臺大管理論叢 NTU Management Review VOL.30 NO.1

The Winners and Losers in Taiwan’s Warrants Market 196 References 江明憲與蘇芳姬, 2005 ,考慮信用風險之台灣認購權證評價, 中山管理評論 , 13 卷 3 期: 645-666 。 (Chiang, Min-Hsien, and Su, Fang-Chi. 2005. Pricing Taiwan covered warrants subject to credit risk. Sun Yat-Sen Management Review , 13 (3): 645-666.) 何怡滿與許溪南, 2006 ,台灣重設型認購權證模式價與市價差異之實證研究, 交大 管理學報 , 26 卷 1 期: 87-117 。 (Ho, Emily, and Hsu, Hsi-Nan. 2006. The empirical test on the price differences between model prices and market prices of the Taiwanese reset warrants. Chiao Da Management Review , 26 (1): 87-117.) 李怡宗、劉玉珍與李健瑋, 1999 , Black-Scholes 評價模式在台灣認購權證市場之實 證, 管理評論 , 18 卷 3 期: 83-104 。 (Lee, Yi-Tsung, Liu, Yu-Jane, and Lee, Jien-Wei. 1999. An empirical study of Black-Scholes pricing model on warrants in the Taiwan Stock Exchange. Management Review , 18 (3): 83-104.) 林丙輝、張森林與葉仕國, 2017 ,台灣衍生性金融商品市場實證與運用研究文獻回 顧與展望, 臺大管理論叢 , 27 卷 2 期: 211-258 。 (Lin, Bing-Huei, Chung, San-Lin, and Yeh, Shih-Kuo. 2017. Review and prospects of Taiwan derivatives research: Empirical studies and applications. NTU Management Review , 27 (2): 211-258.) 周麗娟、陳勝源與楊朝成, 2003 ,考量信用風險下備兌型認購權證之評價, 臺大管 理 論 叢 , 14 卷 1 期: 263-289 。 (Chou, Li-Chuan, Chen, Shen-Yuan, and Yang, Chau-Chen. 2003. Valuation of covered warrant with credit risk. NTU Management Review , 14 (1): 263-289.) 洪振虔, 2008 ,雜訊交易、報酬變異與新上市股票價格績效, 臺大管理論叢 , 19 卷 1 期: 269-297 。 (Hung, Chen-Chien. 2008. Noise trading, return volatility and price performance of IPOs. NTU Management Review , 19 (1): 269-297.) 徐守德、官顯庭與黃玉娟, 1998 ,台股認購權證定價之研究, 管理評論 , 17 卷 2 期: 45-69 。 (Shyu, So-De, Kuan, Hsien-Ting, and Huang, Yu-Chuan. 1998. Pricing theory of covered warrants and its application-An empirical test of Taiwan stock market related call warrants. Management Review , 17 (2): 45-69.) 張傳章與謝佩芳, 2016 ,台灣選擇權市場交易活動之實證研究:文獻回顧與展望, 經濟論文叢刊 , 44 卷 1 期: 57-75 。 (Chang, Chuang-Chang, and Hsieh, Pei- Fang. 2016. A survey of empirical studies on trading activities in the Taiwan index options market. Taiwan Economic Review , 44 (1): 57-75.)

RkJQdWJsaXNoZXIy MTYzMDc=