Programme for the 13th New Zealand Finance Colloquium
All sessions are held at VUW Pipitea Campus.
To view a paper, click on the title.
| 12th - 13th February, 2009 | |
| Thursday 12th February 2009 | |
| 12.00pm - 1.25pm | Lunch Venue: Outside RHLT3, Rutherford House |
| 1.25pm - 2.40pm | Session 1A: Asset Pricing Venue: MZ10 Chair: Toby Daglish |
| Pricing
Chinese Floating Rate Bonds and Swaps. Toby Daglish and John Randal |
|
| Commodity
Price Behavior with Storage Frictions Lewis Evans and Graeme Guthrie |
|
| Modelling
Stock Prices by Hidden Semi Markov Models. Haizhen Wu, Philip Cheng and Leigh Roberts |
|
| 1.25pm - 2.40pm | Session 1B: Market Efficiency Venue: MZ11 Chair: Ben Marshall |
| Does the other January effect have market timing ability? Ben Marshall and Nuttawat Visaltanachoti |
|
| Return Predictability Revisited. Ben Jacobsen, Ben Marshall and Nuttawat Visaltanachoti |
|
| Changes
of Predictive Variables. Cherry Zhang |
|
| 2.40pm - 3.10pm | Afternoon Tea Venue: Outside RHLT3, Rutherford House |
| 3.10pm - 4.25pm | Session 2A: Market Behavior Venue: MZ10 Chair: Martin Lally |
| Determinants of Trading Activity on a Single Stock Futures Market. Jedrzej Bialkowski and Jacek Jakubowski |
|
| Execution
Quality and Individual Order Routing Strategy on Nasdaq. Ryan Garvey and Fei Wu |
|
| Stock
Returns and the Interval of Observation. Christopher Malone and Luke Anderson |
|
| 3.10pm - 4.50pm | Session 2B: Banking Venue: MZ11 Chair: Glenn Boyle |
| Staying
Close to Home: Foreign Bank Participation in Syndicated
Loans. Glenn Boyle and Roger Stover |
|
| New
Zealand Credit Union Mergers. Lynn McAlvey, Alexander Sibbald and David Tripe |
|
| Who is the Supervisor of New Zealand Banks? William Wilson, Lawrence Rose and John Pinfold |
|
| Determinants
of Foreign-Owned Banks Efficiency in New Zealand. Ying Fang Lu |
|
| 7.00pm - | Dinner Venue: Grand Century Restaurant, Tory Street |
| Friday 13th February 2009 | |
| 9.00am - 10.15am | Session 3: Corporate Governance Venue: LT3 Chair: Helen Roberts |
| Go Along
to Get Along? Pay-Performance Sensitivity and CEO
Membership of the Compensation Committee.
Glenn Boyle and Helen Roberts |
|
| Corporate
Governance and M&A FDI: Firm-Level Evidence from Japanese
FDI into the US. Joseph Alba, Donghyun Park and Peiming Wang |
|
| When the
Going Gets Tough: Board Capital and Survival of New Zealand IPO
Firms. Nongnit Chancharat, Chandrasekhar Krishnamurti and Gary Tian |
|
| 10.15am - 10.45am | Morning Tea Venue: Outside RHLT3, Rutherford House |
| 10.45am - 12.00pm | Session 4: Corporate Finance Venue: LT3 Chair: Martin Lally |
| Optimal
Dividend Policy and Capital Structure in a Multi-Period DCF
Framework. Martin Lally |
|
| Is there
a Convergence in the Information Environment Around the
World? Henk Berkman and Nick Nguyen |
|
| Foreign
Institutional Investors and Security Returns: Evidence from
Indian Stock Exchanges. Sandhya Ananthanarayanan, Chandrasekhar Krishnamurti and Nilanjan Sen |
|
| 12.00pm - 1.25pm | Lunch Venue: Outside RHLT3, Rutherford House |
