A Study of Price Discovery between Stocks and Warrants
碩士 === 淡江大學 === 財務金融學系碩士班 === 99 === This thesis aims to investigate the price discovery between stocks and warrants by analyzing the high-frequency data from Oct. 2007 to Oct. 2008. The sample data were dated between Oct. 2007 and Oct. 2008. These warrants’ underlying assets are the same as sto...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/25259233362190511050 |