Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/114744| DC Field | Value | Language |
|---|---|---|
| dc.creator | 徐守德 | zh_TW |
| dc.creator | Shyu, David So-De | en_US |
| dc.date | 1994-09 | - |
| dc.date.accessioned | 2017-11-15T06:54:37Z | - |
| dc.date.available | 2017-11-15T06:54:37Z | - |
| dc.date.issued | 2017-11-15T06:54:37Z | - |
| dc.identifier.uri | http://nccur.lib.nccu.edu.tw/handle/140.119/114744 | - |
| dc.description.abstract | 理論上已證明公司股利宣告會改變公司的風險。本文只在利用隱含在選擇權訂價模式中的標準差，探索公司之風險是否再股利宣告前後發生變化。實證結果發現有利股利宣告群與不利股利宣告群之公司風險，的確在股利宣告前後發生變化。 | zh_TW |
| dc.description.abstract | A theory has proved that a firm`s risk changes around dividend announcement dates. This paper attempts to empirically examine a firm`s risk by looking at the implied standard deviation derived from call option prices on dates surrounding the dividend announcement for a ＂clean＂ sample of dividend announcements. The result shows that a firm`s risk does change for favorable information group and unfavorable information group. | en_US |
| dc.format.extent | 106 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.relation | 會計評論, 28, 187-216 | zh_TW |
| dc.title | 反應在摩頓選擇權訂價模式之預期股利宣告效果 | zh_TW |
| dc.title | Anticipated Dividend Announcements Reflected in Merton`s Option Pricing Model | en_US |
| dc.type | article | - |
| dc.identifier.doi | 10.6552/JOAR.1994.28.8 | - |
| dc.doi.uri | http://dx.doi.org/10.6552%2fJOAR.1994.28.8 | - |
| item.fulltext | With Fulltext | - |
| item.cerifentitytype | Publications | - |
| item.grantfulltext | open | - |
| item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
| item.openairetype | article | - |
| Appears in Collections: | 期刊論文 | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| index.html | 106 B | HTML2 | View/Open |
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