An Empirical Study of Warrant-Implied CAPM Beta and the Expected Return in Taiwan Stock Market
碩士 === 國立臺灣大學 === 財務金融學研究所 === 101 === Previous studies of option-implied beta focused on US’s option market. Since the trading volume of stock option in Taiwan’s option market is greatly small, we use warrant data instead and apply in an adjusted way to compute warrant-implied beta to generate...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/34068301614717387814 |