We would like to acknowledge with thanks help received from the HKEx in providing the data. This study is based, in part, on Zeng's M. Phil. thesis at Hong Kong Baptist University. The authors thank Alex Frino (the discussant) and participants at the 22th Asia Pacific Futures Research Symposium, particularly Bob Webb (the editor) for many helpful comments and suggestions. We also want to thank Douglas Chan of eBrokers Systems Ltd. for kindly sharing with us his in-depth perspectives on Hong Kong's warrants market. We are especially grateful to Paul Draper for generously helping cast the study in its current form. The authors are of course responsible for any omissions and errors in this study. The views expressed in this study are those of the authors, and do not necessarily reflect those of the Hong Kong Institute for Monetary Research, its Council of Advisors, or the Board of Directors.
Are Derivative Warrants Overpriced?
Article first published online: 16 AUG 2012
© 2012 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 32, Issue 12, pages 1144–1170, December 2012
How to Cite
Fung, J. K. W. and Zeng, T. Z. X. (2012), Are Derivative Warrants Overpriced?. J. Fut. Mark., 32: 1144–1170. doi: 10.1002/fut.21578
- Issue published online: 21 SEP 2012
- Article first published online: 16 AUG 2012
- Manuscript Accepted: 28 JUN 2012
- Manuscript Received: 20 JUN 2012
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