Price, volume and volatility effects associated with derivative warrant listing on the Singapore Exchange.
This paper examines the effect of the listing of derivative warrants on the price, volatility and liquidity of the underlying shares on Singapore Exchange (SGX) from January to September 2006. Our sample of 338 derivative warrants shows significant negative returns occurred for days prior to thei...
| Main Authors: | , , |
|---|---|
| Drugi avtorji: | |
| Format: | Final Year Project (FYP) |
| Izdano: |
2008
|
| Teme: | |
| Online dostop: | http://hdl.handle.net/10356/10473 |