Why Are Derivative Warrants More Expensive Than Options? An Empirical Study
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- repec:eee:jfinec:v:128:y:2018:i:1:p:38-65 is not listed on IDEAS
- Adrian C. H. Lei, 2015. "Price and Volume Effects of Exchange‐Traded Barrier Options: Evidence from Callable Bull/Bear Contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(11), pages 1042-1066, November.
- Hana Florianová, 2016. "Trading Strategies for Warrants," Proceedings of Economics and Finance Conferences 4206760, International Institute of Social and Economic Sciences.
- Baik, Bok & Kang, Hyoung-Goo & Kim, Young Jun, 2013. "Volatility arbitrage around earnings announcements: Evidence from the Korean equity linked warrants market," Pacific-Basin Finance Journal, Elsevier, vol. 23(C), pages 109-130.
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