The profitability of warrant issuers: An empirical investigation of single stock and index warrants
This study examines the derivative warrant's profit of issuers compensated with the risk from issuing call and put derivative warrants because they have commitments in risk management and managing risk by hedging the underlying exposure. The average profit of issuers is a cumulative profit from...
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Main Authors: | WONGNAPAKARN, Ichaya, LEEMAKDEJ, Arnat, CHIRAPHOL, Chiyachantana N., PRASARNPHANICH, Pattarawan, MANITKAJORNKIT, Eakapat |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2021
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Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/6844 https://ink.library.smu.edu.sg/context/lkcsb_research/article/7843/viewcontent/Profit_Derivative_Issuer_June27_2021_Final.pdf |
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Institution: | Singapore Management University |
Language: | English |
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