An Investigation on Lead-Lag Relationships of Price Movements between Covered Warrants and their Underlying Securities: The Application of the Threshold VECM
Liu, Hsiang-Hsi.
An Investigation on Lead-Lag Relationships of Price Movements between Covered Warrants and their Underlying Securities: The Application of the Threshold VECM Hsiang-Hsi Liu and Teng-Tsai Tu. - International Research Journal of Applied Finance April 2016
--FINANCE
An Investigation on Lead-Lag Relationships of Price Movements between Covered Warrants and their Underlying Securities: The Application of the Threshold VECM Hsiang-Hsi Liu and Teng-Tsai Tu. - International Research Journal of Applied Finance April 2016
--FINANCE