Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach

CY Chan, C De Peretti, Z Qiao, WK Wong - Journal of Empirical Finance, 2012 - Elsevier
This paper represents the first attempt to apply a stochastic dominance (SD) approach to
examine the efficiency of the UK covered warrants market. Our empirical analyses reveal …

Why are warrant markets sustained in Taiwan but not in China?

WK Wong, HH Lean, M McAleer, FT Tsai - Sustainability, 2018 - mdpi.com
This paper uses moment analysis, capital asset pricing model (CAPM) statistics, stochastic
dominance (SD) test, and volume analysis to investigating why the market for Taiwan …

[PDF][PDF] Effects of use of derivatives on financial performance of companies listed in the Nairobi Security Exchange

LN Chanzu, M Gekara - International Journal of Academic …, 2014 - pdfs.semanticscholar.org
This study investigated the effects of use of derivatives on financial performance of
companies listed in the Nairobi Securities Exchange (NSE). The objectives were; to …

The impact of index future introduction on spot market returns and trading volume: Evidence from Ho Chi Minh Stock Exchange

ATK Nguyen, LD Truong - The Journal of Asian Finance …, 2020 - koreascience.kr
The objective of this study is to enrich the literature by investigating the impact of introduction
of index future trading on spot market returns and trading volume in Vietnam. Data used in …

[PDF][PDF] Dampak Pencatatan dan Jatuh Tempo Waran terhadap Harga Saham yang Disertai Waran di Indonesia

S Suryawinata, A Tekadtuera… - Studi Akuntansi Dan …, 2020 - journal.prasetiyamulya.ac.id
This research discusses the stock abnormal return effect of warrants to its underlying stock
on its listing and maturity date. This study sample is the stock price changes of stocks …

IMPACT OF DERIVATIVE WARRANTS INTRODUCTION ON THAILAND STOCK MARKET VOLATILITY

W Jongadsayakul - International Journal of Business and …, 2023 - publisher.unimas.my
Abstract The Stock Exchange of Thailand (SET) first launched derivative warrants on SET50
index (SET50 DWs) on April 17, 2014. They are currently the most active DWs on the SET …

[PDF][PDF] Empirical Study on Prices, Trading Volumes, and Arbitrages of Listed Subscription Warrants

PS Yoon - 한국증권학회지제, 2022 - scholar.archive.org
This study analyzes the price patterns, trading volumes, and arbitrage opportunities of listed
subscription warrants using 70 detachable public bonds with warrant issuances. The major …

Information and accuracy in pricing: Evidence from the NCAA men׳ s basketball betting market

JP Berkowitz, CA Depken II, JM Gandar - Journal of Financial Markets, 2015 - Elsevier
In this paper, we test whether accuracy in the wagering markets for NCAA Division I men׳ s
basketball improves when there are more betting lines available for a given game. The …

The impact of warrant introduction: the Australian experience

M Clarke, G Gannon, R Vinning - Review of Pacific basin financial …, 2011 - World Scientific
The main purpose of this paper is to examine the impact that the introduction of exchange
traded derivative warrants has on the underlying securities' price, volume and volatility in the …

[PDF][PDF] CORPORATE GOVERNANCE FOR ISLAMIC BANKING 1 SUSTAINABILITY AND CAUX ROUND TABLE PRINCIPLES

AH SHARI - 2015 - core.ac.uk
The past decade has witnessed the dynamics of ṣukūk structuring amidst legal complexities
in cases involving enforcement of the rights of investors or ṣukūk holders in the event of …