EG test and Johansen test are used to analyze the co-integration between the call warrants in Shanghai Stock Market and its underlying target stocks.
应用EG两步检验法和Johansen检验法对沪市认购权证和其标的股票进行协整检验,检验结果表明权证和其标的股票之间不存在协整关系。
This paper examines the price performance of call warrants on the China security market.
使用Black-Scholes模型对中国权证市场上发行的认购权证进行了研究。
In addition,it analyzes the date of the call warrants of the market in China,the results suggests that the situation of the market of China may be similar to the markets abroad.
文章综述了认股权证的发行对标的股票股价影响的理论及国外的实证研究结果,并用中国市场的数据对认购权证进行了实证分析,认为中国市场很可能存在与国外相似的情况。
The author attempts to employ the fractal B-S model to empirically examine the pricing behavior of the call warrants in China stock market.
针对证券收益率呈现"尖峰厚尾"的分布特征,在分析传统B-S权证定价模型的不足基础上,本文提出了基于分形理论的B-S权证定价模型,并利用分形B-S权证定价模型和传统B-S模型分析认购权证价格变化的行为。
capped call warrant
设定回报上限认购证,设定回报上限认购权证
Call Warrants on the China Security Market:Pricing Biases;
中国权证市场认购权证的价格偏误研究
A compare research of volatility between call-warrant and put-warrant based on GARCHmodel;
基于GARCH模型的认购权证与认沽权证波动率比较研究
An Empirical Study on Call Warrants Pricing in China Based on the Black-Scholes Pricing Model;
基于B-S模型对我国认购权证定价的实证研究
A Study of Pricing Model and Hedging Strategy of Average-style Reset Call Options;
均价型重设认购权证的定价与避险研究
Co-integration of High-Frequency Data Between the Call Warrants and Their Underlying Target Stocks on Shanghai Stock Market;
沪市认购权证与标的股票的高频数据协整分析
THE MARTINGLE PRICING METHOD ABOUT A EUROPEAN UP & OUT CALL ON CALL OPTION;
欧式向上敲出看涨认购权证的鞅方法定价
Empirical Research of the Fluctuation Relationship Between Call Warrant s Premium Rate and Shanghai Composite Index;
认购权证溢价率与上证指数波动关系的实证研究
An Empirical Analysis of the Price Behavior of Call Warrants Based on the Fractal Black-Scholes Pricing Model;
基于分形B-S定价模型的认购权证价格行为实证分析
The Demonstration Research on the Interrelationship of the Prices between Call Warrants and the Underlying Stocks;
认购权证与标的股票间的价格相关关系实证研究
Granger-Causality Test of the Price Trend Between Call Warrants of the Security and Their Underlying Stocks in Shanghai;
沪市认购权证与其标的股票价格走势的Granger因果检验
The impact of warrant introductions on the behavior of underlying stocks price of mainland of China;
我国内地认购权证的发行对标的股票股价的影响
Study of Warrants Pricing Based on Fuzzy Genetic Programming;
模糊调适性遗传程序规划在认购权证评价模式之应用
covered warrant
备兑认股权证,备兑认股证,回购认股证
The property market price of mark is high (low) the subscribe at implementing the price (carry out) authority card, to card counterpoises inside valence.
标的资产市价高（低）于执行价格的认购（售）权证，为价内权证。
XR, x.r. [ex -right]
无优惠权认购新股，除权［
option in respect of any unissued shares
认购未发行股票的特权
employees' share option scheme
雇员股份认购权计划