The impact of warrants introduction: sign effect or magnitude effect?
From MaRDI portal
Publication:394483
DOI10.1007/s11424-013-0095-zzbMath1282.91390MaRDI QIDQ394483
Haibin Xie, Zhongming Ding, Shou-Yang Wang, Xin-Yu Wu, Hai-Lin Zhou
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
magnitude effect; sign effect; warrant introduction; wild bootstrap event study; wild bootstrap sigh test
91G70: Statistical methods; risk measures
91G20: Derivative securities (option pricing, hedging, etc.)
91G50: Corporate finance (dividends, real options, etc.)
Cites Work
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