## Abstract This study examines the competition in price discovery among stock index, index futures, and index options in Taiwan. The priceβdiscovery ability of the Taiwan Top 50 Tracker Fund, an exchangeβtraded fund based on the Taiwan 50 index is examined. The authors find that, after the minimum
β¦ LIBER β¦
Employee stock options pricing and the implication of restricted exercise price: evidence from Taiwan
β Scribed by Chia-Ying Chan; Ling-Chu Lee; Ming-Chun Wang
- Publisher
- Springer US
- Year
- 2010
- Tongue
- English
- Weight
- 573 KB
- Volume
- 34
- Category
- Article
- ISSN
- 0924-865X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Tick sizes and relative rates of price d
β
Yu-Lun Chen; Yin-Feng Gau
π
Article
π
2009
π
John Wiley and Sons
π
English
β 163 KB
π 2 views
Is reversal of large stock-price decline
β
Hyung-Suk Choi; Narayanan Jayaraman
π
Article
π
2009
π
John Wiley and Sons
π
English
β 189 KB
## Abstract The role of option markets is reexamined in the reversal process of stock prices following stock price declines of 10% or more. A matched pair of optionable and nonoptionable firms is randomly selected when their price declines by 10% or more on the same date. The authors examine the 1,
The Effectiveness of Price Limits and St
β
Gong-meng Chen; Oliver Meng Rui; Steven Shuye Wang
π
Article
π
2005
π
Springer US
π
English
β 213 KB
Volatility spillovers and the price of r
β
Christian Jochum
π
Article
π
1999
π
Springer-Verlag
π
English
β 205 KB
International transmission of stock pric
β
Y. Angela Liu; Ming-Shiun Pan; Joseph C. P. Shieh
π
Article
π
1998
π
Springer US
π
English
β 655 KB
Generalized method of moments and presen
β
Andros Gregoriou; Christos Ioannidis
π
Article
π
2006
π
Springer-Verlag
π
English
β 222 KB