| 10th Annual New Zealand Finance Colloquium |
|
|
|
| Thursday 26 January |
|
| Session |
Time |
Title |
|
Author(s) |
|
Presenter |
|
| Welcome
Lunch |
12:00 |
Greeting and Light Lunch |
|
| Banking |
13:00 |
Measuring Scale
Economies in New Zealand Banking - Traps for the Unwary |
|
David Tripe |
|
David Tripe |
|
| Wealth Effects of Forced Bank Mergers and
Cronyism |
|
Chong, Liu & Tan |
|
Ming-Hua Liu |
|
| Can Market Discipline Substitute for Bank
Supervision? New Zealand Banks Tested |
|
Wilson, Rose & Pinfold |
|
William Wilson |
|
| Derivatives |
13:00 |
Risks
Inherent to Automatic Option Exercises on NASDAQ Stocks |
|
Maberly & Catania |
|
Edwin Maberly |
|
| Trading for News: An Examination of Intraday
Trading Behaviour of Australian Treasury-Bond Futures Markets |
|
Zou & Zhang |
|
Liping Zou |
|
| Valuing Real Options using Implied Binomial
Trees and Commodity Futures Options |
|
Arnold, Crack & Schwartz |
|
Timothy Crack |
|
| Tea |
14:30 |
Tea, Coffee, Soft Drinks and Snacks |
|
| Corporate
Governance |
15:00 |
Do
CEOs Slow Down When Getting 'Passed the Baton'? Agency Costs of CEO Succession-Securing
Behavior |
|
Altintig, Johnson & Ryan |
|
Ayca Altinig |
|
| How Much Do Employee Stock Options Really Cost? |
|
Boyle, Clyne & Roberts |
|
Glenn Boyle |
|
| Derivative Use and Investment: An Empirical
Analysis of New Zealand Listed Companies |
|
Reynolds & Boyle |
|
Murray Reynolds |
|
| Predictability & Anomalies |
15:00 |
Accruals
and Cash Flows Anomalies: Evidence from the New Zealand Stock Market |
|
Koerniadi & Tourani-Rad |
|
Hardjo Koerniadi |
|
| Spurious Regression. Spurious Correlation, and
Dividend Return Predictability |
|
Powell, Shi, Smith & Whaley |
|
Jing Shi |
|
| Season, Size and Value Anomalies |
|
Jacobsen, Mamun & Visaltanachoti |
|
Nuttawat Visaltanachoti |
|
| PBRF Forum |
16:30 |
Glenn
Boyle, Larry Rose and Alireza Tourani-Rad will discuss the previous and
upcoming PBRF rounds. |
|
|
| Colloquium Dinner |
18:30 |
Drinks |
Plato Café |
|
| 19:00 |
Dinner |
2 Birch Street (Near Custom House Quay) |
|
|
|
|
|
|
|
|
|
| 10th
Annual New Zealand Finance Colloquium |
|
|
|
| Friday 27 January |
|
| Session |
Time |
Title |
|
Author(s) |
|
Presenter |
|
| Regulation |
8:30 |
Insider Trading
in an Illiquid Market: Regulation and the Components of the Bid-Ask Spread |
|
Frijns, Gilbert & Tourani-Rad |
|
Aaron Gilbert |
|
| The Impact of Disclosure Reform on the NZX's
Financial Information Environment |
|
Huang, Marsden & Poskitt |
|
Alistar Marsden |
|
| Regulation Fair Disclosure: An Analysis of SEC
Enforcement Actions |
|
Griffin, Lont & Segal |
|
David Lont |
|
| International |
8:30 |
The
World Price of War and Peace |
|
Berkman & Jacobsen |
|
Ben Jacobsen |
|
| Peer Effects in Investor Trading Decisions: Evidence from a
Natural Experiment |
|
Ng & Wu |
|
Fei Wu |
|
| The Performance of Yankee Issuers' Original
IPOs |
|
Yang & Lau |
|
Ting Yang |
|
| Tea |
10:00 |
Tea, Coffee, Soft Drinks and Snacks |
|
| Miscellaneous |
10:30 |
Waiting
to Invest in the New Zealand Stock Market |
|
Choi & Fu |
|
Daniel Choi |
|
| International Asset Allocation Incorporating
Reversals to Foreign Exchange Rate Deviations from PPP |
|
Qiu, Pinfold & Rose |
|
Larry Rose |
|
| Asymmetric Hedging of the Corporate Terms of
Trade |
|
Bowden & Zhu |
|
Roger Bowden |
|
| Volatility |
10:30 |
Testing
for Financial Spillover in Calm and Turmoil Periods |
|
Bialkowski, Bohl & Serwa |
|
Jedrzej Bialkowski |
|
| Dynamic Asymmetric Tail Dependence in Asian
Developed Futures Markets |
|
Xu, Li & Mamun |
|
Qing Xu |
|
| How Does Liberalization Impact Exceedence
Correlation? Evidence from Emerging
Stock Markets |
|
Li & Rose |
|
Xiao-Ming Liu |
|
| Lunch & Business |
12:00 |
Colloquium Lunch |
|
| ISCR & INFINZ prizegivings for best paper
in regulation or corporate finance and investments respectively |
|
| Colloquium business meeting |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
