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...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2013
|
Online Access: | http://ndltd.ncl.edu.tw/handle/2vjn82 |