Impact of covered warrant issuance on underlying stocks of listed companies in Vietnam

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Tác giả: Duong, Hoang, Le, Nguyen, Nhat Tuong Oanh, Lan Phuong, Quynh Trang, Khanh Linh Thi, Minh Tam Thi, Ngoc Mai Thị, Tong

Ngôn ngữ: eng

Ký hiệu phân loại:

Thông tin xuất bản: Journal of Economic and Banking Studies, 2024

Mô tả vật lý: tr.45671

Bộ sưu tập: Metadata

ID: 455527

 Nowa Nowadays, covered warrants (CWs) have emerged as a popular financialinstrument in the Vietnamese stock market, offering investors promisingopportunities for profitable returns. However, these instruments also carryinherent risks, necessitating a thorough understanding of their characteristics. This research aims to evaluate the impact of CW issuance on theprice and liquidity (measured by trading volume and bid-ask spread) ofunderlying stocks on the Vietnamese stock market. The study employs theevent study methodology and Wilcoxon test to examine whether abnormalreturns, trading volume, and bid-ask spreads change after CW issuance. Theresearch uses secondary data of 113 active CWs, based on 20 underlyingstocks listed on HNX and HOSE and are issued from April 2023 to January 2024. The findings reveal no significant change in abnormal returns
 however, trading volume and bid-ask spreads exhibit noticeable alterationsfollowing CW issuance. These results provide valuable insights for investorsto consider relevant factors when making informed investment decisions. ays, covered warrants (CWs) have emerged as a popular financialinstrument in the Vietnamese stock market, offering investors promisingopportunities for profitable returns. However, these instruments also carryinherent risks, necessitating a thorough understanding of their characteristics. This research aims to evaluate the impact of CW issuance on theprice and liquidity (measured by trading volume and bid-ask spread) ofunderlying stocks on the Vietnamese stock market. The study employs theevent study methodology and Wilcoxon test to examine whether abnormalreturns, trading volume, and bid-ask spreads change after CW issuance. Theresearch uses secondary data of 113 active CWs, based on 20 underlyingstocks listed on HNX and HOSE and are issued from April 2023 to January 2024. The findings reveal no significant change in abnormal returns
 however, trading volume and bid-ask spreads exhibit noticeable alterationsfollowing CW issuance. These results provide valuable insights for investorsto consider relevant factors when making informed investment decisions.Nowadays, covered warrants (CWs) have emerged as a popular financialinstrument in the Vietnamese stock market, offering investors promisingopportunities for profitable returns. However, these instruments also carryinherent risks, necessitating a thorough understanding of their characteristics. This research aims to evaluate the impact of CW issuance on theprice and liquidity (measured by trading volume and bid-ask spread) ofunderlying stocks on the Vietnamese stock market. The study employs theevent study methodology and Wilcoxon test to examine whether abnormalreturns, trading volume, and bid-ask spreads change after CW issuance. Theresearch uses secondary data of 113 active CWs, based on 20 underlyingstocks listed on HNX and HOSE and are issued from April 2023 to January 2024. The findings reveal no significant change in abnormal returns
 however, trading volume and bid-ask spreads exhibit noticeable alterationsfollowing CW issuance. These results provide valuable insights for investorsto consider relevant factors when making informed investment decisions.
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