10th - 11th February, 2011 download programme

Thursday 10th February 2011

Enforcement and Disclosure Under Regulation FD: An Empirical Analysis

Paul Griffin, University of California, Davis
David Lont, University of Otago
Benjamin Segal, INSEAD

Moving between opposite short-selling regimes: Are stock characteristics priced differently?

Min Bai, Massey University
Xiao-Ming Li, Massey University

Do Criminal Sanctions Deter Insider Trading

Bart Frijns, AUT University
Aaron Gilbert, AUT University
Alireza Tourni-Rad , AUT University

Insightful Insiders? Insider Trading and Stock Return Around Debt Covenant Violation Disclosures

Paul Griffin, University of California, Davis
David Lont, University of Otago
Kate McClune, University of Otago

Financial Development, Corporate Governance and Cost of Equity Capital

Kartick Gupta , AUT University
Chandrasekhar Krishnamurti, University of Southern Queensland
Alireza Tourni-Rad, AUT University

The Influence of Corporate Governance on Management Earnings Forecast Behaviour in a Low Private Litigation Environment

Thu Phuong Truong, University of Waikato
Keitha Dunstan, Bond University

Do Better Corporate Governance Practices Reduce Risks?

Hardjo Koerniadi, AUT University
Chandrasekhar Krishnamurti, University of Southern Queensland
Alireza Tourni-Rad, AUT University

Agency Theory, Corporate Governance and Dividend Policy Payout in New Zealand

Helen Roberts, University of Otago
Nicholas Tompkins

The Dividend Irrelevance of Miller and Modigliani (1961), the Sarbanes-Oxley Act of 2002, and Rule 702 of the Federal Rules of Evidence of 2000.

Stanley Paulo, Lincoln University

Stock Dividend Puzzles in China

Hamish Anderson, Massey University
Jing Chi, Massey University
Chayot Ing-aram, Massey University
Lu Linag, Massey University

Framing and Disposition Effects in Stockholders’ Dividend Preferences

James Murray

Dealing with Trading Thinness in Event Studies: an improved Trade-to-trade Model

Warwick Anderson, University of Canterbury

Return Predictability When News Means Different Things in Different Times

Ben Jacobsen, Massey University
Ben Marshall, Massey University
Nuttawat Visaltanachoti, Massey University

The Optimal Exit Date from a Defined Benefits Pension Scheme

Martin Lally, Victoria University

Asymmetric extreme tails and prospective utility of momentum returns

Russell Gregory-Allen, Massey University
Helen Lu, Massey University
Philip Stork

Is There a Speculative Bubble in the Price of Gold?

Jedrzej Bialkowski, University of Canterbury
Martin Bohl, Patrick Stephan, University of Munster
Tomasz Wisniewski, University of Leicester

Friday 11th February 2011To Top

Cultural Values, CEO Risk Aversion and Corporate Takeovers

Bart Frijns, AUT University
Aaron Gilbert, AUT University
Thorsten Lehnert, Luxembourg School of Finance
Alireza Tourni-Rad , AUT University

The Economic Impact of Capital Expenditures: Environmental Regulatory Delay as

Carolyn Wirth, Massey University
Jing Chi, Massey University
Martin Young, Massey University

The Competing-risk Analysis of post-IPO Delistings

Jun Chen, AUT University
Ronald Rutherford, University of South Florida
Peiming Wang, AUT University

The Effect of Differences of Opinion and Valuation Uncertainty on the Pricing of

Michael Keefe, Victoria University

Are Monthly Seasonals Real? A Three Century Perspective

Ben Jacobsen, Massey University
Cherry Zhang, Massey University

Political Risk, Trade, and Capital Allocation

Art Durnev, McGill University
Sasha Molchanov, Massey University

Shareholders’ Wealth Effects of International Cross-Listings

Olga Dodd, AUT University
Christodoulos Louca, Cyprus University of Technology

Can Liquidity Shifts Explain the Lockup Expiration Effect in Stock Returns?

Chandrasekhar Krishnamurti, University of Southern Queensland
Avanidhar Subrahmanyam, University of California at Los Angeles
Tiong Yang Thong, Singapore Management University

Moderating Risk in New Zealand Retail Banks

William Wilson, Massey University
Lawrence Ross, Massey University
John Pinfold, Massey University

International Financial Reporting Standards (IFRS) and income smoothing

Azira Abdul Adzis, Massey University
David Tripe, Massey University
Paul Dunmore, Massey University

Why is US dollar bond funding for banks more expensive?

Chris Single, University of Auckland
Russell Poskitt, University of Auckland

Ideology or Economics: Government Banking in New Zealand

Andrew Cardow, Massey University
David Tripe, Massey University
William Wilson, Massey University

An Empirical Cross-Section Analysis of Stock Returns on the Chinese A-Share

Christopher Gan, Lincoln University
Baiding Hu, Lincoln University
Zhaohua Li, Lincoln University
Yaoguang Liu, Lincoln University

Cash Flow Volatility Premia for New Zealand Equities

Sasha Zaric, Massey University
Chris Malone, Massey University

The volatility effect in the Hong Kong stock market

Ji Wu, Lincoln University
Gilbert Nartea, Lincoln University
Christopher Gan, Lincoln University

The Valuation of Equity Futures on the Tokyo Stock Exchange 1920-1923

Toby Daglish, Victoria University
Lyndon Moore, University of Montreal

Passing On Family Values: Informed Trading through Accounts of Children

Henk Berkman, University of Auckland
Paul Koch, University of Kansas
Joakim Westerholm, University of Sydney

ETF Arbitrage

Ben Marshall, Massey University
Nhut Nguyen, University of Auckland
Nuttawat Visaltanachoti, Massey University

How will households adjust their consumption and investment decisions under longevity risk?

Joseph J. Tien, Tamkang University
Jerry Miao, Tamkang University

Fixed come hell or high water? Selection and prepayment of fixed rate mortgages

Toby Daglish, Victoria University
Nimesh Patel , Victoria University

A dynamic manner-specific hazard approach to investigate the impairment of property-casualty insurers

Huong Dang, University of Canterbury

Risk Appetite, Carry Trade and Exchange Rate

Ming-Hua Liu, University of Macau
Dmitri Margaritis , University of Auckland
Alireza Tourni-Rad , AUT University