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Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach Journal article
Chia-YingChan, Christian de Peretti, Zhuo Qiao, Wing-Keung Wong. Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach[J]. Journal of Empirical Finance, 2011, 19(1), 162-174.
Authors:  Chia-YingChan;  Christian de Peretti;  Zhuo Qiao;  Wing-Keung Wong
Favorite | TC[WOS]:33 TC[Scopus]:40  IF:2.1/3.0 | Submit date：2019/11/01
Covered Warrants  Market Efficiency  Stochastic Dominance  Bootstrap Likelihood Test  
Do retail options traders know better about market volatility? Journal article
Cheny Chen, Ming-Hua Liu, Hoa Nguyen. Do retail options traders know better about market volatility?[J]. American Journal of Finance and Accounting, 2008, 1(1).
Authors:  Cheny Chen;  Ming-Hua Liu;  Hoa Nguyen
Favorite | TC[Scopus]:0 | Submit date：2019/09/10
Covered Warrants  Implied Volatility  Options Trading  Market Volatility  Hong Kong  Singapore  Retail Investors  Equity Warrants