Mispricing of Warrants : Evidence of Taiwan Warrant Markets
碩士 === 東海大學 === 財務金融學系 === 105 === This paper explores the reasons for the mispricing of warrant traded in Taiwan market. The data period is from 2010 to 2016, and we use Taiwan exchange stock index as the underlying stock. We found mispricing phenomenon is consistent with the theory of arbitrage (S...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/gbmuvh |