Informational Content of the Relative Trading Activity in Options and Stock on Repurchase Announcement Return

碩士 === 國立中央大學 === 財務金融學系 === 105 === By using share repurchase announcement data from Thomson Financial Securities Company’s database merged with CRSP database and OptionMetrics database during 1996-2014, this thesis examines abnormal trading activities with repurchase announcement date and then inv...

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Bibliographic Details
Main Authors: Yu-Hsuan Chen, 陳宇軒
Other Authors: Chuang-Chang Chang
Format: Others
Language:en_US
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/22fbbr