8th - 9th February, 2018 download programme
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(last update1 February, 2018)

Thursday 8th February 2018

The Cross-Sectional Variation of Skew Risk Premia
Xinfeng Ruan, University of Otago
Jin E. Zhang, University of Otago

Modeling VXX under jump diffusion with stochastic long-term mean
Sebastian Gehricke, University of Otago
Jin E. Zhang, University of Otago

Harvesting Commodity Styles: An Integrated Framework
Adrian Fernandez-Perez, Auckland University of Technology
Ana-Maria Fuertes, City University
Joelle Miffre, Audencia Business School

Properties and the Predictive Power of Implied Volatility in Dairy Market
Adrian Fernandez-Perez, Auckland University of Technology
Bart Frijns, Auckland University of Technology
Ilnara Gafiatullina, Auckland University of Technology
Alireza Tourani-Rad, Auckland University of Technology

Efficiency of New Zealand’s Spot FOREX Market after Twenty Four Years of Float
Sazali Abidin, Lincoln University
Azilawati Banchit, Universiti Teknologi Mara

Political Risk, Exchange Rate Return and Volatility
Tahir Suleman, Victoria University
Martin Berka, Massey University

Monetary policy and risk in the open economy
Anella Munro, RBNZ

International Conditional Policy Uncertainty
Toby Daglish, Victoria University

A Note on Intraday Event Studies
Ben Marshall, Massey University
Nhut H. Nguyen, Massey University
Nuttawat Visaltanachoti, Massey University

Revisiting the linkages between real estate and equity markets through the lens of a wavelet analysis
Cuong Nguyen, Lincoln University
Duc Khuong Nguyen, IPAG Business School
Ricardo Sousa, University of Minho & London School of Economics and Political Science
Gazi Salah Uddin, Linköping University

Policy Uncertainty and Market Liquidity
Huu Nhan Duong, Monash University
Chandrasekhar Krishnamurti, University of Southern Queensland
Justin Nguyen , Victoria University
My Nguyen, RMIT University
S. Ghon Rhee, University of Hawaii

Market Volatility, Liquidity Shocks, and Stock Returns: Worldwide Evidence
Rui Ma, Massey University
Hamish Anderson, Massey University
Ben Marshall, Massey University

Dividend Payout and Executive Compensation: Theory and evidence from New Zealand
Warwick Anderson, University of Canterbury
Nalinaksha Bhattacharyya, University of Alaska Anchorage
Cameron Morrill, University of Manitoba
Helen Roberts, University of Otago

Capital Structure as a Mediating Factor between Uncertainty, CSR, Stakeholder Interest and Financial Performance
Ahmed Imran Hunjra , University of Waikato
Peter Verhoeven, Queensland University of Technology
Stuart Locke, University of Waikato

Executives’ Gender and Prospect Theory
Saba Sehrish, Massey University
David Ding, Massey University
Nuttawat Visaltanachoti, Massey University

Share repurchases in different taxation systems
Rhys Allan, Victoria University
Michael Keefe, Michael O’Connor Keefe, Victoria University

The Financial Crisis and the Shadow Price of Bank Capital
Maryam Hasannasab, University of Auckland
Dimitris Margaritis, University of Auckland
Christos Staikouras, Athens University of Business and Economics

Do profitable banks really make a positive contribution to the economy? A study across ten Asia-Pacific countries
Vijay Kumar , University of Waikato

Market Power and Efficiency in Banking: The Case of USA and Canada
Salah U-Din, Massey University
David Tripe, Massey University
MH Kabir, Massey University

Operational Efficiency of Bank Loans and Deposits A Case Study of Vietnamese Banking System
Tram Nguyen, Massey University
David Tripe, Massey University
Thanh Ngo, Massey University

A New Perspective on the Performance of New Zealand Actively Managed Funds
Bart Frijns, Auckland University of Technology
Ivan Indriawan, Auckland University of Technology

Investing in the Rich of this World: Family Investment Trusts and their Performance
Philippe Masset, Ecole hôtelière de Lausanne
Jean-Philippe Weisskopf , Ecole hôtelière de Lausanne

Corporate Governance in Mutual Funds: The Impact of Holdings Disclosure
Russell Gregory-Allen, Massey University
Hatice Ozer-Balli, Massey University
Kathleen Thompson, BNZ Private Bank

Board of director compensation in China: To pay or not to pay? How much to pay?
Jeffrey Chen, Victoria University
Michael O’Connor Keefe, Victoria University

Friday 9th February 2018To Top

Investor Criteria of early stage ventures in New Zealand.
Hattaf Ansari, Massey University
David Tripe, Massey University 
William Wilson, Massey University

Firm Diversification Affects Liquidiy Management:The Role of Lines of Credit
Christina Atanasova, Simon Fraser University

Network Effects Across Equity Crowdfunding Platforms: Evidence from the New Zealand Market
James Murray, Ara Institute of Canterbury

How Financial Literacy and Demographic Variables Relate to Behavioral Biases
Satish Kumar, NITIE Mumbai, India

Hedge Fund factors and Survival Analysis: Evidence from Asia Pacific
Jianguo Chen, Massey University
Martin Young, Massey University
Mui Kuen Yuen, Massey University

Short and Sweet or Just Short? The Readability of Product Disclosure Statements
Aaron Gilbert, Auckland University of Technology
Ayesha Scott, Auckland University of Technology

How is investment efficiency related to investment transparency?
Jianguo Chen, Massey University
David Smith, Massey University
Carolyn Wirth, Massey University

Gambling in the Stock Market: The Motivations behind Excessive and Speculative Trading (updated 5 February 2018)
Ruben Cox, Erasmus University and Dutch Authority for the Financial Markets
Atcha Kamolsareeratana, Mahidol University
Roy Kouwenberg, Erasmus University and Mahidol University

The influence of investment volatility on capital structure and cash holdings
Mona Yaghoubi, Victoria University of Wellington
Michael O’Connor Keefe, Victoria University of Wellington

China and International Housing Price Growth
Yuk Ying Chang, Massey University
Hamish Anderson, Massey University
Song Shi, University of Technology Sydney

Investigation of systemic risk contribution using an accounting based measure
Xiping Li, Massey University
David Tripe, Massey University
David Smith, Massey University

Party Committee Secretary serving on corporate boards and firm bribery channels
Hamish Anderson, Massey University
Jing Liao, Massey University
Jingjing Yang, Guangdong University of Foreign Studies
Martin Young, Massey University

Turn of the Month Effect in the New Zealand Stock Market
Jun Chen, Auckland University of Technology
Bart Frijns, Auckland University of Technology
Ivan Indriawan, Auckland University of Technology
Haodong Ren, Auckland University of Technology

Prospect Theory and Earnings Manipulation: Examination of Non-Uniform Relation between Earnings Manipulation and Stock Returns Using Quantile Regression
Leon Li, University of Waikato

Is Artificial Intelligence the Oracle of Delphi for Stock Markets? Artificial Intelligence and Stock Market Predictability
Dulani Jayasuriya Daluwathumullagamage, University of Auckland

Trend momentum in corporate bonds
Hai Lin, Auckland University of Technology

Cultural diversity and capital structures of multinational firms
Bart Frijns, Auckland University of Technology
Alireza Tourani-Rad, Auckland University of Technology
Fan John Zhang, Auckland University of Technology

Do Mergers and Acquisitions Create Value? The Post-M&A Performance of Acquiring Firms in China and India
Krishna Reddy, Australian Institute of Business
Muhammad Qamar, Australian Institute of Business
Noel Yahanpath, Easter Institute of Technology