An Empirical Analysis of the Spot Information and the Price Behavior of Warrants: The Case of Taiwan
碩士 === 國立臺灣大學 === 財務金融學研究所 === 89 === Based on the significantly positive mispricing in the Taiwan warrant market, the influence upon price percentage deviation of the underlying securities’ return is investigated in this study. By utilizing AR model, we observed significantly negative relations bet...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/41474545199140445835 |