Empirical test of the efficiency of the UK covered warrants market : stochastic dominance and likelihood ratio test approach
Year of publication: |
2012
|
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Authors: | Chan, Chia-ying ; Peretti, Christian de ; Qiao, Zhuo ; Wong, Wing Keung |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 19.2012, 1, p. 162-174
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Subject: | Covered warrants | Market efficiency | Stochastic dominance | Bootstrap likelihood test | Effizienzmarkthypothese | Efficient market hypothesis | Optionsanleihe | Warrant bond | Stochastischer Prozess | Stochastic process | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Schätzung | Estimation | Schätztheorie | Estimation theory | CAPM |
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