New Zealand Finance Colloquium

Schedule for the 2016 (20th) New Zealand Finance Colloquium

Thursday 11th February | Friday 12th February

11th - 12th February, 2016 download schedule (last updated 1 February 2016 )
Thursday 11th February 2016
12:00pm - 1:00pm	Registration Venue: Ground Floor Foyer
1:00pm - 2:40pm	Plenary Session 1 Session 1A \| Derivatives Venue: Coronet Room: Level 4 Chair: Scott Chaput
1:00pm - 1:25pm	A Theory of the CBOE SKEW Fang Zhen, University of Otago Jin E. Zhang, University of Otago
1:25pm - 1:50pm	Modelling VXX. Sebastian Gehricke, University of Otago Jin E Zhang, University of Otago
1:50pm - 2:15pm	The Skewness of Commodity Futures Adrian Fernandez Perez, Auckland University of Technology Bart Frijns, Auckland University of Technology Ana-Maria Fuertes, City University, London Joëlle Miffre, EDHEC Business School, France
2:15pm - 2:40pm	Forecasting the Term Strucutre of Implied Volatilities. Biao Guo, Renmin University of China Qian Han, Xiamen University Hai Lin, Victoria University of Wellington
1:00pm - 2:40pm	Plenary Session 1 Session 1B – Banking Venue: Wakatipu Room: Level 5 Chair: Ivan Diaz-Rainey
1.00pm – 1.25pm	Achieving a Balance between the Avoidance of Banking Problems and their Resolution: Can Financial Cycle Dynamics Predict Bank Distress? Giannoula Karamichailidou, University of Auckland David G. Mayes, University of Auckland Hanno Stremmel,
1:25pm - 1:50pm	Financial Inclusion in Ghana: Does Institutional Context Matter? Francis K. Agyekum, University of Wakato Nirosha Hewa Wellalage, University of Wakato Stuart Locke, University of Waikato
1:50pm - 2:15pm	How Do We Know What The Right Price Is (And Does It Matter)? Paul Rouse, University of Auckland David Tripe, Massey University
2:15pm - 2:40pm	A Model of Political Connections and Finance Michael O’Connor Keefe, Victoria University of Wellington
2:40pm – 4:20pm	Plenary Session 2 Session 2A – Market Microstructure Venue: Coronet Room: Level 4 Chair: Henk Berkman
2:40 – 3:05	ETF Liquidity Ben Marshall, Massey University Nhut H. Nguyen, Massey University Nuttawat Visaltanachoti, Massey University
3:05pm - 3:30pm	Competition for Order flow and Price Discovery: The Curious Case of High Tech Gbenga Ibikunle, University of Edinburgh
3:30pm - 3:55pm	The Impact of Crosslisting on the Home Market's Information Environment and Stock Price Efficiency Olga Dodd, Auckland University of Technology Aaron Gilbert, Auckland University of Technology
3:55pm - 4:20pm	Trading Cost Decomposition during FOMC Announcement Bart Frijns, Auckland Centre for Financial Research, Auckland University of Technology Ivan Indriawana, Auckland Centre for Financial Research, Auckland University of Technology Yoichi Otsubo, Manchester Business School Alireza Tourani-Rad, Auckland Centre for Financial Research, Auckland University of Technology
2:40pm - 4:20pm	Plenary Session 2 Session 2B – Investment Venue: Wakatipu Room: Level 5 Chair: Eric Tan
2:40pm - 3:05pm	Herding in Analysts’ Recommendations: The Role of Media Bart Frijns, Auckland University of Technology Thanh D. Huynh, Auckland University of Technology
3:05pm - 3:30pm	The Effect of Fund Managers' Status on Money Flows, Performance, and Risk Taking Behaviors Jerry T. Parwada, University of New South Wales Eric Tan, Otago University
3:30pm - 3:55pm	The Effect of Fund Managers’ Educational Background on Fund Performance and Money Flows Anindya Sen, University of Otago Kian M. Tan, University of Otago
3:55pm - 4:20pm	Diversification versus Concentration . . . And the Winner is? Danny Yeung, University of Technology Sydney Paolo Pellizzari, University of Venice Ron Bird, University of Technology Sydney, Waikato University Sazali Abidin, Waikato University
4:20pm - 4:50pm	To TopTea Break - Sponsored by CFA Venue: Ground Floor Foyer
4:50pm - 6:30pm	Plenary Session 3 Session 3A – Financial Econometrics Venue: Coronet Room: Level 4 Chair: Numan Ulku
4:50pm - 5:15pm	Momentum and Market Correlation Ihsan Badshah, Auckland University of Technology James W. Kolari, Texas A&M University Sang-Ook Shin, Texas A&M University
5:15pm - 5:40pm	Stock Market’s Response to Real Output Shocks Numan Ulku, University of Otago
5:40pm - 6:05pm	To Rebalance or Not to Rebalance: Portfolio Risk May Be Larger Than You Think! Katja Ignatieva, University of New South Wales
6:05pm - 6:30pm	A Multivariate Dynamic Correlation Model With Long Memory Dependence and Asymmetries Jonathan Dark, University of Melbourne
4:50pm - 6:30pm	Plenary Session 3 Session 3B – Policy Venue: Wakatipu Room: Level 5 Chair: David Tripe
4:50pm - 5:15pm	New Zealand's Emission Trading Scheme: A Financial Perspective Bart Frijns, Auckland University of Technology Ivan Diaz-Rainey, University of Otago Daniel J. Tulloch, University of Oxford
5:15pm - 5:40pm	The High Frequency Response of Asia Pacific Currencies to Macroeconomics News Announcements Kam Fong Chan, University of Queensland Mahesh Chhagan, PricewaterhouseCoopers Alastair Marsden, University of Auckland
5:40pm - 6:05pm	Political Uncertainty in Developed and Emerging Markets Tahir Suleman, Victoria University of Wellington Toby Daglish, Victoria University of Wellington
6:05pm - 6:30pm	SMEs' Capital and Determinants in Europe: Evidence From The Sovereign Debt Crisis Krishna Reddy, University of Waikato Hoa T. H. Dinh, University of Waikato Noel Yahanpath, Eastern Institute of Technology
7:30pm -	To TopConference Dinner \| Sponsored by SIRCA Keynote Speaker: Paul Healy Topic: MNCs and Corruption Risk Venue: Queenstown Room: Level 5
Friday 12th February 2016To Top
8:30am – 10:10am	Plenary Session 4 Session 4A – Capital Markets Venue: Coronet Room: Level 4 Chair: Paul Geertsema
8:30am - 8:55am	The Informativeness of Retail and Institutional Trades: Evidence From The Finnish Stock Market Bart Frijns, Auckland University of Technology Thanh D. Huynh, Auckland University of Technology Alireza Tourani-Rad, Auckland University of Technology P. Joakim Westerholm, University of Sydney
8:55am - 9:20am	Short on Drugs:Short Selling during the Drug Development Process Henk Berkman, University of Auckland Marco Eugster, University of Auckland
9:20am - 9:45am	Technical Analysis Using Order Flow a Multivariate Fuzzy Approach Xiaoming Li, Massey University Vincent Kleinbrod, Massey University (PhD Candidate) David Ding, Massey University
9:45am - 10:10am	Short Selling and Margin Trading: Evidence From China Jun Chen, Auckland University of Technology
8:30am – 10:10am	Plenary Session 4 Session 4B – Corporate Finance Venue: Remarkables Room: Level 4 Chair: Helen Roberts
8:30am - 8:55am	Capital Structure Dynamics What Firms Do? The Case of Hospital Corporate of America (HCA) Mona Yaghoubi, Victoria University of Wellington Graeme Guthrie, Victoria University of Wellington
8:55am - 9:20am	Managers’ earnings guidance quality and corporate innovation? Evidence from private loan facilities Paul A. Griffin, University of California Hyun A. Hong, University of California Ji Woo Ryou, University of Texas Rio Grande Valley
9:20am - 9:45am	Corporate Innovative Efficiency: Evidence of Effects on Credit Ratings Paul A. Griffin, University of California Hyun A. Hong, University of California Ji Woo Ryou, University of Texas Rio Grande Valley
9:45am - 10:10am	Do All Diversified Firms Hold Less Cash? The International Evidence Christina Atanasova, Simon Fraser University Ming Li, Simon Fraser University
10:10pm - 10:30pm	Morning Tea sponsored by Cengage Learning Venue: Ground Floor Foyer
10:30am – 12:10am	Plenary Session 5 Session 5A – Asset Pricing Venue: Coronet Room: Level 4 Chair: Gbenga Ibikunie
10:30am - 10:55am	Split Adjusted Stock Price and the Cross Section of US Stock Returns Paul Geertsema, University of Auckland Helen Lu, University of Auckland
10:55am - 11:20am	Asset Pricing in a Pure Exchange Economy With Heterogeneous Investors Xinfeng Ruan, University of Otago Jin E. Zhang, University of Otago
11:20am - 11:45am	Financial Markets in the Face of the Apocalypse Jedrzej Bialkowski, University of Canterbury Ehud I. Ronn, University of Texas at Austin
11:45am - 12:10am	Fama French Five Factor Model in Vietnam: New Evidence on State Ownership Nhu Nguyen, University of Otago Numan Ulku, University of Otago Jin Zhang, University of Otago
10:30am – 12:10am	Plenary Session 5 Session 5B – Corporate Governance Venue: Remarkables Room: Level 4 Chair: Glenn Boyle
10:30am - 10:55am	Lobbying and Securities Class Actions: Pre and Post-SOX Matthew McCarten, University of Otago Ivan Diaz-Rainey, University of Otago Helen Roberts, University of Otago
10:55am - 11:20am	CEO Power and Rigged Compensation in New Zealand Xavier Lynch, University of Otago Helen Roberts, University of Otago
11:20am - 11:45am	Insider Trading and Corporate Spinoffs Charlie Charoenwong, Nanyang Technological University David K. Ding, Singapore Management University Jing Pan, Nanyang Technological University
11:45am - 12:10am	A Simultaneous Equation Approach to IPO Underpricing and Oversubscription in China Helen Lu, University of Auckland Paul Geertsema, University of Auckland
12:10pm -	Prize Ceremony and Conference Lunch - sponsored by University of Otago Venue: Ben Lomond Restaurant: Level 6

Schedule for the 2016 (20th) New Zealand Finance Colloquium

Thursday 11th February 2016

Friday 12th February 2016To Top