7th - 8th February, 2013 download programme

Thursday 7th February 2013

Drained by DRIPs: The Hidden Cost of Buying on the Dividend Pay Day
Nb: Awarded best paper in Capital Markets
Henk Berkman, University of Auckland
Paul D. Koch, University of Kansas

What Explains the Initial Return of Initial Public Offerings after the 1997 Asian Financial Crisis? Evidence from Thailand
Chaiporn Vithessonthi, University of Otago

The Determinants of Trading Location of Cross-Listed Stocks.
Olga Dodd, Auckland University of Technology
Christodoulos Louca, Cyprus University of Technology
Krishna Paudyal, University of Strathclyde

On Overnight Return Premiums of International Stock Markets
Mei Qiu, Massey University
Tao Cai, Massey University

Fraud and Firm Performance: Evidence from Fraud on the Market and Securities Class Action Lawsuits
Chris Malone, Massey University

New Zealand Finance Companies and Risk Premiums
Martin Lally, Victoria University of Wellington
Ved Prasad, ANZ Bank

Regulation in New Zealand Banking and Financial Services
David Tripe, Centre for Financial Services and Markets Massey University

Credit Cards, Excess Debt, and the Time Value of Money: The Parable of the Debt Banana
Nb: Awarded best paper in Financial Literacy
Timothy Crack, University of Otago
Helen Roberts, University of Otago

Privatisation: The New Zealand Experiment of the 1980's. How did Mom and Pop Fare?
Andrew Cardow, Massey University
William Wilson, Massey University

How Young New Zealanders Learn About Personal Finance: A Longitudinal Study
Jeffrey Stangl, Massey University
Claire Matthews, Massey University

Prepayment option and the interest rate differential between a fixed- and floating-rate mortgage loan
Jyh-Bang Jou, National Taiwan University

Financial literacy habits and attitudes
Bob Lissington, Massey University
Claire Matthews, Massey University

Is the relationship between investment and conditional cash flow volatility really ambiguous?
Michael O'Connor Keefe, Victoria University of Wellington
James Tate, Victoria University of Wellington

Director Effectiveness and Firm Performance Before and After the Adoption of the NZX Corporate Governance Best Practice Code.
Samuel Struthers, University of Otago
Helen Roberts, University of Otago

Does Corporate Governance Matter in Determining CEO Compensation in the Publicly Listed Companies in New Zealand?
Sazali Abidin, University of Waikato
Krishna Reddy, University of Waikato
Linjuan You, University of Waikato

Financial Development and the Determinants of Capital Structure in Vietnam
Dzung T. Nguyen, Academy of Finance, Vietnam
Ivan Diaz-Rainey, University of Otago
Andros Gregoriou, University of Hull

Growth, Governance and Corporate Payout Policy
Gurmeet Singh Bhabra, University of Otago

Friday 8th February 2013To Top

On Diversification
Nb: Awarded best paper in Investments
Ben Jacobson, Massey University
Frans de Roon, Tilburg University

Price Discovery in US-Canadian Cross-listed Shares
Bart Frijns, Auckland University of Technology
Aaron Gilbert, Auckland University of Technology
Alireza Tourani-Rad, Auckland University of Technology

Investor Sentiment and Industry Returns
Alexander Molchanov, Massey University
Jeffrey Stangl, Massey University

U.S. Bond Markets and Credit Spreads during the Great Depression
Toby Daglish, Victoria University of Wellington
Lyndon Moore, Victoria University of Wellington

Cross-asset Return Predictability between Currency Carry Trades and Stocks
Helen Lu, University of Otago
Ben Jacobsen, Massey University

Visualization of a Stock Market Correlation Matrix
Alethea Rea, Data Analysis Australia
William Rea, University of Canterbury

CDS Spreads and Option Volatility during Crises
Jose Da Fonseca
Katrin Gottschalk , Auckland University of Technology

Are Bureaucrats Really Paid Like Bureaucrats?
Glenn Boyle, University of Canterbury
Scott Rademaker, Brycharl Corporation

The Average Cost of Debt for Companies with Multiple Bonds Outstanding
Robin Grieves, University of South Carolina
Mark D. Griffiths, Miami University

How do Knock-out Options Affect Irreversible Investment Decisions and the Design of an Efficient Investment Tax Credit ?
Nb: Awarded best paper in Financial Regulation
Tan (Charlene) Lee, University of Auckland
Nb: Presented by Jyh-Bang Jou, National Taiwan University

Investor Sentiment Risk and Asset Pricing Anomalies
Jerry C. Ho, Massey University
Chi-Hsiou Hung, University of Dundee

Assessing indirect bankruptcy costs on New Zealand listed firms
Nirosha Hewa-Wellalalage, University of Waikato

Expected Stock Returns and Forward Variance
Xingguo Luo, Zhejiang University
Jin Zhang, University of Otago

Time-Series Momentum versus Technical Analysis
Ben R. Marshall, Massey University
Nhut H. Nguyen, University of Auckland
Nuttawat Visaltanachoti , Massey University

Mildly Explosive Stocks
Paul Geertsema, University of Otago