| Program | ||
| Thursday 8th February | ||
| 1:00 - 3:00 pm | Session 1A Markets and Politics Venue: WF702 Chair: Katrin Gottschalk |
Session 1B Banking Venue: WF703 Chair: Ming-Hua Liu |
| Political Cycles in US Industry Returns Jeffrey S. Stangl, Ben Jacobsen |
An exploration of measures to assess a Bank’s credit loss experience Kurt Hess |
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| Investment Returns Under Right and Left Wing Governments in Australasia Hamish D Anderson,Christopher B Malone, Ben R Marshall |
A Specific Role for Boards in a Regulatory Framework: The New Zealand Banking Case M.L. McIntyre, David Tripe |
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| Stock Market Volatility around National Elections Jedrzej Bialkowski, Katrin Gottschalk, Tomasz P. Wisniewski |
Bank Branches Around the World Claire Matthews, Yiping (Anna) Ding |
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| Presidential Regimes, Stock Market Volatility and Returns John G. Powell, Jing Shi, Tom Smith, Robert E Whaley |
Islamic Banking: Interest Free or Interest in Disguise? Beng Soon Chong, Ming-Hua Liu |
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| 3:30 - 5:30 pm | Session 2A Foreign Exchange Venue: WF702 Chair: Dimitri Margaritis |
Session 2B Market Microstructure I Venue: WF703 Chair: Aaron Gilbert |
| Fiscal Policy and the Exchange Rate: Comparative Evidence from the U.S. & Japan K Peren Arin, Chhun-Hay Lay |
Assessing the maturity of the AUD/NZD Market Russell Poskitt , Alastair Marsden |
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| Price Stability or Export Competitiveness? Xiao-Ming Li |
Dynamics of Event-Induced Liquidity Changes in the Aftermarket Alexander Molchanov |
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| Foreign Exchange Rate Exposure of Chinese Firms in the New Exchange Rate Regime Robin Luo, Aline Muller, Alireza Tourani-Rad |
The Interval of Observation Ben Jacobsen, Ben Marshall, Nuttawat Visaltanachoti |
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| Forecasting Daily Volatility with Intraday Data Bart Frijins, Dimitri Margaritis |
Elements of Effective Insider Trading Laws: A Comparative Analysis Bart Frijns, Aaron Gilbert, Alireza Tourani-Rad |
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| Friday 9th February | ||
| 8.30 - 10.30am | Session 3A Others Venue: WF702 Chair: Robin Luo |
Session 3B Hedging issues/Bonds Venue: WF703 Chair: Jedrzej Bialkowski |
| The Investor Recognition Hypothesis: The New Zealand Penny Stocks Daniel J P Chai, Daniel F S Choi |
Optimal discrete hedging in the Heston Stochastic Volatility Model Toby Daglish and Chris Neely |
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| Venture Capitalist and the Innovation Process Simona Fabrizi, Steffen Lippert , Pehr-Johan Norback, Lars Persson |
Discretionary accruals, hedging and firm Value Yan Zhang, Pinghsun Huang , Donald R Deis, Jacquelyn Sue Moffitt |
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| The Impact of Search and Holding Costs on Persistent Mispricing: New Evidence Ben R. Marshall |
Default risk in the U.S. Mortgage Market Toby Daglish, Jon Garfinkel and Jarjisu Sa-Aadu |
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| Estimating Betas: Firm Specific Estimates, Industry Averages and Combined Estimates Martin Lally |
Earnings and Dividend Information Contained in Bond Rating Changes Steven T Anderson, Gurmeet S Bhabra, Harjeet S. Bhabra, Asjeet S. Lamba |
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| 11.00am - 12.30pm | Session 4A Market Microstructure II Venue: WF702 Chair: Ting Yang |
Session 4B Pay Matters and Others Venue: WF703 Chair: Alireza Tourani-Rad |
| Stock Market Volatility and Assessing Information Content Present in the
S&P/ASX 200 Index Option Prices Klaus E. Buhr, Xiaoming Li, Lawrence C. Rose |
Pay Peanuts and get Monkeys? Evidence from Academia Glenn Boyle |
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| An empirical analysis of the NZX’s price Query system Alistair Marsden, Russell Poskitt, Yan (Cherry) Wang |
Payday Matters: A Look at Trader Behavior Within Pay Cycles Ryan Garvey and Fei Wu |
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| Price Limits Are Not Always Bad Haina Ding, Nuttawat Visaltanachoti |
What is in a name? Evidence from Chinese firms during the Technology Boom Henk Berkman, Nick Nguyen, Liping Zou |
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