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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2017
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Online Access: | http://ndltd.ncl.edu.tw/handle/22fbbr |