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:	en en
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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