidden Markov process, coupled with a mean-reverting stochastic process of spread levels under fixed regimes, in order to obtain S-CoCo prices through simulation. The paper uses the pricing model in a Longstaff–Schwartz American option pricing framework to compute future state contingent S-CoCo prices for risk management. Dual trigger pricing is also discussed using the idiosyncratic CDS spread for the sovereign debt together with a broad market index. Numerical results are reported using S-CoCo designs for Greece, Italy and Germany with both the pricing and contingent pricing models.

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12

Henry, Elaine, Oscar J. Holzmann, and Ya-wen Yang. "Accounting for Convertible Debt Instruments." Journal of Corporate Accounting & Finance 19, no. 2 (2007): 87–91. http://dx.doi.org/10.1002/jcaf.20375.

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13

Hollander, Hylton. "Macroprudential policy with convertible debt." Journal of Macroeconomics 54 (December 2017): 285–305. http://dx.doi.org/10.1016/j.jmacro.2017.07.003.

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14

Friedl, Gunther. "Discussion of “Optimal Debt Service: Straight vs. Convertible Debt”." Schmalenbach Business Review 58, no. 2 (April 2006): 152–56. http://dx.doi.org/10.1007/bf03396727.

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15

Ettenhuber, Christoph, and Dirk Schiereck. "Signaling with convertible debt in the renewable energy industry?" International Journal of Energy Sector Management 9, no. 2 (June 1, 2015): 274–92. http://dx.doi.org/10.1108/ijesm-08-2014-0003.

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Purpose – The purpose of this paper is to show how convertible debt is used in the renewable energy industry. The authors argue that there is an investor rationing component to the design and market impact of convertible debt securities. Design/methodology/approach – The authors apply event study methodology, option pricing theory and risk shift analysis to examine capital market reactions following the issuance of convertible debt by exchange-listed companies of the renewable energy sector. Findings – Contrary to prior cross-industry research findings, the authors show that convertible debt in the renewable energy industry tends to have a debt-like structure, and its issue is associated with strongly negative announcement returns. The authors further show that convertible issuers face high business risk and adverse selection costs. Practical implications – The results have important implications for both renewable energy industry companies and investors. For example, one problem is that the risk-mitigating features of convertible debt may not materialize, if issuers fail to credibly signal firm quality to the markets. Furthermore, excessive growth assumptions and mismatches between project risk/return and financing costs may render it more difficult to create credible signals. Originality/value – The paper contributes to three primary strands of literature. One is the research on finance and growth. Here, this paper provides new insights into risk-mitigating securities that should more effectively mirror the risk and return distributions of emerging industry issuers. Additionally, it extends the research on the motives for convertible debt offerings and provides insight on stock returns around such announcements.

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16

Agliardi, Rossella. "Reverse convertible debt under credit risk." International Journal of Financial Engineering 03, no. 01 (March 2016): 1650007. http://dx.doi.org/10.1142/s2424786316500079.

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In this paper, a new pricing formula for reverse convertible debt that properly accounts for the embedded credit risk is found. An analysis of the conversion and default thresholds is performed. This approach also suggests some possible explanations of the reverse convertible overpricing that is documented in the empirical literature.

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17

Grant, Dwight. "Comparing Three Convertible Debt Valuation Models." Business Valuation Review 36, no. 1 (March 2017): 32–41. http://dx.doi.org/10.5791/0882-2875-36.1.32.

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18

Lewis, Craig M., Richard J. Rogalski, and James K. Seward. "Risk changes around convertible debt offerings." Journal of Corporate Finance 8, no. 1 (January 2002): 67–80. http://dx.doi.org/10.1016/s0929-1199(01)00029-3.

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19

Isagawa, Nobuyuki. "Callable convertible debt under managerial entrenchment." Journal of Corporate Finance 8, no. 3 (July 2002): 255–70. http://dx.doi.org/10.1016/s0929-1199(01)00041-4.

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20

Broughton, John B., and David M. Smith. "Convertible Debt Issuance and Market Completeness." Financial Review 31, no. 3 (August 1996): 623–40. http://dx.doi.org/10.1111/j.1540-6288.1996.tb00890.x.

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21

Munro, Jamie W. "CONVERTIBLE DEBT FINANCING: AN EMPIRICAL ANALYSIS." Journal of Business Finance & Accounting 23, no. 2 (March 1996): 319–34. http://dx.doi.org/10.1111/j.1468-5957.1996.tb00916.x.

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22

Scott, Thomas W., Christine I. Wiedman, and Heather A. Wier. "Transaction Structuring and Canadian Convertible Debt*." Contemporary Accounting Research 28, no. 3 (May 16, 2011): 1046–71. http://dx.doi.org/10.1111/j.1911-3846.2011.01085.x.

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23

Eisdorfer, Assaf. "CONVERTIBLE DEBT AND RISK-SHIFTING INCENTIVES." Journal of Financial Research 32, no. 4 (December 2009): 423–47. http://dx.doi.org/10.1111/j.1475-6803.2009.01256.x.

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24

Lewis, Craig M., Richard J. Rogalski, and James K. Seward. "UNDERSTANDING THE DESIGN OF CONVERTIBLE DEBT." Journal of Applied Corporate Finance 11, no. 1 (March 1998): 45–53. http://dx.doi.org/10.1111/j.1745-6622.1998.tb00076.x.

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25

Li, Wei-Hsien, S. Ghon Rhee, and Carl Hsin-han Shen. "CEO inside debt and convertible bonds." Journal of Business Finance & Accounting 45, no. 1-2 (November 9, 2017): 232–49. http://dx.doi.org/10.1111/jbfa.12285.

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26

Kang, Jun-Koo, and Yul W. Lee. "The pricing of convertible debt offerings." Journal of Financial Economics 41, no. 2 (June 1996): 231–48. http://dx.doi.org/10.1016/0304-405x(95)00864-b.

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27

Lee, Cheng-Few, Kin-Wai Lee, and Gillian Hian-Heng Yeo. "Investor protection and convertible debt design." Journal of Banking & Finance 33, no. 6 (June 2009): 985–95. http://dx.doi.org/10.1016/j.jbankfin.2008.10.010.

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28

Billingsley, Randall S., and David M. Smith. "Why Do Firms Issue Convertible Debt?" Financial Management 25, no. 2 (1996): 93. http://dx.doi.org/10.2307/3665992.

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29

Lee, Hei Wai, and Raymond E. Figlewicz. "Characteristics of firms that issue convertible debt versus convertible preferred stock." Quarterly Review of Economics and Finance 39, no. 4 (December 1999): 547–63. http://dx.doi.org/10.1016/s1062-9769(99)00038-1.

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30

Boursicot, Delphine, Geneviève Gauthier, and Farhad Pourkalbassi. "Contingent Convertible Debt: The Impact on Equity Holders." Risks 7, no. 2 (April 29, 2019): 47. http://dx.doi.org/10.3390/risks7020047.

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Contingent Convertible (CoCo) is a hybrid debt issued by banks with a specific feature forcing its conversion to equity in the event of the bank’s financial distress. CoCo carries two major risks: the risk of default, which threatens any type of debt instrument, plus the exclusive risk of mandatory conversion. In this paper, we propose a model to value CoCo debt instruments as a function of the debt ratio. Although the CoCo is a more expensive instrument than traditional debt, its presence in the capital structure lowers the cost of ordinary debt and reduces the total cost of debt. For preliminary equity holders, the presence of CoCo in the bank’s capital structure increases the shareholder’s aggregate value.

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31

Stevens, William T., Ara G. Volkan, and Paul D. Baker. "Accounting For Convertible Bonds." Journal of Applied Business Research (JABR) 10, no. 4 (September 22, 2011): 130. http://dx.doi.org/10.19030/jabr.v10i4.5915.

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First, various views of convertible bonds (CBs) are analyzed along with current professional standards of accounting. Present rules are found to be flawed because they do not properly: (1) measure the interest cost of the CB and the total financing cost resulting from the issuance of debt and conversion commitments inherent in the CB; (2) classify the commitments arising from the CB; and (3) account for the conversion of the CB. Based on deductive reasoning and theoretical and empirical evidence, an accounting methodology for CBs is proposed that: (1) recognizes separately the debt and conversion commitments of the CB at date of issuance; (2) recognizes the total financing expense on the CB arising from the interest cost and in the increase in the fair value of the conversion commitment; and (3) accounts for the conversion under the market value method.

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32

Marszałek, Jakub. "Design of convertible debt financing - some observations from the American market." Business and Economic Horizons 11, no. 2 (July 10, 2015): 64–75. http://dx.doi.org/10.15208/beh.2015.06.

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33

Bancel, Franck, and Usha R. Mittoo. "Why Do European Firms Issue Convertible Debt?" European Financial Management 10, no. 2 (June 2004): 339–73. http://dx.doi.org/10.1111/j.1354-7798.2004.00253.x.

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34

Korkeamaki, Timo, and William T. Moore. "Capital investment timing and convertible debt financing." International Review of Economics & Finance 13, no. 1 (January 2004): 75–85. http://dx.doi.org/10.1016/s1059-0560(03)00034-0.

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35

Ritter, A. R. M. "Cuba's Convertible Currency Debt Problem, 1980–1988." Canadian Journal of Latin American and Caribbean Studies 13, no. 25 (January 1988): 107–35. http://dx.doi.org/10.1080/08263663.1988.10816603.

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36

Purdy, Derek E. "Towards a Comprehensive Accounting for Convertible Debt." Accounting and Business Research 20, no. 79 (June 1990): 245–52. http://dx.doi.org/10.1080/00014788.1990.9728883.

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37

Sutikno, Franciska Mifanyira. "Legal Protection of Conventional Bank as Mandatory Convertible Bond Holder." Syariah: Jurnal Hukum dan Pemikiran 19, no. 2 (November 27, 2019): 184. http://dx.doi.org/10.18592/sjhp.v19i2.3129.

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Bank as legal entity has legal right to do Investment to the another party by several investment instrument in Stock Market, Money Market or another agreement. Mandatory Convertible Bond is one of Investment Instrument which has hybird characteristic of Debt and Equity based on the Central Bank Regulatio and International Mandatory Convertible Bond concept leads to the double legal standing to the Bank as the holder. The Objective of this research is to analyze the usage of Mandatory Convertible Bonds and the protection of Bank as its holder. The result of the research are Mandatory Convertible Bond used as equity participation through debt mechanism and the protection of Bank provided by Prospectus and Trust Agreement.

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38

Lewis, Craig M., Richard J. Rogalski, and James K. Seward. "Is Convertible Debt a Substitute for Straight Debt or for Common Equity?" Financial Management 28, no. 3 (1999): 5. http://dx.doi.org/10.2307/3666180.

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39

Ranosz, Robert. "The Raw Materials Convertible into Bonds." Gospodarka Surowcami Mineralnymi 32, no. 2 (June 1, 2016): 79–94. http://dx.doi.org/10.1515/gospo-2016-0011.

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Abstract This article is dedicated to the instrument such as raw materials convertible bonds, the application of which in the mining industry can increase the efficiency of mining investments and, consequently, contribute to the improvement of the economic and financial market of mineral resources. Bonds with the option of conversion into raw materials bring relevant benefits to both the investor – the bondholder who buys these bonds, and to the mining company as the issuer. The use of this debt instrument increases the efficiency of mining investments, mainly by lowering the cost of capital in relation to traditional sources and by flexibility of being able to convert the capital debt into raw materials. Due to the fact that the article is illustrative only, and its goal is just to present a relatively new instrument, which are raw materials convertible bonds, the author focused an attention on its possible use in the financing of investments in the mining industry and the potential economic effects of such a solution. In order to identify the likely financial benefits, discussed debt instrument was compared with selected sources of funding, such as ordinary bonds and simple bank loan. Due to this fact, the article doesn’t present the consideration of every aspect associated with the bond that has an option, but is mainly focused on its main attribute, which is the ability to convert debt into raw material. The paper presents the general assumptions regarding the raw materials convertible bonds, the advantages of this solution and the requirements that the issuer of such instrument will have to cope with. The article contains also a diagram showing the use of a raw materials convertible bonds in the tripartite agreement. The final part of the publication shows an example of a calculation comparing the newly presented instrument to the ordinary bonds and bank loans. The summary presents the conclusions of the analysis of the possible use of raw materials convertible bonds as an instrument of financing investments in the mining industry.

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40

Arak, Marcelle, and L. Ann Martin. "Convertible Bonds: How Much Equity, How Much Debt?" Financial Analysts Journal 61, no. 2 (March 2005): 44–50. http://dx.doi.org/10.2469/faj.v61.n2.2715.

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41

Herfs, Achim, and Benjamin E. Leyendecker. "Sacheinlageprüfung und Differenzhaftung beim Debt-to-Convertible Swap." Die Aktiengesellschaft 63, no. 7 (March 1, 2018): 213–20. http://dx.doi.org/10.9785/ag-2018-0703.

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42

Ellis, M. E. "The Long-Run Performance of Convertible Debt Issuers." CFA Digest 29, no. 3 (August 1999): 72–74. http://dx.doi.org/10.2469/dig.v29.n3.531.

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43

Rutterford, Janette. "DISCUSSION OF CONVERTIBLE DEBT FINANCING: AN EMPIRICAL ANALYSIS." Journal of Business Finance & Accounting 23, no. 2 (March 1996): 335–38. http://dx.doi.org/10.1111/j.1468-5957.1996.tb00917.x.

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44

ASQUITH, PAUL, and DAVID W. MULLINS. "Convertible Debt: Corporate Call Policy and Voluntary Conversion." Journal of Finance 46, no. 4 (September 1991): 1273–89. http://dx.doi.org/10.1111/j.1540-6261.1991.tb04618.x.

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45

Magennis, Darren, Edward Watts, and Sue Wright. "Convertible notes: the debt versus equity classification problem." Journal of Multinational Financial Management 8, no. 2-3 (September 1998): 303–15. http://dx.doi.org/10.1016/s1042-444x(98)00033-4.

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46

Billingsley, Randall S., Robert E. Lamy, and G. Rodney Thompson. "THE CHOICE AMONG DEBT, EQUITY, AND CONVERTIBLE BONDS." Journal of Financial Research 11, no. 1 (March 1988): 43–55. http://dx.doi.org/10.1111/j.1475-6803.1988.tb00065.x.

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47

McLaughlin, Robyn, Assem Safieddine, and Gopala K. Vasudevan. "THE LONG-RUN PERFORMANCE OF CONVERTIBLE DEBT ISSUERS." Journal of Financial Research 21, no. 4 (December 1998): 373–88. http://dx.doi.org/10.1111/j.1475-6803.1998.tb00692.x.

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48

Jung, Mookwon, and Michael J. Sullivan. "The signaling effects associated with convertible debt design." Journal of Business Research 62, no. 12 (December 2009): 1358–63. http://dx.doi.org/10.1016/j.jbusres.2008.11.002.

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49

Janjigian, Vahan. "The Leverage Changing Consequences of Convertible Debt Financing." Financial Management 16, no. 3 (1987): 15. http://dx.doi.org/10.2307/3665975.

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50

Ederington, Louis H., Gary L. Caton, and Cynthia J. Campbell. "To Call or Not to Call Convertible Debt." Financial Management 26, no. 1 (1997): 22. http://dx.doi.org/10.2307/3666237.

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