Are Chinese warrants derivatives? Evidence from connections to their underlying stocks
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DOI: 10.1080/14697688.2012.740570
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Citations
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Cited by:
- Wing-Keung Wong & Hooi Hoi Lean & Michael McAleer & Feng-Tse Tsai, 2018.
"Why did Warrant Markets Close in China but not Taiwan?,"
Tinbergen Institute Discussion Papers
18-051/III, Tinbergen Institute.
- Wong, W.-K. & Lean, H.H. & McAleer, M.J. & Tsai, F.-T., 2018. "Why did Warrant Markets Close in China but not Taiwan?," Econometric Institute Research Papers EI2018-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Yue, Tian & Zhang, Jin E. & Tan, Eric K.M., 2020. "The Chinese equity index options market," Emerging Markets Review, Elsevier, vol. 45(C).
- Powers, Eric & Xiao, Gang, 2014. "Mispricing of Chinese warrants," Pacific-Basin Finance Journal, Elsevier, vol. 30(C), pages 62-86.
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