We derive a model with qualitative implications for options pricing under counterparty credit
risk and provide empirical evidence using the data from the Hong Kong derivatives market …

This paper uses moment analysis, capital asset pricing model (CAPM) statistics, stochastic
dominance (SD) test, and volume analysis to investigating why the market for Taiwan …

Derivative warrants typically have higher prices than do otherwise identical options. Using
data from the Hong Kong market during 2002–2007, we show that the price difference …

The present study examines the impact of first‐time introduction of warrants by third party
issuers on the trading behaviour of a sample of underlying stocks listed on the Australian …

Abstract The Stock Exchange of Thailand (SET) first launched derivative warrants on SET50
index (SET50 DWs) on April 17, 2014. They are currently the most active DWs on the SET …

This study investigates the pricing efficiency of Hang Seng Index (HSI) derivative warrants in
Hong Kong. Different from similar research, the study examines the pricing efficiency of …

The main purpose of this paper is to examine the impact that the introduction of exchange
traded derivative warrants has on the underlying securities' price, volume and volatility in the …

In this paper, we test whether accuracy in the wagering markets for NCAA Division I men׳ s
basketball improves when there are more betting lines available for a given game. The …

In this paper, we use daily data to investigate the information asymmetric effects and the
relationships between the trading volume of options and their underlying spot trading …

This study examines the effects of the Mandatory Call Events (MCEs) of Callable Bull/Bear
Contracts (CBBCs) on the underlying stocks. The recent development of CBBCs in Hong …