Spread, Depth and Order Flow Patterns of Warrants and Their Underlying Stocks on the Stock Exchange of Thailand

• المؤلفون الرئيسيون: Visaltanachoti, N., Charoenwong, C., DING, David K.
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2004
• الموضوعات: intraday patterns; spreads; depths; order flows; Thailand; Finance and Financial Management; Portfolio and Security Analysis
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/lkcsb_research/736

This study compared the trading characteristics of warrants and their underlying stocks. The Stock Exchange of Thailand provided a good platform for comparing the trading characteristics of warrants and their underlying stocks because both these securities are traded in the same market venue and hav...