Work

Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach

Year: 2011

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2011.09.001

Authors: Chia-Ying Chan, Christian de Peretti, Zhuo Qiao, Wing-Keung Wong

Institutions: Yuan Ze University, Lyon 1 Université, Université de Lyon, Laboratoire de Sciences Actuarielle et Financière, University of Macau, Hong Kong Baptist University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Hong Kong Baptist University, University of Hong Kong

OpenAlex ID: W3124046194

FWCI: 10.04

Cites: 59

Cited by: 63

Related to: 10