考慮價性等級流動性之認購權證評價模型
碩士 === 銘傳大學 === 金融研究所 === 90 === This thesis first investigates the liquidity pattern of different moneyness class of Taiwan derivative warrants market using daily data of 28 call options derived for four underlying stocks. The results show that liquidity for class 3 in-the-money call warrants is th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31108039561374309852 |