Application of warrant premium and moneyness to test the efficiency of Taiwan Warrant Market
碩士 === 逢甲大學 === 統計與精算所 === 100 === In this study,we select the period from September 4, 1997 to August 26, 2011. The main purpose of this research are using warrant premium and warrant moneyness to examine the market efficiency of the warrants market in Taiwan. The results show that whether taking i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23030720840981505236 |