Warrants and their underlying stocks: Microstructure evidence from an emerging market

Warrants and their underlying stocks: Microstructure evidence from an emerging market

The Stock Exchange of Thailand provides an ideal platform for comparing the trading characteristics of warrants and their underlying stocks since both of them trade in the same market under identical trading rules. If their patterns diverge significantly, it may be possible for an astute trader to d...

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Bibliographic Details
Main Authors: CHAROENWONG, Charlie, DING, David K., VISALTANACHOTI, Nuttawat
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2018
Subjects:
Warrants
Spreads
Depths
Intraday Pattern
Thailand
Asian Studies
Corporate Finance
Finance
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/5983
https://ink.library.smu.edu.sg/context/lkcsb_research/article/6982/viewcontent/Warrants_Microstructure.Risk_Governance_and_Control.Oct2018.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/lkcsb_research/5983
https://ink.library.smu.edu.sg/context/lkcsb_research/article/6982/viewcontent/Warrants_Microstructure.Risk_Governance_and_Control.Oct2018.pdf

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