Information Contents of Stock Option Announcement on The Underlying Stock：An Application of Asymmetric GARCH Model
碩士 === 國立臺北大學 === 合作經濟學系 === 91 === This research mainly regards information contents of stock option announcement on the underlying stock. To identify this information contents of stock option announcement, it has measured average abnormal return(AR) and average cumulative abnormal return(CAR) of t...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/bx2kaz |