The Impact of Taiwan Stock Warrants Liquidity on the Volatility and Spread-Evidence from the Callable Bull Bear Contracts

碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 103 === Callable Bull Bear Contract is similar with warrant, with a mechanism of stop-lossing and in–the-money warrants. Investors spent a small amount of the premium as long as you can track the performance of the underlying asset. There is a small risk characterist...

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Bibliographic Details
Main Authors: Yu-Jiun Chen, 陳俞君
Other Authors: 李沃牆
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/67fvh8