Analysis of the Arbitrage Performance for Convertible Bonds in Taiwan
碩士 === 國立高雄大學 === 金融管理學系碩士班 === 102 === This paper focuses on the arbitrage performance for convertible bonds and re-examines whether the arbitrage return is still robust with trading costs. The empirical results show that daily, weekly and monthly returns are positively significant without trading...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/55375008431982517881 |