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Long run overreaction on the New Zealand Stock Exchange
(Lincoln University. Commerce Division., 1998-03)
The purpose of this paper is to determine whether New Zealand capital markets are efficient. To do this we investigate two competing models of investor decision making in the context of the New Zealand Stock Exchange. The ...
A simple approach to valuing the delivery options implicit in the US treasury bond futures contract
(Lincoln University. Commerce Division., 1998-11)
The T-Bond futures contract has traded on the Chicago Board of Trade (CBOT) for approximately 20 years, and is now the most actively traded derivative product in the world. A voluminous amount of research has accordingly ...
Tiger! Tiger! burning less bright : first report of the Asian Economic Crisis Monitoring Group
(Lincoln University. Commerce Division., 1998-02)
The crisis in Asia has dominated economic, financial, and much business thinking for more than seven months. It looks set to continue to do so for an extended period. The effects on the countries concerned, on the region, ...
In the forests of the night : second report of the Asian Economic Crisis Monitoring Group
(Lincoln University. Commerce Division., 1998-07)
In this paper we focus on the effects of the crisis on New Zealand exports, including the effects on New Zealand manufacturers, on the effects of the crisis on growth in East Asia, on the effects of the crisis on the ...