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Year of publication
Subject
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Optionsanleihe 372 Warrant bond 337 Theorie 99 Theory 99 Optionspreistheorie 73 Option pricing theory 72 Derivat 61 Derivative 61 Börsenkurs 42 Share price 42 USA 41 United States 41 Optionsgeschäft 37 Option trading 36 Deutschland 29 Volatility 29 Volatilität 29 Convertible bond 28 Wandelanleihe 28 Anlageverhalten 27 Behavioural finance 27 China 26 Estimation 22 Germany 22 Schätzung 22 Börsengang 21 Initial public offering 21 CAPM 16 Capital income 16 Kapitaleinkommen 16 Bubbles 15 Hedging 15 Spekulationsblase 15 Wandelschuldverschreibung 15 Anleihe 14 Aktienmarkt 13 Ankündigungseffekt 13 Announcement effect 13 Bond 13 Financial analysis 13
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Online availability
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Free 63 Undetermined 32
Type of publication
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Article 206 Book / Working Paper 166
Type of publication (narrower categories)
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Article in journal 192 Aufsatz in Zeitschrift 192 Graue Literatur 51 Non-commercial literature 51 Arbeitspapier 45 Working Paper 45 Hochschulschrift 25 Thesis 16 Aufsatz im Buch 13 Book section 13 Dissertation u.a. Prüfungsschriften 9 Bibliografie enthalten 6 Bibliography included 6 Collection of articles written by one author 4 Lehrbuch 4 Sammlung 4 Textbook 4 Aufsatzsammlung 3 Collection of articles of several authors 3 Handbook 3 Handbuch 3 Sammelwerk 3 Amtsdruckschrift 2 Government document 2 Guidebook 2 Ratgeber 2 Reprint 2 Commentary 1 Einführung 1 Glossar enthalten 1 Glossary included 1 Kommentar 1 Systematic review 1 Übersichtsarbeit 1
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Language
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English 307 German 45 Undetermined 9 French 5 Italian 2 Danish 1 Polish 1 Spanish 1 Swedish 1
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Author
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Wilson, Linus 7 Xiong, Wei 6 Ammann, Manuel 5 Baule, Rainer 5 Verhofen, Michael 5 Yu, Jialin 5 Abreu, Margarida 4 Gannon, Gerard L. 4 Lauterbach, Beni 4 Ahn, Dong-Hyun 3 Amihud, Yakov 3 Balachandran, Balasingham 3 Barth, Mary E. 3 Blonski, Philip 3 Crouhy, Michel 3 Entrup, Ulrich 3 Galai, Dan 3 Hagelin, Niclas 3 Herzog, Hansjörg 3 Howe, John S. 3 Jo, Hoje 3 Kanapathippillai, Sutharson 3 King, Tao-Hsien Dolly 3 Lee, Chin-shen 3 Liu, Ming-hua 3 Martin, Ian 3 Mauer, David C. 3 McAleer, Michael 3 Mendelson, Haim 3 Peterhans, Oswald 3 Saadouni, Brahim 3 Schertler, Andrea 3 Schmitz, Philipp 3 Scholz, Hendrik 3 Süss, Stephan 3 Theobald, Michael 3 Tsai, Feng-Tse 3 Velayutham, Eswaran 3 Veld, Chris H. 3 Wilkens, Marco 3
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Institution
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National Bureau of Economic Research 3 Oesterreichische Nationalbank 3 Centre for Analytical Finance <Århus> 2 University of Cambridge / Department of Applied Economics 2 Banca nazionale del lavoro / Ufficio studi 1 Banca nazionale del lavoro / Ufficio studi economici 1 Centre of Financial Studies 1 Great Britain / Board of Inland Revenue 1 Leuphana Universität Lüneburg 1 New York Stock Exchange 1 Oesterreichische Nationalbank / Abteilung für Finanzmarktanalyse 1
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Published in...
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The journal of futures markets 12 International journal of theoretical and applied finance 8 Pacific-Basin finance journal 8 Journal of banking & finance 7 Journal of empirical finance 5 The review of financial studies 5 Journal of financial and quantitative analysis : JFQA 4 Review of quantitative finance and accounting 4 School working papers / Accounting finance series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University 4 The journal of corporate finance : contracting, governance and organization 4 Zeitschrift für Unternehmens- und Gesellschaftsrecht : ZGR 4 Applied financial economics 3 Die Bank 3 European financial management : the journal of the European Financial Management Association 3 Europäische Hochschulschriften / 5 3 HBS Case 3 Journal of multinational financial management 3 NBER working paper series 3 Review of Pacific Basin financial markets and policies 3 Review of derivatives research 3 The journal of business : B 3 The journal of derivatives : the official publication of the International Association of Financial Engineers 3 The journal of fixed income 3 Advances in Pacific Basin business, economics, and finance 2 Applied economics letters 2 Bank- und finanzwirtschaftliche Forschungen 2 Cambridge working papers in economics 2 Demystified series 2 Documento de trabajo / Fundación de las Cajas de Ahorros 2 Economic modelling 2 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 2 Gabler Edition Wissenschaft 2 Göttinger Hefte zur Bankbetriebslehre und Unternehmungsfinanzierung 2 Hamburger Beiträge zum Handels-, Schiffahrts- und Wirtschaftsrecht : Veröffentlichungen des Seminars für Handels-, Schiffahrts- und Wirtschaftsrecht der Universität Hamburg 2 International journal of central banking : IJCB 2 International review of finance 2 Journal of financial services research : JFSR 2 Options : classic approaches to pricing and modelling 2 Review of financial economics : RFE 2 School of Business' research reports 2
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Source
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ECONIS (ZBW) 355 USB Cologne (EcoSocSci) 17
Showing 1 - 50 of 372
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The Asset Pricing Implications of Plausible Deniability
Back, Kerry; Carlin, Bruce; Kazempour, Seyed Mohammad - 2021
We derive the effect of plausible deniability on asset risk premia in a dynamic setting with correlated firm values, systematic risk, and risk-averse investors. Firms optimally exercise American disclosure options, which are more valuable due to the possibility that other correlated firms may...
Persistent link: https://ebtypo.dmz1.zbw/10013243558
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Predictive Power of Implied Volatility of Structured Warrants : Evidence from Singapore
Ismail, Najmi; Mohamad, Azhar; Sifat, Imtiaz; Hamid, Zarinah - 2021
This paper examines the information content of implied volatility of structured call warrant in the Singapore Stock Exchange (SGX). The study is the first to examine implied volatility of equity options (structured warrants) outside the US. Using a daily dataset for 252 trading days for a period...
Persistent link: https://ebtypo.dmz1.zbw/10013242498
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Royal Warrants in EU Law
Holle, Marie-Louise; Ølykke, Grith Skovgaard - 2021
This paper explores the tradition of awarding of royal warrants in monarchies in the EU. In order to determine the legality of awarding royal warrants, EU State aid law and national public law are analysed. The analysis shows that legal analysis of royal warrants rests on the public/private...
Persistent link: https://ebtypo.dmz1.zbw/10013246723
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Winners, Losers, and Regulators in a Derivatives Market Bubble
Li, Xindan - 2020
We use proprietary brokerage data to study trading patterns within a well-known financial market bubble: that in the Chinese warrants market. Persistently successful investors traded very actively and exhibited characteristics of de facto market makers. Unskilled investors unprofitably...
Persistent link: https://ebtypo.dmz1.zbw/10012852960
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Volatility Discovery and Volatility Quoting on Markets for Options and Warrants
Baule, Rainer - 2020
In several countries, classical options markets coexist with markets for bank-issued options, also termed warrants. It is an open question if warrant issuers purely adopt options market information about future volatility or if they contribute to volatility discovery by their own. As a result,...
Persistent link: https://ebtypo.dmz1.zbw/10012853678
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The Chinese Warrants Bubble : Evidence from Brokerage Account Records
Pearson, Neil D. - 2020
We use brokerage account records to study trading during the Chinese put warrants bubble and find evidence consistent with extrapolative theories of speculative asset price bubbles. We identify the event that started the bubble and show that investors engaged in a form of feedback trading based...
Persistent link: https://ebtypo.dmz1.zbw/10012855245
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Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun - In: Applied economics letters 29 (2022) 3, pp. 253-260
Persistent link: https://ebtypo.dmz1.zbw/10012803500
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Predictive power of implied volatility of structured call warrants : evidence from Singapore
Najmi Ismail Murad Samsudin; Azhar Mohamad; Imtiaz … - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4412-4430
Persistent link: https://ebtypo.dmz1.zbw/10013461338
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Why are the prices of European-style derivatives greater than the prices of American-style derivatives?
Jin, Xuejun; Zhao, Jingyu; Luo, Xingguo - In: The journal of futures markets 42 (2022) 9, pp. 1772-1793
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Resale options and heterogeneous beliefs
Huang, Kai-Min; Kuo, I.-doun; Wang, Rong-Tsorng - In: The journal of futures markets 42 (2022) 6, pp. 1067-1083
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SOFR futures and options : a practitioner's guide
Huggins, Doug; Schaller, Christian - 2022
"By many measures, the Eurodollar futures and options complex has been the most successful in the world. Since its introduction in 1981, the tremendous volume and open interest of the Eurodollar complex have made the Chicago Mercantile Exchange the envy of other exchanges, from São Paulo to...
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Persistent link: https://ebtypo.dmz1.zbw/10013272786
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Spartannash Company : The Amazon Warrants (A)
Esty, Benjamin; Mayfield, Scott E.; Fisher, Daniel - 2022
As of 12/31/21, Amazon held $22 billion of equity and warrants in related companies. In fact, it often requests a free grant of warrants when it enters into a new commercial agreement with a supplier. Over the past 20 years, Amazon has gotten warrants almost 20 publicly traded companies and more...
Persistent link: https://ebtypo.dmz1.zbw/10013298146
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Arbitrage and Risk Arbitrage in the Nikkei Put Warrant Market
Ziemba, William T. - 2019
This paper develops useful theory of arbitrage and risk arbitrage. It describes a prize winning successful risk arbitrage involving Nikkei put warrants trading on the Toronto and American stock exchanges. The paper describes the various types of contracts and how the risk arbitrage was traded...
Persistent link: https://ebtypo.dmz1.zbw/10012860879
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Do Individual Investors Consciously Speculate on Reversals? Evidence from Leveraged Warrant Trading
Farkas, Miklos - 2019
We show that the design of speculative retail products strongly influences the aggregate exposure of retail investors. Using proprietary data on bank-issued knock-out warrants, we find that individual investors trading these warrants, on aggregate, speculate against the short-term trend of the...
Persistent link: https://ebtypo.dmz1.zbw/10012900388
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The role of canceled warrants in the LME market
Park, Jaehwan - In: International Journal of Financial Studies : open … 7 (2019) 1/10, pp. 1-10
This article visits the question of whether canceled warrants (CWs) have a positive effect on LME metal prices. To examine this question carefully, a regression model is applied. This paper finds a statistically significant positive link between CWs and LME metal prices, including aluminum,...
Persistent link: https://ebtypo.dmz1.zbw/10012038512
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The Asset Pricing Implications of Plausible Deniability
Back, Kerry E.; Carlin, Bruce Ian; Kazempour, Seyed Mohammad - National Bureau of Economic Research - 2021
We derive the effect of plausible deniability on asset risk premia in a dynamic setting with correlated firm values, systematic risk, and risk-averse investors. Firms optimally exercise American disclosure options, which are more valuable due to the possibility that other correlated firms may...
Persistent link: https://ebtypo.dmz1.zbw/10012482566
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The Chinese warrants bubble : evidence from brokerage account records
Pearson, Neil D.; Zhishu Yang; Zhang, Qi - In: The review of financial studies 34 (2021) 1, pp. 264-312
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Winners, losers, and regulators in a derivatives market bubble
Li, Xindan; Subrahmanyam, Avanidhar; Yang, Xuewei - In: The review of financial studies 34 (2021) 1, pp. 313-350
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Implied volatility of structured warrants : emerging market evidence
Najmi Ismail Murad Samsudin; Azhar Mohamad; Imtiaz … - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 464-479
Persistent link: https://ebtypo.dmz1.zbw/10012655531
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Stock price management and share issuance : evidence from equity warrants
Barth, Mary E.; Gee, Kurth H.; Israeli, Doron; Kasznik, Ron - In: The accounting review : a publication of the American … 96 (2021) 5, pp. 31-52
Persistent link: https://ebtypo.dmz1.zbw/10012643660
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Why do firms raise capital with standalone warrants : evidence from Japan
Yao, Zhihua - In: International journal of business 26 (2021) 4, pp. 90-104
Persistent link: https://ebtypo.dmz1.zbw/10012814393
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The whack-a-mole game : Tobin taxes and trading frenzy
Cai, Jinghan; He, Jibao; Jiang, Wenxi; Xiong, Wei - In: The review of financial studies 34 (2021) 12, pp. 5723-5755
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The choice of equity financing : floating-priced warrants versus SEOs
Yao, Zhihua - In: Pacific-Basin finance journal 69 (2021), pp. 1-14
Persistent link: https://ebtypo.dmz1.zbw/10013370245
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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://ebtypo.dmz1.zbw/10013258996
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Warrant Pricing During the Financial Crisis
Hung, Gregory - 2018
Persistent link: https://ebtypo.dmz1.zbw/10012929790
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Why Did Warrant Markets Close in China but Not Taiwan?
Wong, Wing-Keung - 2018
The paper bridges a gap in the literature by using moment analysis, CAPM statistics, stochastic dominance (SD) test, and volume analysis to examine investor preferences for warrants between China and Taiwan, and investigating why the market for warrants in China has to close while the market for...
Persistent link: https://ebtypo.dmz1.zbw/10012918306
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Why did warrant markets close in China but not Taiwan?
Wong, Wing Keung; Hooi Hooi Lean; McAleer, Michael; … - 2018
The paper bridges a gap in the literature by using moment analysis, CAPM statistics, stochastic dominance (SD) test, and volume analysis to examine investor preferences for warrants between China and Taiwan, and investigating why the market for warrants in China has to close while the market for...
Persistent link: https://ebtypo.dmz1.zbw/10011869273
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Do individual investors trade differently in different markets?
Abreu, Margarida; Mendes, Victor - 2018 - This version: 21 January 2018
Persistent link: https://ebtypo.dmz1.zbw/10011794656
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Why did warrant markets close in China but not Taiwan?
Wong, Wing Keung; Hooi Hooi Lean; McAleer, Michael; … - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011863521
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Options and the gamma knife
Martin, Ian - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011915950
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The Issuance of Warrants in Rights Offerings : Agency Costs and Signaling Effects
Balachandran, Balasingham - 2017
We examine the issuance choice across rights issues of equity, unit offerings and standalone warrants and investigate the market reactions to these issue types. We find that agency costs, growth opportunities and current funding needs relative to assets in place are prime drivers of the type of...
Persistent link: https://ebtypo.dmz1.zbw/10012976463
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Not all derivatives are alike : insights from German market
Störch, Saskia - 2017
Persistent link: https://ebtypo.dmz1.zbw/10012239957
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Stock price management and share issuance : evidence from equity warrants
Barth, Mary E.; Gee, Kurt H.; Israeli, Doron; Kasznik, Ron - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011870355
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How biased is the behavior of the individual investor in warrants?
Abreu, Margarida - 2017
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What drives performance in the speculative market of short-term exchange-traded retail products?
Baller, Stefanie; Entrop, Oliver; Schober, Alexander; … - 2017
This paper considers the realized returns of individual investors in warrants and leverage certificates. First, we derive a general formula that analytically decomposes the return into several economically meaningful components that are related to investor's trading behavior and the issuers'...
Persistent link: https://ebtypo.dmz1.zbw/10011849248
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Do individual investors trade differently in different financial markets?
Abreu, Margarida; Mendes, Victor - In: The European journal of finance 26 (2020) 13, pp. 1253-1270
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The Chinese Warrant Bubble : A Fundamental Analysis
Wang, Yintian - 2016
Based on a rational option pricing framework that incorporates short-selling and margin-trading constraints in the stock market, we present evidence that Chinese warrant prices, which are regarded as bubbles in the previous literature, can be explained by a new option pricing model. Based on the...
Persistent link: https://ebtypo.dmz1.zbw/10012985530
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Foundations of CCA and equity valuation
Crouhy, Michel (ed.); Galai, Dan (ed.); Wiener, Zvi (ed.) - 2019
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Persistent link: https://ebtypo.dmz1.zbw/10011993493
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How biased is the behavior of the individual investor in warrants?
Abreu, Margarida - In: Research in international business and finance 47 (2019), pp. 139-149
Persistent link: https://ebtypo.dmz1.zbw/10012135520
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Commodity option pricing efficiency before black scholes merton
Chambers, David - 2019
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A Comprehensive Study of the Chinese Warrants Bubble
Wu, Tao L. - 2015
We conduct the most comprehensive study to date of the Chinese warrants market in terms of the length of the sample period and the variety of the warrants investigated. During our sample period from August 2005 to September 2009, the underlying Chinese stock market peaked in October 2007, and...
Persistent link: https://ebtypo.dmz1.zbw/10013037294
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The Demand for Warrants and Issuer Pricing Strategies
Baule, Rainer - 2014
We develop a model for the demand of warrants by individual investors with regard to their sensitivity to issuer margins, defined as the relative overpricing with respect to the theoretical value. Based on an empirical data set we show that investors are relatively margin-sensitive; that is,...
Persistent link: https://ebtypo.dmz1.zbw/10013067548
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Options and the gamma knife
Martin, Ian - In: The journal of portfolio management : a publication of … 44 (2018) 6, pp. 47-55
Persistent link: https://ebtypo.dmz1.zbw/10011916011
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A recovery that we can trust? : deducing and testing the restrictions of the recovery theorem
Bakshi, Gurdip S.; Chabi-Yo, Fousseni; Gao, Xiaohui - In: The review of financial studies 31 (2018) 2, pp. 532-555
Persistent link: https://ebtypo.dmz1.zbw/10011925241
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The pricing models of covered warrants and empirical study in Thin markets and developed markets
Phan Thi Kieu Hoa; Dinh Thi Tham; Nguyen Quy Thai Duong; … - In: Vietnam's socio-economic development : a social science … 23 (2018) 95, pp. 41-64
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Options and the gamma knife
Martin, Ian - In: The journal of derivatives : the official publication … 25 (2018) 4, pp. 71-79
Persistent link: https://ebtypo.dmz1.zbw/10011968668
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Warrant price responses to credit spread changes : fact or fiction?
Schertler, Andrea; Stoerch, Saskia - In: Review of financial economics : RFE 36 (2018) 3, pp. 206-219
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Self-funding instalment warrants
Dewynne, Jeff N.; Hassan, Nadima el - 2013
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National security warrants slowing domestic oil depletion, not accelerating it
Frankel, Jeffrey A. - 2013
Persistent link: https://ebtypo.dmz1.zbw/10010201263
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New Warrant Issues Valuation with Leverage and Noisy Equity Values
Simonato, Jean-Guy - 2013
The empirical analysis of new warrant issues in the context of a structural model of the firm typically assumes the absence of debt and a perfect equity pricing model. We examine here an approach relaxing these two assumptions. The proposed approach develops simple analytical expressions for the...
Persistent link: https://ebtypo.dmz1.zbw/10013082129
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