Lead/Lag Relationship between Warrant and Stock Markets:Evidence on Taiwan Intraday Data
碩士 === 國立臺灣大學 === 財務金融學研究所 === 87 === This study investigates intraday relations between warrants and their underlying stocks on the Taiwan Stock Exchange from January 3rd to May 22nd of 1998. Specifically, it estimates the lead/lag relation between the price and volume from both stock and warrant....
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
1999
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Online Access: | http://ndltd.ncl.edu.tw/handle/30361156770174987751 |