Information Asymmetry in Warrants and their Underlying Stocks on the Stock Exchange of Thailand
Publication Type
Journal Article
Publication Date
6-2011
Abstract
This paper examines the informational role of warrants based on the unique order data from the Stock Exchange of Thailand, where both warrants and stocks are traded under the same market structure and where warrants are as liquid as stocks. The estimated probability of informed trading (PIN) in warrants is found to be statistically higher than their underlying stocks regardless of order submission type and order size. The PIN explains a substantial portion of the cross-sectional variation in the opening spread beyond trading volume and minimum tick size. We find evidence that a signed warrant trade contains information about the future stock price and that warrants with a higher PIN have greater predictive powers.
Keywords
Probability of informed trading (PIN), Warrants, Information asymmetry, Price discovery, Thailand
Discipline
Finance and Financial Management
Research Areas
Finance
Publication
Journal of Empirical Finance
Volume
18
Issue
3
First Page
474
Last Page
487
ISSN
0927-5398
Identifier
10.1016/j.jempfin.2011.02.001
Publisher
Elsevier
Citation
Visaltanachoti, N.; Charoenwong, C.; and DING, David K..
Information Asymmetry in Warrants and their Underlying Stocks on the Stock Exchange of Thailand. (2011). Journal of Empirical Finance. 18, (3), 474-487.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/3597