Spread, depth, and order flow patterns of warrants and their underlying stocks on the Stock Exchange of Thailand
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...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2003
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/6443 https://ink.library.smu.edu.sg/context/lkcsb_research/article/7442/viewcontent/SSRN_id488402.pdf |
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| Institution: | Singapore Management University |
| Language: | English |