The impact of derivatives hedging on the stock market : evidence from Taiwan's covered warrants market
San-Lin Chung; Wen-Rang Liu; Wei-Che Tsai
| Year of publication: |
2014
|
|---|---|
| Authors: | Chung, San-lin ; Liu, Wen-rang ; Tsai, Wei-che |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 42.2014, p. 123-133
|
| Subject: | Hedging impact | Introduction effect | Expiration effect | Covered warrants | Return volatility | Trading volume | Price elasticity | Volatilität | Volatility | Hedging | Derivat | Derivative | Taiwan | Optionsanleihe | Warrant bond | Handelsvolumen der Börse | Aktienmarkt | Stock market | Börsenkurs | Share price | Preiselastizität |
| 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/10010408417