Market efficiency and intraday variables: evidence from the Taiwan warrants market
碩士 === 國立中興大學 === 財務金融系所 === 95 === The concept of option’s lower boundary conditions is adopted to test the efficiency of Taiwan’s warrants market. The largest difference between warrants and markets is the existence of the execution ratio, which denotes the shares of stocks that can be obtained af...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/88082362077242018596 |