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Implied volatility of structured warrants: Emerging market evidence

This paper examines the informational content of Implied Volatility (IV) for 493 Malaysian and 945 Thaistructured call warrants from 2014 to 2015. Unlike a regular warrant (issued by the firm) and attached to bonds, loan stocks, or preferred stocks as sweeteners, a structured warrant is issued by a...

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Bibliographic Details
Main Authors: Mohamad, Azhar, Samsudin, Najmi Ismail Murad, Sifat, Imtiaz, Mohammad
Format: Article
Language:English
English
Published: Elsevier 2021
Subjects:
HG4501 Stocks, investment, speculation
Online Access:http://irep.iium.edu.my/89506/1/89506_Implied%20volatility%20of%20structured%20warrants.pdf
http://irep.iium.edu.my/89506/2/89506_Implied%20volatility%20of%20structured%20warrants_SCOPUS.pdf
http://irep.iium.edu.my/89506/
https://www.sciencedirect.com/science/article/abs/pii/S1062976921000612?via%3Dihub
https://doi.org/10.1016/j.qref.2021.03.016
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http://irep.iium.edu.my/89506/1/89506_Implied%20volatility%20of%20structured%20warrants.pdf
http://irep.iium.edu.my/89506/2/89506_Implied%20volatility%20of%20structured%20warrants_SCOPUS.pdf
http://irep.iium.edu.my/89506/
https://www.sciencedirect.com/science/article/abs/pii/S1062976921000612?via%3Dihub
https://doi.org/10.1016/j.qref.2021.03.016

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