The Information Effect of the Stock Option Listing on the Spot Market

碩士 === 嶺東技術學院 === 財務金融研究所 === 92 ===   This study investigates the effects of option listing on the underlying stocks’ volatility and market risk for 5 listed firms, NAN YA Plastics corporation, CHINA STEEL, TSMC, UMC, and Fubon Financial Holding in Taiwan stock market. For the abnormal return, out...

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Bibliographic Details
Main Authors: Yueh Jui-Chen, 樂瑞珍
Other Authors: Hung Chieh-wei
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/42311674625149224229