Research for Option Price Discovery Function Under Price Limit in Taiwan Derivative Warrants Market

碩士 === 國立交通大學 === 財務金融研究所 === 92 === Researchers have diverse opinions on price limitation mechanism in the current academic field. Most of the study of price limitation uses event-study-type methodology, which adopts the price behavior before and after the price limitation, which has problem on exp...

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Bibliographic Details
Main Authors: Hsiao I-Jung, 蕭奕融
Other Authors: Chung Huimin
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/zrzgs6