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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Bibliographic Details
Main Authors: WONGNAPAKARN, Ichaya, LEEMAKDEJ, Arnat, CHIRAPHOL, Chiyachantana N., PRASARNPHANICH, Pattarawan, MANITKAJORNKIT, Eakapat
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2021
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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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