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Full papers are listed alphabetically by first author. Click on the title to view the paper.
Bate, A. & Maberly, E.	A Critique of Market (In)Efficiency: The Return Performance of the Marketocracy Masters 100 Stock Fund
Bauer, R., Otten, R. & Tourani-Rad, A.	New Zealand Mutual Fund Performance
Boyle, G.	The Cost of Capital, the CAPM and the Market Price of Risk
Buhr, K., Rose, L. & Li, X-M.	Investors Dilemma: The Volatility of the New Zealand Exchange Rate: Short Term Performance of the NZ Dollar versus the US Dollar
Chen, J., Zheng, T. & Bennett, A.	The Relative Importance of Sector Versus Country Effects
Choi, D., Chai, D. & Fu, T.	The Conditional Relation between Beta and Returns: the New Zealand Case
Chong, B-S., Liu, M-H., & Shrestha, K.	Monetary Transmission via the Administered Interest Rates Channel
Chourdakis, K.	Option Pricing Under Variance-Gamma Dynamics when the Parameters are Stochastic
Elayan, F., Hsu, W-H & Meyer, T.	The Valuation Effects of Bank Loan Ratings in the Presence of Multiple Monitors
Frijns, B. & Lehnert, T.	Realised Variance in the Presence of non-IID Microstructure Noise: A Structural Approach
Frijns, B. & Schotman, P.	Price Discovery in Tick Time
Gilbert, A., Tourani-Rad, A. & Wisniewski, T.	Insiders and the Law: The Impact of Regulatory Change on Insider Trading
Gilbert, A., Tourani-Rad, A. & Wisniewski, T.	Do Insiders Crowd Out Analysts?
Koerniadi, H.	Share Repurchase in New Zealand
Krippner, L.	Investigating the Relationships between the Yield Curve, Output and Inflation using an Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models
Li, X-M. & Rose, L.	Market Integration and Extreme Correlation in APEC Emerging Equity Markets
Maberly, E. & Pierce, R.	The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly
Malone, C. & Powell, J.	Transitions in the Relation between Earnings and Earnings Valuation Multiples
Mamun, A. & Visaltanachoti, N.	Inflation Expectations, Risk Aversion and Asset Allocation in an Equilibrium Approach
Margaritis, D. & Feng, G.	Convergence Trends Amongst International Stock Markets
Mazumder, I., Miller, E. & Naka, A.	Predictability and Trading Strategies of the US-based International Mutual Funds
Roberts, H.	CEO Compensation in New Zealand 1997 – 2002
Schmid, F.	Conjectural Guarantees Loom Large: Evidence from the Stock Returns of Fannie Mae and Freddie Mac
Wang, Y., Gunasekarage, A. & Power, D.	Return and Volatility Spillovers from Developed to Emerging Capital Markets: The Case of South Asia
Wilson, W. & Li, E.	OCR: New Zealand’s Inflation Fighting Tool
Yang, T. & Lau, T.L	Choice of Foreign Listing Location
Yao, X. & Matthews, C.	Price Bundling in the Student Banking Market
Zou, L., Rose, L., Pinfold, J.& Berkman, H.	The Impact of Overnight Options Introduction: Evidence from the Sydney Futures Exchange