Impact of covered warrants expirations on underlying shares in Taiwan

We examine the Taiwanese market for covered warrants, and the impact of the expiration of a covered warrant on the returns, and trading volume of the underlying stock. This paper seeks to address the impact of warrant expiration on the underlying shares. It proposes several sample groups in which su...

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Bibliographic Details
Main Authors: Chan, Chia-ying, Jelic, Ranko
Format: Article
Language:English
Published: Centre for International Capital Markets, London Metropolitan University 2007
Subjects:
Online Access:https://repository.londonmet.ac.uk/494/1/CentreForInternationalCapitalMarketsDiscussionPapers_2007-10_p01-41.pdf

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