13th - 14th February, 2014 download programme

Thursday 13th February 2014

Reading Between the Lines: Financial Reporting, Implied Corporate Social Responsibility and Corporate Financial Performance.
Christo Ferreira, Massey University
David K Ding, Massey University
Udomsak Wongchoti, Massey University

Does a Failure of Governance Really Matter? Stock Price Evidence from Australia
David Tripe, Massey University
Michael L McIntyre
Fanglin Chen

Inside the Network: Trading of Inside and Outside Stocks by Corporate Insiders
Henk Berkman, University of Auckland
Paul Koch, University of Kansas
P. Joakim Westerholm, University of Sydney

Regulatory Responses to Risks from Financial Innovation Following the GFC: Evidence from the G20
Ivan Diaz-Rainey, University of Otago
John K Ashton, Bangor University
Rosalind Whiting, University of Otago
Max Yap, University of Otago

How Practical Is Statistical Significance?
Alexander Molchanov, Massey University
Ben Jacobsen, Massey University
Cherry Zhang, Nottingham University Business School

The Predictive Power of Dividend Yields for Stock Returns: Risk Pricing or Mispricing?
Glenn Boyle, University of Canterbury
Yanhui Li, University of Canterbury

Predictability of Corporate Bond Returns: A Comprehensive Study
Hai Lin, Victoria University of Wellington
Chunchi Wu, State University of New York at Buffalo
Guofu Zhou, Washington University in St Louis

Optimal VWAP Tracking
Jedrzej Bialkowski, University of Canterbury
Daniel Mitchell, University of Texas at Austin
Stathis Tompaidis, University of Texas at Austin

The Capital Structure of Small Public Firms
Christina Atanasova, Simon Fraser University.
Evan Gatev, Simon Fraser University.
Daniel Shapiro, Simon Fraser University.

Do Good Starts Make Good Finishes? The Case of CEO Pay
Helena Cimerova, AUT University

Earnings Management around CEO Turnovers
Helen Lu, University of Otago
Paul Geertsema, University of Otago
David H Lont, University of Otago

The Relationship Between Firm Growth, Firm Cash Flow Volatility, Entrepreneurship and Values
Michael O'Connor Keefe, Victoria University of Wellington
James Tate, Victoria University of Wellington

High frequency exchange rate behaviour of the NZD/USD exchange rate in response to macroeconomic announcements
Alastair Marsden, University of Auckland
Mahesh Chhagan, PricewaterhouseCoopers

The Long-Run Performance of the New Zealand Stock Markets: 1899 - 2012
Bart Frijns, Auckland Centre for Financial Research (ACFR) and Auckland University of Technology
Alireza Tourani-Rad, Auckland Centre for Financial Research (ACFR) and Auckland University of Technology

Are CEOs Paid Like Bureaucrats? A Comparative Study of Public Sector Corporations and Publicly Listed Companies in New Zealand
Krishna Reddy, University of Waikato
Shuai Wang, University of Waikato

What in the world moves NZ bond yields?
Michelle Lewis, RBNZ
Lauren Rosborough

Friday 14th February 2014To Top

Financial Literacy and KiwiSaver Decisions
Aaron Gilbert, Auckland University of Technology, Auckland Centre for Financial Research
Ken Hyde, Auckland University of Technology
Alireza Tourani-Rad, Auckland University of Technology, Auckland Centre for Financial Research
Kyle Lee, Auckland University of Technology

Peer Effects and Asset Allocation
Annie Zhang, Auckland University of Technology
Ben Jacobsen, Massey University
Ben Marshall, Massey University

How do the Search Costs and Uncertainty Affect the Incentives to Search for Maximum Wages and Minimum Prices?
Jyh-Bang Jou, National Taiwan University
Tan Lee, University of Auckland

Financial Literacy and Participation in Risky Asset Markets: A Spurious Relationship?
Marco Eugster, University of Auckland

On Style-based Feedback Trading of Mutual Fund Managers
Bart Frijns, Auckland University of Technology, Auckland Centre for Financial Research
Aaron Gilbert, Auckland University of Technology, Auckland Centre for Financial Research
Remco Zwinkels, Erasmus University

Is the Disposition Effect Related to Momentum in the Chinese Stock Market?
Peiming Wang, Auckland University of Technology
Liu Liu Kong, University of Shanghai for Science and Technology
Min Bai, Auckland University of Technology

News Sentiment and Momentum
Thanh D Huynh, Queensland University of Technology
Daniel R Smith, Queensland University of Technology

Correlation and Lead-Lag Relationships in a Hawkes Microstructure Model
Jose Da Fonseca, AUT University
Riadh Zaatour, Ecole Centrale Paris

Short Sales Constraints and Price Adjustment to Earnings Announcements
Min Bai, Auckland University of Technology
Alireza Tourani-Rad, Auckland University of Technology
Yafeng Qin, Massey University

Estimating the distribution rate for imputation credits
Martin Lally, Victoria University of Wellington

Sources of Value in Mergers and Acquisitions
Reza Yaghoubi, University of Waikato
Stuart Locke, University of Waikato
Jenny Gibb, University of Waikato

Agency Costs of Equity and Accounting Conservatism: A Real Options Approach
Tan (Charlene) Lee, University of Auckland

Cross-hedging international milk-derived products
Jedrzej Bialkowski, University of Canterbury
Jan Koeman, University of Canterbury

Growth of Bitcoin Market in New Zealand: Red Flag or Fraud?
Noel Yahanpath, Eastern Institute of Technology
Zeb Wilton

Savvy Investments: Vineyard Development in New Zealand's Premier Wine Producing Region
Toby C Daglish, Victoria University
Guy W Robinson

Shattered Dreams: House Prices and New Zealand Monetary Policy
William Wilson, Massey University
Ishwarya Nalli, Massey University
Andrew Cardow, Massey University