Full papers are listed alphabetically by first author.

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Bate, A. & Maberly, E. A Critique of Market (In)Efficiency: The Return Performance of the Marketocracy Masters 100 Stock Fund

Bauer, R., Otten, R. & Tourani-Rad, A.

New Zealand Mutual Fund Performance
Boyle, G.

The Cost of Capital, the CAPM and the Market Price of Risk

Buhr, K., Rose, L. & Li, X-M. Investors Dilemma: The Volatility of the New Zealand Exchange Rate: Short Term Performance of the NZ Dollar versus the US Dollar

Chen, J., Zheng, T. & Bennett, A.

The Relative Importance of Sector Versus Country Effects

Choi, D., Chai, D. & Fu, T. The Conditional Relation between Beta and Returns: the New Zealand Case

Chong, B-S., Liu, M-H., & Shrestha, K.

Monetary Transmission via the Administered Interest Rates Channel

Chourdakis, K. Option Pricing Under Variance-Gamma Dynamics when the Parameters are Stochastic

Elayan, F., Hsu, W-H & Meyer, T.

The Valuation Effects of Bank Loan Ratings in the Presence of Multiple Monitors

Frijns, B. & Lehnert, T.

Realised Variance in the Presence of non-IID Microstructure Noise: A Structural Approach

Frijns, B. & Schotman, P.

Price Discovery in Tick Time

Gilbert, A., Tourani-Rad, A. & Wisniewski, T.

Insiders and the Law: The Impact of Regulatory Change on Insider Trading
Gilbert, A., Tourani-Rad, A. & Wisniewski, T. Do Insiders Crowd Out Analysts?
Koerniadi, H. Share Repurchase in New Zealand

Krippner, L. Investigating the Relationships between the Yield Curve, Output and Inflation using an Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models

Li, X-M. & Rose, L. Market Integration and Extreme Correlation in APEC Emerging Equity Markets

Maberly, E. & Pierce, R. The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly

Malone, C. & Powell, J. Transitions in the Relation between Earnings and Earnings Valuation Multiples

Mamun, A. & Visaltanachoti, N.

Inflation Expectations, Risk Aversion and Asset Allocation in an Equilibrium Approach

Margaritis, D. & Feng, G. Convergence Trends Amongst International Stock Markets

Mazumder, I., Miller, E. & Naka, A. Predictability and Trading Strategies of the US-based International Mutual Funds

Roberts, H. CEO Compensation in New Zealand 1997 – 2002

Schmid, F. Conjectural Guarantees Loom Large: Evidence from the Stock Returns of Fannie Mae and Freddie Mac

Wang, Y., Gunasekarage, A. & Power, D. Return and Volatility Spillovers from Developed to Emerging Capital Markets: The Case of South Asia

Wilson, W. & Li, E. OCR: New Zealand’s Inflation Fighting Tool

Yang, T. & Lau, T.L Choice of Foreign Listing Location

Yao, X. & Matthews, C. Price Bundling in the Student Banking Market

Zou, L., Rose, L., Pinfold, J.& Berkman, H. The Impact of Overnight Options Introduction: Evidence from the Sydney Futures Exchange