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臺大管理論叢

27

卷第

2

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.