The pricing efficiency of Malaysian equity warrants: studies using black scholes option pricing model (BSOPM)
The objective of this paper is to determine the pricing efficiency and behavior of equity warrants traded in the Bursa Malaysia. Specifically, this paper will focus on the studies of 85 randomly selected samples of listed warrants (46 main board warrants, while the remaining 39 were second board war...
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Format: | Conference or Workshop Item |
Language: | English |
Published: |
2006
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Online Access: | http://irep.iium.edu.my/10838/ http://irep.iium.edu.my/10838/ http://irep.iium.edu.my/10838/1/The_pricing_efficiency_of_Malaysian_warrants_-_Studies_using_BSOPM.pdf |