The impact of warrants introduction: sign effect or magnitude effect?

DOI10.1007/S11424-013-0095-ZzbMATHOpenAlexMaRDI QIDQ394483FDO

Authors Haibin Xie, Zhongming Ding, Shouyang Wang, Hai-Lin Zhou, Xinyu Wu

Publication date 27 January 2014

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-013-0095-z

zbMATH Keywords

magnitude effectsign effectwarrant introductionwild bootstrap event studywild bootstrap sigh test

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Statistical methods; risk measures (91G70) Corporate finance (dividends, real options, etc.) (91G50)

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Cites work

• scientific article; zbMATH DE number 1250597 (Why is no real title available?)
• A General Equilibrium Analysis of Option and Stock Market Interactions
• Bootstrap \(J\) tests of nonnested linear regression models
• Options and Efficiency
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
• The pricing of options and corporate liabilities

Cited in

(2)

• The impacts of warrants issuance on the price and trading volumes of the underlying stock: the call warrants case of Taiwan stock exchange
• Are Chinese warrants derivatives? Evidence from connections to their underlying stocks

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