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The impact of multiple covered warrant listing on the underlying stocks in Hong Kong.

by Lau Chi-keung, Edward, Lee Chi Wing. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1995. / Includes bibliographical references (leaves 49-51). / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iii / LIST OF FIGURES --- p.v / LIST OF TABLES --- p.vi / ACKNOWLEDGEMENT --- p.viii / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- WARRANTS AND WARRANT MARKET --- p.2 / General Issue of Warrants and Covered Warrants --- p.2 / Hong Kong Warrant Market --- p.3 / Chapter III. --- MULTIPLE COVERED WARRANT LISTING ISSUE --- p.6 / Chapter IV. --- LITERATURE REVIEW --- p.7 / Theoretical Reviews --- p.7 / Empirical Studies --- p.9 / Chapter V. --- METHODOLOGY --- p.13 / Data Selection --- p.13 / Analysis Method --- p.14 / Abnormal Return --- p.15 / Total Volatility --- p.16 / Systematic Risk --- p.16 / Trading Volume --- p.16 / Chapter VI. --- EMPIRICAL RESULTS --- p.18 / Abnormal Return --- p.18 / Systematic Risk --- p.20 / Total Volatility --- p.21 / Trading Volume --- p.24 / Chapter VII. --- DISCUSSION OF RESULTS --- p.30 / Abnormal Return --- p.31 / Total Volatility and Systematic Risk --- p.32 / Trading Volume --- p.35 / Chapter VIII. --- LIMITATIONS OF STUDY --- p.36 / Chapter IX. --- CONCLUSION --- p.39 / Chapter X. --- RECOMMENDATIONS --- p.40 / APPENDIX --- p.43 / List of Covered Warrants Issued from Jan 1989 to Dec 1992 --- p.43 / List of Covered Warrants in the Sample Set --- p.44 / Primary Result of Abnormal Return Analysis --- p.45 / Primary Result of Systematic Risk Analysis --- p.46 / Primary Result of Total Volatility Analysis --- p.47 / Primary Result of Trading Volume Analysis --- p.48 / BIBLIOGRAPHY --- p.49

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_318273
Date January 1995
ContributorsLau, Chi-keung Edward., Lee, Chi Wing., Chinese University of Hong Kong Graduate School. Division of Business Administration.
PublisherChinese University of Hong Kong
Source SetsThe Chinese University of Hong Kong
LanguageEnglish
Detected LanguageEnglish
TypeText, bibliography
Formatprint, viii, 51 leaves : ill. ; 30 cm.
CoverageChina, Hong Kong, China, Hong Kong
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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