13th - 14th February, 2020 download programme
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(last update 12 February, 2020)

Thursday 13th February 2020

Does FinTech Increase or Reduce Commercial Banks' Risk-taking? Evidence from China's Banking Sector
Mengfei Liua, Shaanxi Normal University
David Tripe, Massey University
Wei Jiang, Shaanxi Normal University
Zenglian Liu, Shaanxi Normal University
Wenmei Chen, Shaanxi Normal University

Discretionary Bank Capital Buffers
Martien Lubberink, Victoria University

Effects of competition on bank deposits: a cross-country analysis
Nikhil Srivastava, Massey University
David Tripe, Massey University
Mui Kuen Yuen

Effects of customers’ personal characteristics on the use of online banking in New Zealand
Saba Azeem, Massey University
David Tripe, Massey University
Claire Matthews, Massey University

Does a Change in the Information Environment Affect Labor Adjustment Costs?
Ben Marshall, Massey University
Justin Hung Nguyen, Victoria University of Wellington
Nhut H. Nguyen, Auckland University of Technology
Nuttawat Visaltanachoti, Massey University

How does policy uncertainty affect corporate diversification?
Khanh Hoang, National Economics University, Vietnam (updated February 2020)
Cuong Nguyen, Lincoln University
Hailiang Zhang, Kunming University of Science and Technology, China

Underwriting in the Australian IPO Markets: Determinants and Pricing
Alastair Marsden, The University of Auckland
Zoltan Murgulov, Monash University
S. Ghon Rhee, University of Hawai’i
Madhu Veeraraghavan, T A Pai Management Institute

What if dividends were tax-exempt? Evidence from a natural experiment
Dušan Isakov, University of Fribourg
Christophe Pérignon, HEC Paris
Jean-Philippe Weisskopf, Ecole hoteliere de Lausanne

Climate Disasters and Return Comovement
Rui Ma, La Trobe University
Ben Marshall, Massey University
Hung T. Nguyen, Massey University
Nhut H. Nguyen, Auckland University of Technology
Nuttawat Visaltanachoti, Massey University

Machine Valuation
Paul Geertsema, University of Auckland
Helen Lu, University of Auckland

The midterm election effect on US stock returns: is it a pan-market or a sectoral phenomenon?
Jedrzej Bialkowski, University of Canterbury
Moritz Wagner, University of Canterbury
Warwick Anderson, University of Canterbury

Expectation Formation in Financial Markets: Heterogeneity and Sentiment
Bart Frijns, Auckland University of Technology
Thanh Huynh, Monash Universty
Remco Zwinkels, Vrije Universiteit

The Role of Trust and Trading Frequency in Debt Decisions
Trang Phung, Massey University
Wei-Huei Hsu, Massey University
Michael Naylor, Massey University
Martin Young, Massey University

Investor Sentiment Dynamics, the Cross-section of Stock Returns and the MAX Effect
Muhammad Cheema, University of Waikato
Gilbert Nartea, University of Canterbury

Friday 14th February 2020To Top

Internationalization of Futures Markets: Lessons from China.
John Hua Fana, Griffith University
Adrian Fernandez-Perez, Auckland University of Technology
Ivan Indriawan, Auckland University of Technology
Neda Todorova, Griffith University 

The Implied Volatility Smirk in the Commodity Market
Xiaolan Jia, University of Otago
Xinfeng Ruan, University of Otago
Jin Zhang, University of Otago

Fear of Hazards in Commodity Futures Markets
Adrian Fernandez-Perez, Auckland University of Technology
Ana-Maria Fuertes, City University
Marcos Gonzalez-Fernandez, University of León
Joelle Miffre, Audencia Business School

Commodity Return Predictability: Evidence from Implied Variance, Skewness and their Risk Premia
Marinela Finta, University of Otago and Singapore Management University
José Ornelas, Banco Central do Brasil

Implied Volatility Smirk in the Australian Dollar Market
Connor Stuart, University of Otago
Sebastian Gehricke , University of Otago
Jin Zhang, University of Otago
Xinfeng Ruan, University of Otago

The Volatility Index and the Volatility Risk Premium in China
Tian Yue, University of Otago
Xinfeng Ruan, University of Otago
Sebastian Gehrick, University of Otago
Jin Zhang, University of Otago

Tail Risk in Equity Factors
Paul Geertsema, University of Auckland
Helen Lu, University of Auckland

Portfolio Style, Sorting, Diversification and Effectiveness of Asset Pricing Models
Saba Malik, Lincoln University

Climate Disasters and Insider Trading
Rui Ma, La Trobe University
Ben Marshall, Massey University
Hung Nguyen, Massey University
Nhut Nguyen, Auckland University of Technology
Nuttawat Visaltanachoti, Massey University

Informed Trading and Price Discovery in 90 Years
JinGi Ha, Auckland University of Technology
Jianfeng Hu, Auckland University of Technology

Ramadan Effect: Anomaly or Just Compensation for Liquidity
Jedrzej Bialkowski, University of Canterbury
Mona Yaghoubi, University of Canterbury

Do Analysts Learn From Each Other? – A New Approach to an Unresolved Question
Lin Cen, Chinese University of Hong Kong
Yuk Ying (Candie) Chang, Massey University
Sudipto Dasgupta, Chinese University of Hong Kong and CEPR

CEO Pay-Performance Sensitivity and Stock Return Variance: Evidence from New Zealand
Tyler Haslemore, University of Otago
Helen Roberts, University of Otago

Of Fogs and Bogs: Does Litigation Risk Make Financial Reports Less Readable?
Mark Humphery-Jenner, UNSW Business School
Yun Liu, Keck Graduate Institute
Vikram Nanda, University of Texas at Dallas
Sabatino Silveri, University of Memphis
Minxing Sun, Clemson University

Quality of Boards’ Decision, Corporate Governance and Firm Performance: A Study of European Firms
Nava Ramezanian, Auckland University of Technology
Dimitris Margaritis, University of Auckland

Married CEOs and stock price crash risk
Shushu Liao, Auckland University of Technology
Yangke Liu, Queen’s University Belfast