Option-based Implicit Information in Price Limit Moves:Evidence from Taiwan Stock Markets
碩士 === 國立交通大學 === 財務金融研究所 === 101 === Due to the rule of price limit in Taiwan stock market, we can’t observe the theoretical true stock price while closing price is hitting price limit. This study used (Holder, Ma et al. 2002) the model in stock market in order to find the theoretical true stock pr...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/86z247 |