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....

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Bibliographic Details
Main Authors: Chen, Chih-peng, 陳誌鵬
Other Authors: Hu, Shing-yang
Format: Others
Language:zh-TW
Published: 1999
Online Access:http://ndltd.ncl.edu.tw/handle/30361156770174987751