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