Price Discovery Function and Market Risk Effect to Common Stock after Warrant trading
碩士 === 國立交通大學 === 經營管理研究所 === 87 === Warrant is a new market instrument for investors in Taiwan. By Black & Scholes(1973) option pricing model, it provides an implied price information for its underlying stock. The purpose of this study is to use the implied stock price to predict t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/53258875070776667700 |