Lei Shi

The University of Hong Kong, School of Economics and Finance

Pokfulam Road

Hong Kong, Hong Kong

China

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Scholarly Papers (1)

1.

Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market

Number of pages: 43 Posted: 15 Mar 2010
University of Hong Kong - School of Business, The University of Hong Kong, School of Economics and Finance and University of Otago, Otago Business School, Department of Accountancy and Finance
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Abstract:

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Warrants, the Chinese warrant market, Option pricing model