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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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2018
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| 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 |