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

• المؤلف الرئيسي: Haron, Razali
• التنسيق: Conference or Workshop Item
• اللغة: English
• منشور في: 2006
• الموضوعات: HG4001 Financial management. Business finance. Corporation finance.
• الوصول للمادة أونلاين: 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...