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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2004
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Online Access: | http://ndltd.ncl.edu.tw/handle/zrzgs6 |