• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Recent PhD Placements
    • Facilities
    • Admissions
  • Research
  • News
  • Events
    • Summer School
      • Crash Course in Experimental Economics
      • Introduction in Genome-Wide Data Analysis
      • Research on Productivity, Trade, and Growth
      • Econometric Methods for Forecasting and Data Science
  • Times

18-051/III - Why did Warrant Markets Close in China but not Taiwan?

  • Authors
    Wing-Keung Wong, Asia University, China Medical University Hospital, Lingnan University; Hooi Hoi Lean, Universiti Sains Malaysia; Michael McAleer, Asia University, University of Sydney Business School, EUR; Feng-Tse Tsai, Asia University
  • Publication date
    May 25, 2018
  • Keywords
    Moment analysis, CAPM statistics, Stochastic dominance, Volume analysis, Arbitrage opportunity, Market efficiency, Warrants, China market, Taiwan market
  • JEL
    G14, G15