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Influence of the Nikkei put warrant market in North America on the Japanese stock market, 1989-1993

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.

Identiferoai:union.ndltd.org:LACETR/oai:collectionscanada.gc.ca:BVAU.2429/4962
Date05 1900
CreatorsYuen, Ringo C.K.
Source SetsLibrary and Archives Canada ETDs Repository / Centre d'archives des thèses électroniques de Bibliothèque et Archives Canada
LanguageEnglish
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation
RelationUBC Retrospective Theses Digitization Project [http://www.library.ubc.ca/archives/retro_theses/]

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