| dc.creator (作者) | 徐守德 | zh_TW |
| dc.creator (作者) | Shyu, David So-De | en_US |
| dc.date (日期) | 1994-09 | - |
| dc.date.accessioned | 15-Nov-2017 14:54:37 (UTC+8) | - |
| dc.date.available | 15-Nov-2017 14:54:37 (UTC+8) | - |
| dc.date.issued (上傳時間) | 15-Nov-2017 14:54:37 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/114744 | - |
| dc.description.abstract (摘要) | 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 (摘要) | 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 (關聯) | 會計評論, 28, 187-216 | zh_TW |
| dc.title (題名) | 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 (題名) | Anticipated Dividend Announcements Reflected in Merton`s Option Pricing Model | en_US |
| dc.type (資料類型) | article | - |
| dc.identifier.doi (DOI) | 10.6552/JOAR.1994.28.8 | - |
| dc.doi.uri (DOI) | http://dx.doi.org/10.6552%2fJOAR.1994.28.8 | - |
