:: Introduction
:: Schedule
:: Papers

New Zealand Finance Colloquium


[Alphabetically by the first author's name]

Macro-economic Influences on the Stock Market: Evidence from an Emerging Market in South Asia
Abeyratna Gunasekaragea, Anirut Pisedtasalasaib and David M Powerc

Ehtical investing in Australia: Is there a Financial Penalty?
Bauer, R, Otten, R, and Tourani-Rad, A

Political Cycles and the Stock Market Down-under. Additional Evidence on the presidential Puzzle
Bhabra, H, Cahan, J, Malone, C, Powell, J and Wongchoti, J

Analyst Earnings Forecast Trends in Pacific Rim Countries
Ciccone,S J and Etebari, A

Small Business Failure Rates and the New Zealand Retail Sector
Cox, C and Vos, E

Cross-autocorrelation in the New Zealand Stock Market
Daniel F.S. Choi and Xin Zhao

Gramm-Leach-Bliley Act and Insurance Industries of Developed Countries.
Kabir Hassan,M and Mamun, A

Credit losses and provisioning in New Zealand
Kurt Hess

Optimising fixed interest portfolios with anorthonormalised Laguerre polynomial model of the yield curve
Leo Krippner

Modelling Beta Risk for New Zealand Industry Portfolios
Li, X

Solving the Halloween Indictor Puzzle:Market Efficiency Still Reigns
Maberly, E and Pierce, R

Martin Lally and Alastair Marsden

Analysis of Limit Order Book and Order Flow
Nuttawat Visaltanachoti

Uncovered Interest Rate Parity: The puzzle of the US dollar.
Razzak, W and Margaritis, D

Costs of Financial Distress: The German Evidence
Reimund, C, Schwetzler, B and Zainhofer, F

Conglomerate Discount and Cash Distortion: New Evidence from Germany
Schwelzter, B

The Source of Insider Trading Profits: Evidence from New Zealand
Tourani-Rad, A and Gilbert, A

The New Zealand Banking System and the Balance of Payments
Tripe, D          

The Efficiency of NZ Retail Banks
Vedula, P and Tripe, D

Analysis of Limit Order Book and Order Flow
Visaltanachoti, N, Charoenwong, C and Ding, D          

NZ Depositors Banking on a Free Ride
Wilson, W, Rose, L and Pinfold, J       

Insiders' Market Timing and Real Activity: Evidence from an Emerging Market
Wisniewski, T          

Implied, Forecasted and Realised Volatility of Australian T-Bond Futures Overnight Options
Zou, L, Rose, L and Pinfold, J