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1
Do leveraged warrants prompt individuals to speculate on stock price reversals?
Farkas, Miklós
;
Váradi, Kata
- In:
Journal of empirical finance
63
(
2021
),
pp. 164-176
Persistent link: https://www.econbiz.de/10013258996
Saved in:
2
The issuance of callable bonds under information asymmetry
Choi, Seung-mook S.
;
Jameson, Melvin Hugh
;
Jung, Mookwon
- In:
Journal of empirical finance
21
(
2013
),
pp. 1-14
Persistent link: https://www.econbiz.de/10009745314
Saved in:
3
Empirical test of the efficiency of the UK covered warrants market : stochastic dominance and likelihood ratio test approach
Chan, Chia-ying
;
Peretti, Christian de
;
Qiao, Zhuo
; …
- In:
Journal of empirical finance
19
(
2012
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10009615744
Saved in:
4
Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand
Visaltanachoti, Nuttawat
;
Charoenwong, Charlie
;
Ding, …
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 474-487
Persistent link: https://www.econbiz.de/10009302085
Saved in:
5
Empirical tests of the Longstaff extendible warrant model
Hauser, Shmuel
- In:
Journal of empirical finance
3
(
1996
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001208679
Saved in:
6
The callable bond package : the appropriate coupon-call premium mixture
Fulmer, John G.
- In:
Akron business and economic review
18
(
1987
)
1
,
pp. 26-36
Persistent link: https://www.econbiz.de/10001031166
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