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
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_318508 |
| Date | January 1990 |
| Contributors | Chung, Shek-wah., Mok, Tze-shan., Chinese University of Hong Kong Graduate School. Division of Business Administration. |
| Publisher | Chinese University of Hong Kong |
| Source Sets | The Chinese University of Hong Kong |
| Language | English |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, vi, 52 p. ; 30 cm. |
| Rights | Use 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/) |
Page generated in 0.002 seconds