Warrants and Their Underlying Stocks: Microstructure Evidence from an Emerging Market
The Stock Exchange of Thailand (SET) provides an ideal platform for comparing the trading characteristics of warrants and their underlying stocks since both types of securities trade in the same market venue under identical trading rules. Hence, any impact of the trading protocol on the intraday var...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2012
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/4457 |
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| Institution: | Singapore Management University |
| Language: | English |