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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