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~person:"Chen, Cheny"
~person:"Tsai, Feng-Tse"
~subject:"Schätzung"
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Schätzung
Optionsanleihe
5
Warrant bond
5
China
3
Taiwan
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Forecasting model
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Prognoseverfahren
2
Volatility
2
Volatilität
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2002-2005
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Arbitrage opportunity
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CAPM
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CAPM statistics
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China market
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Efficient market hypothesis
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Effizienzmarkthypothese
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Estimation
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Hong Kong
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Hongkong
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Information value
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Informationswert
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Market efficiency
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Chen, Cheny
Tsai, Feng-Tse
Ammann, Manuel
5
Verhofen, Michael
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Lauterbach, Beni
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Amihud, Yakov
3
Mendelson, Haim
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Süss, Stephan
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Chng, Michael T.
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Kim, Don H.
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Qiao, Zhuo
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School working papers / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
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ECONIS (ZBW)
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The information content of implied volatility in the Hong Kong and Singapore covered warrants markets
Chen, Cheny
(
contributor
);
Liu, Ming-hua
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003794215
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