Arbitrage Profits in Thai Warrants
Arbitrage Profits in Thai Warrants
Author(s): Kamphol PanyagomethSubject(s): Economy, Business Economy / Management
Published by: ASERS Publishing
Keywords: arbitrage profits; warrants; trading strategy; investment;
Summary/Abstract: This study analyzed the data of 90 warrants traded on the Stock Exchange of Thailand from January, 2013 to March, 2018 for arbitrage profits. The findings revealed the opportunity for arbitrage profits at 4.20% with a mean arbitrage profit of 10.029 Baht. The maximum arbitrage profit was 60.92 Baht and the minimum arbitrage profit was 0.072 Baht.
Journal: Journal of Applied Economic Sciences (JAES)
- Issue Year: XIV/2019
- Issue No: 65
- Page Range: 889-894
- Page Count: 6
- Language: English