Price Limit and Stock Price Forecast
碩士 === 國立交通大學 === 財務金融研究所 === 104 === There is the rule of price limit in Taiwan stock market. When the stock price hits the limit, we can’t observe the equilibrium stock price. This study examines the models from Holder, et al. (2002) and Egelkraut, et al. (2007) in the stock option market for pred...
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2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/dt6hs4 |
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ndltd-TW-104NCTU53040112019-05-15T23:08:41Z http://ndltd.ncl.edu.tw/handle/dt6hs4 Price Limit and Stock Price Forecast 漲跌停機制與股價預測 Lin, Tzu Chi 林子琪 碩士 國立交通大學 財務金融研究所 104 There is the rule of price limit in Taiwan stock market. When the stock price hits the limit, we can’t observe the equilibrium stock price. This study examines the models from Holder, et al. (2002) and Egelkraut, et al. (2007) in the stock option market for predicting the equilibrium stock price. Finally, the method of synthetic option is suggested, because it’s error is smaller than the method of SEA and it has higher explanatory ability relative to SEA. Guo, Jia-Hau 郭家豪 2016 學位論文 ; thesis 23 en_US |
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NDLTD |
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en_US |
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Others
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NDLTD |
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碩士 === 國立交通大學 === 財務金融研究所 === 104 === There is the rule of price limit in Taiwan stock market. When the stock price hits the limit, we can’t observe the equilibrium stock price. This study examines the models from Holder, et al. (2002) and Egelkraut, et al. (2007) in the stock option market for predicting the equilibrium stock price. Finally, the method of synthetic option is suggested, because it’s error is smaller than the method of SEA and it has higher explanatory ability relative to SEA.
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| author2 |
Guo, Jia-Hau |
| author_facet |
Guo, Jia-Hau Lin, Tzu Chi 林子琪 |
| author |
Lin, Tzu Chi 林子琪 |
| spellingShingle |
Lin, Tzu Chi 林子琪 Price Limit and Stock Price Forecast |
| author_sort |
Lin, Tzu Chi |
| title |
Price Limit and Stock Price Forecast |
| title_short |
Price Limit and Stock Price Forecast |
| title_full |
Price Limit and Stock Price Forecast |
| title_fullStr |
Price Limit and Stock Price Forecast |
| title_full_unstemmed |
Price Limit and Stock Price Forecast |
| title_sort |
price limit and stock price forecast |
| publishDate |
2016 |
| url |
http://ndltd.ncl.edu.tw/handle/dt6hs4 |
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