Price Volume and Volatility Effects on Taiwan Warrants for underlying Assets
碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 97 === This study investigated empirically the price volume and volatility effects on 273 Taiwan warrants for underlying stocks, compare 90 working days before and after the warrant issuing date; using CAPM model to estimate market risk, to see whether the underlyi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/63317088835648766386 |