An Investigation on Lead-Lag Relationship of Price Changes between Warrants and their Underlying Securities, and Arbitrage Application

碩士 === 銘傳大學 === 金融研究所 === 87 === An Investigation on Lead-Lag Relationship of Price Changes between Warrants and their Underlying Securities, and Arbitrage Application Advisor : Chin-Shen Lee Student: E-Feng Cheng Yang-Cheng Lu...

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Bibliographic Details
Main Authors: E-Feng Cheng, 鄭宜丰
Other Authors: Chin-Shen Lee
Format: Others
Language:zh-TW
Published: 1999
Online Access:http://ndltd.ncl.edu.tw/handle/02339143660566327804