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Why did warrant markets close in China but not Taiwan?
Wong, Wing Keung; Hooi Hooi Lean; McAleer, Michael; … - 2018
, and volume analysis to examine investor preferences for warrants between China and Taiwan, and investigating why the … market for warrants in China has to close while the market for Taiwan warrants is successful. Using moment analysis, it is … shown that that buying China warrants has a higher likelihood of losses than its Taiwan counterpart. Using CAPM analysis, in …
Persistent link: https://www.econbiz.de/10011869273
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The impact of derivatives hedging on the stock market : evidence from Taiwan's covered warrants market
Chung, San-lin; Liu, Wen-rang; Tsai, Wei-che - In: Journal of banking & finance 42 (2014), pp. 123-133
Persistent link: https://www.econbiz.de/10010408417
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Investment banks' stock ratings, call warrant issuance, and responses from heterogeneous investors : evidence from Taiwan
Chang, Chih-hsiang; Chan, Kam C. - In: International review of economics & finance : IREF 20 (2011) 4, pp. 733-743
Persistent link: https://www.econbiz.de/10009303868
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Investor beliefs and the demand pressure on index options in Taiwan
Pan, Ging-Ginq; Shiu, Yung-Ming; Wu, Tu-Cheng - In: The journal of futures markets 35 (2015) 12, pp. 1117-1132
Persistent link: https://www.econbiz.de/10011546234
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Studies on the effect of trading volume and return volatility on call warrants and underlying stocks in Taiwan
Chiu, Chien-liang; Lee, Ming-chih; Lin, Cho-min; Chen, … - In: Quarterly journal of business and economics : QJBE 44 (2005) 1/2, pp. 29-43
Persistent link: https://www.econbiz.de/10002893906
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The market, regulation, and issuing strategies of covered warrants in Taiwan
Chiang, Raymond; Lee, Chin-shen; Hsieh, Wen-liang - In: Review of Pacific Basin financial markets and policies 3 (2000) 1, pp. 87-105
Persistent link: https://www.econbiz.de/10001483852
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The effects of model errors and market imperfections on financial institutions writing derivative warrants : simulation evidence from Taiwan
Chung, Huimin; Lee, Chin-shen; Wu, Soushan - In: Pacific-Basin finance journal 10 (2002) 1, pp. 55-75
Persistent link: https://www.econbiz.de/10001655761
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Alternative conditional volatility models of Taiwan's stock market with applications to covered warrants
Lee, Chin-shen; Chung, Huimin - In: Advances in Pacific Basin business, economics, and finance 4 (2000), pp. 219-231
Persistent link: https://www.econbiz.de/10001543067
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The Impact of Derivatives Hedging on Stock Market : Evidence from Taiwan Covered Warrants Market
Chung, San-Lin - 2017
This paper examines the hedging impact on the underlying stock market using a comprehensive dataset of covered warrants … traded in the Taiwan Stock Exchange (TWSE). Since TWSE requires the warrant issuers to conduct dynamic hedging over the life … of warrants, we can estimate the number of shares bought or sold for rebalancing the hedging portfolio and measure its …
Persistent link: https://www.econbiz.de/10012975829
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Why Did Warrant Markets Close in China but Not Taiwan?
Wong, Wing-Keung - 2018
, and volume analysis to examine investor preferences for warrants between China and Taiwan, and investigating why the … market for warrants in China has to close while the market for Taiwan warrants is successful. Using moment analysis, it is … shown that that buying China warrants has a higher likelihood of losses than its Taiwan counterpart. Using CAPM analysis, in …
Persistent link: https://www.econbiz.de/10012918306