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...
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2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/88082362077242018596 |
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ndltd-TW-095NCHU53040012016-05-25T04:14:21Z http://ndltd.ncl.edu.tw/handle/88082362077242018596 Market efficiency and intraday variables: evidence from the Taiwan warrants market 台灣認購權證市場效率性與相關日內變數之研究 Shih-Ching Chuan 莊士青 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 after the execution of the warrant. After deriving the lower boundary conditions of warrants and considering the transaction costs, it is observed that the opportunities are available between the warrant and its underlying stock. The data are from Taiwan Economic Journal (TEJ) database. 葉仕國 2007 學位論文 ; thesis 28 en_US |
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NDLTD |
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en_US |
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Others
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NDLTD |
| description |
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 after the execution of the warrant. After deriving the lower boundary conditions of warrants and considering the transaction costs, it is observed that the opportunities are available between the warrant and its underlying stock. The data are from Taiwan Economic Journal (TEJ) database.
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| author2 |
葉仕國 |
| author_facet |
葉仕國 Shih-Ching Chuan 莊士青 |
| author |
Shih-Ching Chuan 莊士青 |
| spellingShingle |
Shih-Ching Chuan 莊士青 Market efficiency and intraday variables: evidence from the Taiwan warrants market |
| author_sort |
Shih-Ching Chuan |
| title |
Market efficiency and intraday variables: evidence from the Taiwan warrants market |
| title_short |
Market efficiency and intraday variables: evidence from the Taiwan warrants market |
| title_full |
Market efficiency and intraday variables: evidence from the Taiwan warrants market |
| title_fullStr |
Market efficiency and intraday variables: evidence from the Taiwan warrants market |
| title_full_unstemmed |
Market efficiency and intraday variables: evidence from the Taiwan warrants market |
| title_sort |
market efficiency and intraday variables: evidence from the taiwan warrants market |
| publishDate |
2007 |
| url |
http://ndltd.ncl.edu.tw/handle/88082362077242018596 |
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