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Predictive power of implied volatility of structured call warrants: evidence from Singapore

This paper examines the information content of implied volatility of structuredcall warrants in the Singapore Stock Exchange. The study is among the first to examine the implied volatility of equity options (structured call warrants) outside the United States. Using a daily dataset for 252 trading d...

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Bibliographic Details
Main Authors: Murad Samsudin, Najmi Ismail, Mohamad, Azhar, Mohammad Sifat, Imtiaz, Hamid, Zarinah
Format: Article
Language:English
English
English
Published: John Wiley & Sons, Ltd. 2020
Subjects:
HG Finance
HG4501 Stocks, investment, speculation
Online Access:http://irep.iium.edu.my/87371/7/87371_Predictive%20power%20of%20implied%20volatility%20of%20structured_WoS.pdf
http://irep.iium.edu.my/87371/8/87371_Predictive%20power%20of%20implied%20volatility%20of%20structured.pdf
http://irep.iium.edu.my/87371/9/87371_Predictive%20power%20of%20implied%20volatility%20of%20structured_SCOPUS.pdf
http://irep.iium.edu.my/87371/
https://doi.org/10.1002/ijfe.2379
https://doi.org/10.1002/ijfe.2379
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http://irep.iium.edu.my/87371/7/87371_Predictive%20power%20of%20implied%20volatility%20of%20structured_WoS.pdf
http://irep.iium.edu.my/87371/8/87371_Predictive%20power%20of%20implied%20volatility%20of%20structured.pdf
http://irep.iium.edu.my/87371/9/87371_Predictive%20power%20of%20implied%20volatility%20of%20structured_SCOPUS.pdf
http://irep.iium.edu.my/87371/
https://doi.org/10.1002/ijfe.2379
https://doi.org/10.1002/ijfe.2379

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