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The exercise behavior of the Hong Kong equity option.

by Tai Yau-Bun. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1999. / Includes bibliographical references (leaf 48). / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iii / ACKNOWLEDGEMENTS --- p.iv / CHAPTER / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- LITERATURE REVIEW --- p.3 / Chapter III. --- CONCEPT OF OPTION AND THEORY OF OPTION EXERCIS --- p.7 / Chapter IV. --- DATA --- p.10 / Chapter V. --- INVESTIGATIONS & TESTS --- p.12 / Investigation I: General Pattern of Exercise --- p.12 / Investigation II: Ex-Dividend Date Effect --- p.13 / Test I: Test of Exercise Decision by Using Intrinsic Value --- p.14 / Test II: Test of Exercise on Expiration Date --- p.19 / Chapter VI. --- RESULTS --- p.21 / Result I: General Pattern of Exercise --- p.21 / Result II: Ex-Dividend Date Effect --- p.23 / Result III: Test of Exercise Decision by Using Intrinsic Value --- p.26 / Result IV: Test of Exercise on expiration date --- p.30 / Chapter VII. --- CONCLUSION --- p.32 / APPENDIX --- p.35 / BIBILIOGRAPHY --- p.48

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_322481
Date January 1999
ContributorsTai, Yau-Bun., Chinese University of Hong Kong Graduate School. Division of Business Administration.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish
Detected LanguageEnglish
TypeText, bibliography
Formatprint, iv, 48 leaves : ill. ; 30 cm.
CoverageChina, Hong Kong
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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