Price, volume and volatility effects associated with derivative warrant listing on the Singapore Exchange.

Price, volume and volatility effects associated with derivative warrant listing on the Singapore Exchange.

This paper examines the effect of the listing of derivative warrants on the price, volatility and liquidity of the underlying shares on Singapore Exchange (SGX) from January to September 2006. Our sample of 338 derivative warrants shows significant negative returns occurred for days prior to thei...

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書目詳細資料
Main Authors:	Ke, Peishan., Ng, Pei Wen., Teo, Linda Jia Hui.
其他作者:	Charoenwong, Charlie
格式:	Final Year Project
出版:	2008
主題:	DRNTU::Business::Finance::Stock exchanges
在線閱讀:	http://hdl.handle.net/10356/10473
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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