The impact of warrants introduction: sign effect or magnitude effect?

DOI10.1007/s11424-013-0095-zzbMath1282.91390OpenAlexW2015095096MaRDI QIDQ394483

Haibin Xie, Zhongming Ding, Shou-Yang Wang, Xin-Yu Wu, Hai-Lin Zhou

Publication date: 27 January 2014

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-013-0095-z

zbMATH Keywords

magnitude effectsign effectwarrant introductionwild bootstrap event studywild bootstrap sigh test

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Unnamed Item
• The Pricing of Options and Corporate Liabilities
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
• Bootstrap \(J\) tests of nonnested linear regression models
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• A General Equilibrium Analysis of Option and Stock Market Interactions
• Options and Efficiency

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