The pricing efficiency of Malaysian equity warrants: studies using black scholes option pricing model (BSOPM)

• Main Author: Haron, Razali
• Format: Conference or Workshop Item
• Language: English
• Published: 2006
• Subjects: HG4001 Financial management. Business finance. Corporation finance.
• Online Access: http://irep.iium.edu.my/10838/1/The_pricing_efficiency_of_Malaysian_warrants_-_Studies_using_BSOPM.pdf; http://irep.iium.edu.my/10838/; http://www.iupindia.in/706/IJDM_Pricing_Efficiency_Equity_Warrants_6.html

The objective of this paper is to determine the pricing efficiency and behavior of equity warrants traded in the Bursa Malaysia. Specifically, this paper will focus on the studies of 85 randomly selected samples of listed warrants (46 main board warrants, while the remaining 39 were second board war...