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

• Main Authors: Visaltanachoti, N., Charoenwong, C., DING, David K.
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 2004
• 主題: intraday patterns; spreads; depths; order flows; Thailand; Finance and Financial Management; Portfolio and Security Analysis
• 在線閱讀: 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...