Trading Strategies for Warrants

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F16%3A00095921" target="_blank" >RIV/00216224:14560/16:00095921 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.20472/EFC.2016.006.006" target="_blank" >http://dx.doi.org/10.20472/EFC.2016.006.006</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.20472/EFC.2016.006.006" target="_blank" >10.20472/EFC.2016.006.006</a>

Result language
angličtina
Original language name
Trading Strategies for Warrants
Original language description
In this paper we examine key strategies for trading warrants which are commonly used by traders on European Stock Exchanges. When trading warrants investor can find himself in three situations - cash extraction, hedging or speculation. For each of them different trading strategy is appropriate. Every strategy has different advantages and disadvantages. Some of them are risky, others are expensive in transaction costs and others need long period of time to perform. For the purpose of this paper we test the convenience of strategies on historical data of real warrants traded on Frankfurt Stock Exchange. We evaluate performance of each strategy and recommend their use for everyday trading.
Czech name
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Czech description
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Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 6th Economic & Finance Conference, OECD Headquarters
ISBN
9788087927281
ISSN
2336-6044
e-ISSN
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Number of pages
7
Pages from-to
108-114
Publisher name
IISES
Place of publication
Paris
Event location
Paris
Event date
Jan 1, 2016
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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