Changyun Wang

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

98

CITATIONS

0

Scholarly Papers (1)

1.

Are Chinese Warrants Derivatives? Evidence from Connections to their Underlying Stocks

Quantitative Finance, Forthcoming
Number of pages: 35 Posted: 08 Oct 2012
Ke Tang and Changyun Wang
Institute of Economics, School of Social Science, Tsinghua University and affiliation not provided to SSRN
Downloads 82 (214,581)

Abstract:

warrants, Chinese market, short sales prohibition, arbitrage pricing theory, resale-option, bubble theory