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A test of the Black-Scholes Psuedo American Option Pricing Formula on Hong Kong warrants: an exploration.

by Chung Shek-wah Eric, Mok Tze-shan Teresa. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1990. / Bibliography: leaves 50-52. / ACKNOWLEDGEMENT --- p.ii / ABSTRACT --- p.iii / TABLE OF CONTENTS --- p.iv / LIST OF TABLES --- p.vi / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- WARRANT PRELIMINARIES --- p.3 / Warrants 一一 Rights to Buy --- p.3 / History of Warrants in Hong Kong --- p.4 / Chapter III. --- LITERATURE REVIEW --- p.7 / Various Tests of OFF --- p.7 / Test of Robustness --- p.8 / Test of Unbiasedness --- p.8 / Test of Hedge Return Behavior --- p.9 / Test of Predictabi1ity --- p.9 / The Development of the Black-Scholes OPF --- p.11 / Chapter IV. --- METHODOLOGY --- p.14 / The Black-Scholes OPF and Its Underlying Assumptions --- p.16 / The Treatment of Dividend Payments and Ear1y Exercise --- p.17 / Data Collection- --- p.20 / Chapter V. --- FINDINGS --- p.29 / Results from the Original Data Group with 40 Warrants --- p.33 / Results from the Second Data Group with 34 Warrants --- p.35 / Chapter VI. --- CONCLUDING COMMENTS --- p.38 / APPENDIX --- p.40 / BIBLIOGRAPHY --- p.50

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_318508
Date January 1990
ContributorsChung, Shek-wah., Mok, Tze-shan., Chinese University of Hong Kong Graduate School. Division of Business Administration.
PublisherChinese University of Hong Kong
Source SetsThe Chinese University of Hong Kong
LanguageEnglish
Detected LanguageEnglish
TypeText, bibliography
Formatprint, vi, 52 p. ; 30 cm.
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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