Klaus Buhr

Massey University - School of Economics and Finance

Private Bag 11-222

Palmerston North, 30974

New Zealand

UNITEC Institute of Technology

Senior Lecturer

School of Accountancy, Law and Finance

Mount Albert

Auckland

New Zealand

SCHOLARLY PAPERS

3

DOWNLOADS

535

CITATIONS

3

Scholarly Papers (3)

1.

Lead Lag Direction and Price Discovery of the S&P/ASX 200 Share Price Index and the S&P/ASX 200 Index Options

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 50 Posted: 27 Aug 2007
Klaus Buhr, Lawrence C. Rose and Xiaoming Li
Massey University - School of Economics and Finance, Massey University and Massey University - School of Economics and Finance (Albany)
Downloads 282 (106,341)
Citation 3

Abstract:

Loading...

Causality, error correction, price discovery

2.

Why Firms Use Derivatives: Evidence from New Zealand

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 28 Posted: 25 Aug 2010
Klaus Buhr
Massey University - School of Economics and Finance
Downloads 164 (179,022)

Abstract:

Loading...

Hedging

3.

The Informational Role of Options Trading Volume in the Australian Index Options Markets

Finance and Corporate Governance Conference 2010 Paper
Number of pages: 61 Posted: 24 Jan 2010
Xiaoming Li, Lawrence Rose and Klaus Buhr
Massey University - School of Economics and Finance (Albany), affiliation not provided to SSRN and Massey University - School of Economics and Finance
Downloads 89 (282,085)

Abstract:

Loading...

Option Volume Volatility