Preliminary Programme for the 2012 PhD Symposium

The PhD symposium is on Wednesday 8th February (special sessions) and Thursday 9th February (PhD Presentations). The Finance Colloquium commences at the completion of the PhD symposium and participants are welcome to attend. The preliminary programme may change prior to the event.

Wednesday 8th February | Thursday 9th February

8th - 9th February, 2012 download programme (updated 7 February, 09:30am)
download Symposium Programme (updated 3 February, 2:00pm)

Wednesday 8th February 2012

09:00am - 10:.00am

Venue: QA1 Foyer

10:00am - 10:30am

PhD Symposium Opening and Welcome
Venue: QA1
Professor David Ding

10:30am - 12:00pm

Presentation - Current Research Issues in Finance
Venue: QA1
Professor Masulis

12:00pm - 1:00pm

Venue: QA1 Foyer

1:00pm - 3:00pm

Presentation - Empirical Research in Finance
Venue: QA1
Associate Professor Bart Frijns

3:00pm - 3:30pm

Afternoon Tea
Venue: QA1 Foyer

3:30pm - 5:30pm

Presentation - The Research Journey (Bright ideas, writing up, publication, referee reports etc)
Venue: QA1
Professor Masulis

5:30pm -

Venue: Study Centre Lounge

Thursday 9th February 2012To Top

8:00am - 10:00am

PhD Symposium - Session 1A
Venue:QB8 - Quad Block B (Level 3)


Do deal or target size matter?
Azilawati Banchit, University of Waikato
Discussant: Ben Jacobsen, Massey University


Against the tide: The commencement of short selling and margin trading in mainland China
Saqib Sharif, Massey University
Discussant: Russell Poskitt, The University of Auckland


The Halloween effect everywhere and all the time
Cherry Zhang, Massey University
Discussant: John Lee, The University of Auckland

8:00am - 10:00am

PhD Symposium - Session 1B
Venue: QB7, Quad Block B, level 2


Does corporate governance impact on the sustainable return of IPOs in New Zealand?
Gaoxiang Wang, University of Waikato
Discussant: David Ding, Massey University


Past Returns and Fund Selection
Annie Zhang, Massey University
Discussant: Henk Berkman, The University of Auckland


An empirical study on the determinants of capital structure in New Zealand listed firms
Nirosha Hewa Wellalage, University of Waikato
Discussant: Ting Yang, Auckland University of Technology

10:00am - 10:20am

Morning Tea
Venue: Quad B Staff Lounge, Level 3

10:30am - 12:30pm

PhD Symposium - Session 2A
Venue:QB8 - Quad Block B (Level 3)


Corporate Governance and Performance: A Study of Microfinance Institutions in South Asian Countries
Uzma Shahzad, Massey University
Discussant: Nuttawat Visaltanachoti, Massey University


Short-Selling Constraints and Asset-Pricing Models
Min Bai, Massey University
Discussant: Russell Gregory-Allen, Massey University


Fire sales and contagion in financial assets
Paul Geertsema, University of Auckland
Discussant: Leigh Roberts, Victoria University of Wellington

10:30am - 12:30pm

PhD Symposium - Session 2B
Venue: QB7 Quad Block B, level 2


Profitability of the Simple Technical Trading Rules: An Out-of-Sample Test
Jiali Fang, Massey University
Discussant: Alastair Marsden, The University of Auckland


Doing Nothing Wrong vs. Doing Nothing Right: The Effect of Peer Pressure on the Dynamic Process of Corporate Social Responsibility
Christo Ferreira, Massey University
Discussant: Ben Marshall, Massey University


Gradual Information Diffusion between Stock and Currency Markets
Helen Lu, Massey University
Discussant: Toby Daglish, Victoria University of Wellington