11th - 12th February, 2021
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(last update 09 February, 2021)

Thursday 11th February 2021

Different safe harbors in different winds: Do safe havens differ when the oil price falls for different reasons?
Muhammad A. Cheema, University of Waikato
Robert Faff, University of Queensland
Michael Ryan, University of Waikato

A Note on Green Investment: Do Climate Disasters Matter?
Ben R. Marshall, Massey University
Nhut H. Nguyen, Auckland University of Technology
Nuttawat Visaltanachoti, Massey University
Martin Young, Massey University

The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk
Leon Li, University of Waikato

Customer Satisfaction and Stock Crash Risk
Jun Ma, University of Auckland

Life Lessons: Leaving Home and Financial Capability of Young Adults
Kayla Czar, Auckland University of Technology
Aaron Gilbert, Auckland University of Technology
Ayesha Scott, Auckland University of Technology

Academic Independent Director Resignations and Corporate R&D Investment: Evidence from China
Shaopeng Cao, Tianjin University
Ji (George) Wu, Massey University
Chunfeng Wang, Tianjin University
Xin Cui, Tianjin University

Tax, Credit, and Liquidity: Corporate Bond Spreads 1927-1940
Toby Daglish, Victoria University of Wellington

The Cross-section of Long-run Expected Stock Returns
Paul Geertsema, University of Auckland
Helen Lu, University of Auckland

Who Cares Wins: The Rise Of Socially Responsible Investing
Jedrzej Bialkowski, University of Canterbury
Moritz Wagner, University of Canterbury

Overlapping Committee Membership and Implied Cost of Equity Capital: Evidence from Australia
Borhan Bhuiyan, Massey University

Housing Forecasts: Is the Crowd Wiser?
Adrian Fernandez-Perez, Auckland University of Technology
Bart Frijns, Open University of the Netherlands
Alexandre Garel, Audencia Business School
Ivan Indriawan, Auckland University of Technology

Is Liquidity Risk priced in ETFs?
Geeta Duppati, University of Waikato
Energy Sonona, North-West University
Wedzerai Musvoto, North-West University

Audit Report Lag and Cost of Equity Capital
Md. Borhan Uddin Bhuiyan, Massey University
Yimei Man, University of Otago

The effect of dividend cancellations trigger by the Covid-19 pandemic: Evidence from Australia and New Zealand
Mei Qiu, Massey University
Xiao-Ming Li, Massey University

Health or wealth? New Zealand response to the Covid-19 pandemic and stock market performance
Olga Dodd, Auckland University of Technology
Shushu Liao, Auckland University of Technology

The slope of implied volatility curve of VIX options
Jungah Yoon, University of Otago
Xinfeng Ruan, University of Otago
Jin E. Zhang, University of Otago

Friday 12th February 2021To Top

The Dark Side of Reporting Credibility: Evidence from Intangible Investments
Griffin Geng, Victoria University of Wellington

The effect of mandatory CSR on firm’s risk: Evidence from India and 2% rule.
Abhishek Mukherjee, University of Waikato

Corporate Governance and Stock Market Liquidity: The case of Australia and New Zealand
Ameena Hassa, University of Canterbury
Mona Yaghoubi, University of Canterbury

Beta Estimation in New Zealand
Ben R. Marshall, Massey University
Nhut H. Nguyen , Auckland University of Technology
Nuttawat Visaltanachoti, Massey University

Value-at-Risk and the Cross Section of Emerging Market Hedge Fund Returns
Sara Ali, Auckland University of Technology
Ihsan Badshah, Auckland University of Technology
Riza Demirer, Southern Illinois University Edwardsville

Japanese monetary policy and its impact on stock market implied volatility during pleasant and unpleasant weather
Marinela Adriana Finta, University of Otago

Board structure and Microfinance Institutes’ financial performance
Dilip Kumar Jha, University of Waikato

Effects of Competition on Bank Deposit Funding
Nikhil Srivastava, Massey University
David Tripe, Massey University
Mui Kuen Yuen, Massey University

Geographic Diversification, Climate Vulnerabality and Credit Risk in Microfinance
(updated 25 January)
Iftekhar Ahmed, University of Otago
Ivan Diaz-Rainey, (University of Otago)
Helen Roberts, (University of Otago)

Do Female Directors Improve Performance? Evidence from New Zealand
Lucas Stovold, University of Otago
Helen Roberts, University of Otago

Relative Valuation with Machine Learning
Paul Geertsema, University of Auckland
Helen Lu, University of Auckland

Data breaches and firm credit risk
Kwabena Antwi Boasiako, Victoria University of Wellington
Michael O’Connor Keefe, Victoria University of Wellington

Are R&D Incentive Schemes Really Beneficial? Evidence from Stock Market Responses
Peter Huang, University of Waikato
Susanna Lu, University of Waikato
Mark Holmes, University of Waikato

The role of fundamentals and policy in New Zealand's carbon prices
Ling Liao, University of Otago
Ivan Diaz-Rainey, University of Otago
Sebastian A. Gehricke, University of Otago
Duminda Kuruppuarachchi, University of Otago

Market Segmentation: Before and After a Minimum Size for Trades in the Upstairs Market of the New Zealand Stock Exchange
Jedrzej Bialkowski, University of Canterbury
Sanghyun Hong, University of Canterbury
Moritz Wagner, University of Canterbury

Effects of human capital development on bank deposits
Nikhil Srivastava, Massey University
David Tripe, Massey University
Mui Kuen Yuen, Massey University

Time-varying bank risk: Forward-looking z-score
Bilal Hafeez, Massey University
Xiping Li, Xiamen National Accounting Institute
M. Humayun Kabir, Massey University
David Tripe, Massey University

The implied volatility smirk and variance risk premium
Wei Guo, University of Otago
Xinfeng Ruan, University of Otago
Sebastian A. Gehricke, University of Otago
Jin E. Zhang, University of Otago