Arbitrage Profits in Thai Warrants

Authors

ศ.ดร.กำพล ปัญญาโกเมศ

Published

Journal of Applied Economic Sciences

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.

(2562). Arbitrage Profits in Thai Warrants. Journal of Applied Economic Sciences, 00(XIV, Fall, 3(65): ), 889-894.