Sökning: "covered warants"

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  1. 1. Information efficiency of Swedish warrants- : Empirical tests of warrants quoted on the Swedish plain vanilla market

    Uppsats för yrkesexamina på avancerad nivå, IHH, Nationalekonomi

    Författare :Joakim Andreé Back; [2011]
    Nyckelord :Information efficiency; market power; market structure; covered warants; pricing strategies; implied volatility;

    Sammanfattning : Due to the sharpen regulation of the Swedish plain vanilla warrant in 2006 and the recent increase in trade among private investors, this thesis examined the informa-tion efficiency of Swedish plain vanilla warrants. This was done in three different ways. LÄS MER