Do derivatives on the underlying stock reveal information of corporate policy? The examination of stock repurchase announcement

碩士 === 國立清華大學 === 計量財務金融學系 === 101 === We investigate the informational efficiency of trading in warranted/optioned stocks in the context of stock repurchase announcements. We choose the stock repurchase announcements that are usually associated with positive abnormal returns. Our event study and cr...

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Bibliographic Details
Main Authors: Lin, Pei-Wen, 林姵彣
Other Authors: Hsieh, Pei-Fang
Format: Others
Language:en_US
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/2vjn82