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臺大管理論叢
第
27
卷第
2
期
255
with multiple indenture provisions.
Advances in Futures and Options Research:
A Research Annual
, 9: 1-36.
Schwartz, E. S., and Moon, M. 2000. Rational pricing of internet companies.
Financial
Analysts Journal
, 56 (3): 62-75. doi: 10.2469/faj.v56.n3.2361
. 2001. Rational pricing of internet companies revisited.
The Financial Review
, 36
(4): 7-26. doi: 10.1111/j.1540-6288.2001.tb00027.x
Shu, J., and Zhang, J. E. 2012. Causality in the VIX futures market.
Journal of Futures
Markets
, 32 (1): 24-46. doi: 10.1002/fut.20506
Sircar, R., and Xiong, W. 2007. A general framework for evaluating executive stock options.
Journal of Economic Dynamics and Control
, 31 (7): 2317-2349. doi: 10.1016/
j.jedc.2006.07.004
Teng, C. C., and Liu, V. W. 2011. CEO overconfidence and pecking order prediction—
Evidence from Taiwanese electronics companies.
Journal of Financial
Studies
, 19 (4): 89-118. doi: 10.6545/JFS.2011.19(4).3
Trigeorgis, L. 1991. A log-transformed binomial numerical analysis method for valuing
complex multi-option investments.
The Journal of Financial and Quantitative
Analysis
, 26 (3): 309-326. doi: 10.2307/2331209
. 1993. The nature of option interactions and the valuation of investments with
multiple real options.
The Journal of Financial and Quantitative Analysis
, 28
(1): 1-20. doi: 10.2307/2331148
Tsai, C. C., and Lee, T. S. 2004. An investigate on information transmission of nearby-month
Taiwan stock index futures during trading, nontrading, and between trading and
nontrading period: Price discovery and content of price volatility.
Journal of
Financial Studies
, 12 (1): 53-80. doi: 10.6545/JFS.2004.12(1).3
Wang, Y. M., and Lu, S. L. 2005. Impact of the introduction of futures trading on the
volatility in Taiwan stock market.
Asia Pacific Management Review
, 10 (4): 233-
241. doi: 10.6126/APMR.2005.10.4.02
Westerlund, J., and Narayan, P. 2013. Testing the efficient market hypothesis in conditionally
heteroskedastic futures markets.
Journal of Futures Markets
, 33 (11): 1024-1045.
doi: 10.1002/fut.21624
Wu, L. C., Ong, C. S., and Hsu, Y. W. 2006. ERP investment evaluation based on options
theory.
Journal of Information Management
, 13 (S): 1-16.
Wu, M. C., and Lin, L. J. 2007. A valuation of managerial flexibility embedded real options:
Evidence from the Taiwan mobile telecommunication industry.
International
Journal of Information and Management Sciences
, 18 (3): 253-269.