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7th National Finance Colloquium
|
11.30 - 11.55 |
Refreshments |
11.55 - 12.00 |
Introduction |
12.00 - 12.30 |
Bank Creditor
Recapitalisation - A New Failure Management Option? Paper not available |
12.30 - 1.00 |
The link between
the Official Cash Rate (OCR) and market interest rates-A New Zealand
perspective |
1.00 - 1.30 |
Emotion, Fear and
Superstition in the New Zealand Stockmarket |
1.30 - 2.00 |
Break |
2.00 - 2.30 Session 1 |
Why Warn? The
Impact of Profit Warnings on Shareholder's Equity |
2.00 - 2.30 Session2 |
The Corporate Cost
of Capital and the Return on Corporate Investment: New Zealand Evidence |
2.30 - 3.00 Session 1 |
The NZD OIS market:
An Introduction |
2.30 - 3.00 Session 2 |
The Trading
Behaviour of Australian Treasury Bond Futures Overnight Options and the
Impact of Their Introduction |
3.00 - 3.30 Session 1 |
Accounting
Irregularities, Management Compensation Structure, and Information Asymmetry |
3.00 - 3.30 Session 2 |
A Class of
Nonlinear Stochastic Volatility Models and Its Implications on Pricing
Currency Options |
3.30 - 3.50 |
Break |
3.50 - 4.15 |
The Decision to
Voluntarily Provide an IPO Prospectus Earnings Forecast: Theoretical
Implications and Empirical Evidence |
4.15 - 4.40 |
Modelling the yield
curve using orthonormalised Laguerre polynomials: An inter-temporally
consistent risk-neutral approach, and an economic interpretation |
4.40 - 5.05 |
Kalman Filter
Estimates of Time-Varying Term Premia for New Zealand and Australia |
5.05 - 5.30 |
The Purchasing of
Naming Rights for Sports Stadiums: A Harbinger of Bad Corporate Governance or
Just Bad Timing? |
6.30 |
Dinner |
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|
9.00 - 9.30 Session 1 |
Historical Market
Risk Premiums in New Zealand: 1931 - 2000 |
9.00 - 9.30 Session 2 |
Discussion Paper:
Regulation of Investment Advisers-Implications for Professionals Giving
Investment Advice |
9.30 - 10.00 Session 1 |
Profitability of
Insider Trading: New Zealand Evidence |
9.30 - 10.00 Session 2 |
China Stock
Markets: Does Technical Analysis Incorporating Data on Volumes and Returns
Provide Additional Evidence of Return Predictability? |
10.00 - 10.30 Session 1 |
Teaching Finance
through Computer Modelling |
10.00 - 10.30 Session 2 |
Do the New Zealand
Daily Exchange Rates Behave Nonlinearly or Like Chaos |
10.30 - 11.00 |
Break |
11.00 - 11.30 |
Dynamics Of Firm's
Market Value, Capital Structure And Risk |
11.30 - 12.00 |
Jacknifing Bond
Option Prices |
12.00 - 1.00 |
Panel Discussion on
Performance Based Research Funding |
1.00 - 1.30 |
Lunch |
1.30 |
Business Meeting |