Empirical test of the efficiency of the UK covered warrants market : stochastic dominance and likelihood ratio test approach
Chia-Ying Chan, Christian de Peretti, Zhuo Qiao, Wing-Keung Wong
| Year of publication: |
2012
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|---|---|
| Authors: | Chan, Chia-ying ; Peretti, Christian de ; Qiao, Zhuo ; Wong, Wing Keung |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 19.2012, 1, p. 162-174
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| Subject: | Covered warrants | Market efficiency | Stochastic dominance | Bootstrap likelihood test | Effizienzmarkthypothese | Efficient market hypothesis | Stochastischer Prozess | Stochastic process | Optionsanleihe | Warrant bond | Bootstrap-Verfahren | Bootstrap approach | CAPM | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009615744