This paper studies the influence on the Japanese stock (cash and futures) markets of the
Nikkei put warrants which were traded in Toronto and New York from February 1989 to April
1993. Implied changes in the Japanese prices based on the previous days’ North American
warrant prices are compared to the actual price changes. Special attention is placed on the
period from January 1990 to August 1992 when the Japanese stock market had a major decline. / Business, Sauder School of / Graduate
| Identifer | oai:union.ndltd.org:UBC/oai:circle.library.ubc.ca:2429/4962 |
| Date | 05 1900 |
| Creators | Yuen, Ringo C.K. |
| Source Sets | University of British Columbia |
| Language | English |
| Detected Language | English |
| Type | Text, Thesis/Dissertation |
| Format | 1824908 bytes, application/pdf |
| Rights | For non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use. |
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