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

Journal of Empirical Finance

Volumn 19, Issue 1, 2012, Pages 162-174

  Chan, Chia Ying ^a   De Peretti, Christian ^b   Qiao, Zhuo ^c   Wong, Wing Keung ^d  

^a YUAN ZE UNIVERSITY   (Taiwan)

^b University Claude Bernard Lyon 1   (France)

^c UNIVERSITY OF MACAU   (Macao)

^d HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

Author keywords

Bootstrap likelihood test; Covered warrants; Market efficiency; Stochastic dominance

Indexed keywords

EID: 84455205714     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2011.09.001     Document Type: Article

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