... be reproduced, stored in a retrieval system, used in a spreadsheet, or transmitted in any form or by any means—electronic, mechanical, photocopying, recording, or otherwise—without the permission of the Darden School Foundation. Rev. 9/08. merger acquisition valuation arbitrage Banking/Finance...

...Ravi Jagannathan; Zhi Da On October 22, 2004, junior trader Mary Lucas was browsing through the recent trading activities of a few convertible bonds the firm held. First Convergence Inc. was a hedge fund specializing in convertible arbitrage founded by three Wall Street traders in 2002. Prior...

...Jacob Joshy; Jayanth R. Varma The case presents a context of irrational pricing in a stock and demonstrates the possible role of investor heuristics operating in the financial markets. The case is ideal in a course on behavioral finance to teach topics like the limits to arbitrage or the influence...

... of administrative problems. Mispricing Arbitrage Market Efficiency ADR Behavioural Finance Banking Large The best statistical method for this analysis is cointegration, but if that is considered too difficult for the students, simpler methods, such as linear regression can be used...