Do leveraged warrants prompt individuals to speculate on stock price reversals?

Miklos Farkas, Kata Varadi

Research output: Contribution to journalArticle (Academic Journal)peer-review

Original languageEnglish
Pages (from-to)164-176
Number of pages13
JournalJournal of Empirical Finance
Volume63
DOIs
Publication statusPublished - Sep 2021

Bibliographical note

Funding Information:
This paper is a revised version of Chapter 3 of Mikl?s's PhD thesis at Central European University. We are grateful to P?ter Kondor, Botond K?szegi and Adam Zawadowski for valuable guidance. Also, we would like to thank Zsolt Bihary, Sonny Biswas, George Bulkley, Tobin Hanspal, Balint Horvath, Sergey Lychagin, Mikl?s Koren, Silvina Rubio and anonymous referees for comments as well as participants at the FEBS Meeting 2018, the Hungarian Economic Society Meeting 2017, the Seventh Annual Financial Market Liquidity Conference, ERIC 2019 and seminar participants at the University of Bristol. We thank Yang Yue for excellent research assistance. This research did not receive any specific grant from funding agencies in the public, commercial, or not-for-profit sectors.

Publisher Copyright:
© 2021 Elsevier B.V.

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