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政大機構典藏 > 商學院 > 金融學系 > 學位論文 > Item 140.119/86330

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/86330

Title:	台灣香港認購權證發行對股價波動性之影響 The impact of derivatives warrant issues on the underlying asset prices - a empirical analysis of Taiwan & Hong Kong
Authors:	楊國輝 Yang, Kuo-Hui
Contributors:	陳松男廖四郎 Chen, Son-Nan Liao, Szu-Lang 楊國輝 Yang, Kuo-Hui
Date:	1997
Issue Date:	2016-04-27 11:17:28 (UTC+8)
Abstract:	本研究利用多元迴歸共變異數模型分析標的股票初次發行認股權證對股價波動性的影響，並配合與標的股票同產業與公司規模、變異數相近似的股票「控制樣本」，來比較認股權證發行與股票控制樣本之間對標的股的不同影響，進行分析認股權證的發行是否會影響股價。 This research will analyze the impact on the price volatility of the underlying stocks of the first initial issuance of warrants by means of muliple regression analysis. The analysis will contruct control samples of stocks that share the similar characteristics of the underlying stocks in terms of thier industry, size and variance(or volatility). By analyzing the impact of the warrant issuance on the underlying stocks and comparing it with the price volatility of the control samples, whether or not there is change in volatility due to the warrant issuance can then be determined.
Description:	碩士國立政治大學金融研究所 85352011
Source URI:	http://thesis.lib.nccu.edu.tw/record/#B2002001839
Data Type:	thesis
Appears in Collections:	[金融學系] 學位論文

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