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Record W1505197174

The Long-Run Operating Performance of Canadian Convertible Debt Issuers: Trends and Explanatory Factors

2012· article· en· W1505197174 on OpenAlex
Khalid El Badraoui, Jean-Jacques Lilti

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

aboutThe title or abstract carries a Canadian signal from the geographic lexicon.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueInternational Journal of Business · 2012
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicCorporate Finance and Governance
Canadian institutionsnot available
Fundersnot available
KeywordsConvertible bondIssuerInitial public offeringConvertible arbitrageBusinessBondEconomicsDebtContext (archaeology)Event studyCapital structureBond credit ratingMonetary economicsFinancial economicsAccountingActuarial scienceFinanceCredit risk
DOInot available

Abstract

fetched live from OpenAlex

ABSTRACTSimilar to previously documented evidence for offerings, this paper shows, using accounting-based performance measures, that Canadian firms exhibit a poor operating performance following convertible bond offers. These results confirm those obtained in the US context and contribute to explain the puzzling post-issue stock price underperformance of convertible bond issuers. Our findings also illustrate that the decline in operating performance experienced by the issuing firms seems to be partly due to industry specific factors. In addition, using PLS regressions, we find that some issuer and issue features have a significant impact on the issuers' performance. Nevertheless, the signs of the regression coefficients are not always congruent with those predicted by convertible bond financing theories. Lastly, our empirical findings support the capital rationing hypothesis of Lewis et al. (2001) according to which firms rely on convertible bonds because they are rationed out of the market due to adverse selection and agency costs considerations.JEL Classifications: G14, G32Keywords: convertible bonds offering; long-run operating performance; PLS regressionsI. INTRODUCTIONConvertible bonds (hereafter referred to as CBs) have been used extensively by corporations to raise funds in the bond market through either public or private offerings. According to the agency and signalling theories, in an imperfect market CB financing is not without incidence on the value of the issuing firm. This report confirms the results of previous empirical studies carried out over various periods and in several countries.1 Indeed, the main conclusion of these formally termed event studies, is that the announcement of CB offering is associated with a negative signal, but with it, the impact is less pronounced than with the announcement of issuance. Given that straight bond offerings do not involve on average any statistically significant reaction, this result seems coherent with both the pecking order theory of Myers and Majluf (1984) and the backdoor equity model of Stein (1992).2These studies have investigated stock market reaction to the CB issuance during short-term announcement period assuming that markets are efficient at least under the semi-strong form. However, more recent literature on the long-term behavior of firms' stock price subsequent to Initial Public Offerings (IPOs) and Seasoned Equity Offerings (SEOs) challenged this assumption. It argued instead that the return decrease taking place at the time of the issue announcement was not proportional to the actual informational content of the news at that moment. Indeed, stock issuers' returns continue to decline during several months after the offering. In other words, investors would interpret in an erroneous way the signal conveyed by the issuing firm at the offering announcement period, with the result being that they would take a long time to appraise its real effects on the value of the firm. This underreaction calls into question the principle of informational efficiency.In light of these studies and since CBs are hybrid instruments with characteristics of both debt and equity, many authors turned towards long-term event studies in order to examine CB issuers' post-offering returns over long horizons to get a full view of their stock price performance. Lee and Loughran (1998) and Spiess and Affleck-Graves (1999), amongst other authors, find that American firms issuing CBs significantly underperform their matched counterparts up to five years after the offering. Similar underperformance was found on both the Japanese (Kang et al., 1999) and the British markets (Abhyankar and Ho, 2006). One key element of these studies is that the long-term driftin stock returns is in the same direction as the initial reaction of the stock price at the time of the announcement. This suggests that, as with offerings, investors tend to underreact to the information contained in the announcement, so that the full impact of the CB issue is only recognized over a longer time horizonBecause the primary role of accounting information, more precisely accounting earnings, is to provide useful input to analysts and investors in financial markets, some authors have examined to which extent the decline of firms' long-term stock price profitability subsequent to CB offerings is driven by the fall of their operating performance. …

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Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.043
Threshold uncertainty score0.996

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.002
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.021
GPT teacher head0.221
Teacher spread0.201 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it