Empirical Test of the Efficiency of UK Covered Warrants Market : Stochastic Dominance and Likelihood Ratio Test Approach
Year of publication: |
2010
|
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Authors: | Qiao, Zhuo |
Other Persons: | de Peretti, Christian (contributor) ; Chan, Chia-Ying (contributor) ; Wong, Wing-Keung (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Stochastischer Prozess | Stochastic process | Optionsanleihe | Warrant bond | Schätzung | Estimation | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (45 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1546355 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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