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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …