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Programme for the 2020 New Zealand Finance Colloquium

Thursday 13th February | Friday 14th February

13th - 14th February, 2020 download programme

Thursday 13th February 2020

12:30pm - 1:30pm

Lunch and Registration
Venue: WF8 Lounge

1:30pm - 3:00pm

Stream One, Session One: Banking and Fintech
(Parallel Session 1 of 2)
Venue: WF710
Session Chair: TBC

 

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

 

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

1:30pm - 3:00pm

Stream One, SessionTwo:Corporate Finance
(Parallel Session 2 of 2)
Venue: WF711
Session Chair: TBC

 

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

 

How does policy uncertainty affect corporate diversification?
Khanh Hoang – National Economics University,
Cuong Nguyen, Lincoln University
Hailiang Zhang, Kunming University of Science and Technology

 

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

 

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

3:00pm - 3.30pm

To Top Coffee/Tea Break
Venue: WF8 Lounge

3:30pm - 5.30pm

Stream Two, Session One: Governance 1
(Parallel Session 1 of 2)

Venue: WF710
Session Chair: TBC

 

Lottery Demand and Stock Returns Preceding Earnings Announcements
Harvey Nguyen, Massey University
Cameron Truong, Monash University

 

Capital Structure as a Mediating Factor between Uncertainty, CSR, Stakeholder Interest and Financial Performance
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

 

Risk Sharing by Economic Sectors
Russell Gregory-Allen, Massey University
Faruk Balli, Massey University
Eleonora Pierucci, University of Basilicata

 

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

3:30pm - 5.30pm

Stream Two, Session Two: Behavioural Finance
(Parallel Session 2 of 2)

Venue: WF711
Session Chair: TBC

 

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

 

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

 

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

 

Investor sentiment and the economic policy uncertainty premium
Gilbert Nartea, University of Canterbury
Hengyu Bai, Massey University
Ji (George) Wu, Massey University

6:00pm - 8:30pm

To Top Dinner
Venue:TBC

Friday 14th February 2020To Top

8:30am - 9:00am

To Top Arrival Tea/Coffee
Venue: WF8 Lounge

09:00am - 10:30am

Stream Three, Session One: Commodities
(Parallel Session 1 of 2)

Venue: WF710
Chair: TBC

 

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

09:00am -10:30am

Stream Three, Session Two: Behavioural Finance II
(Parallel Session 2 of 2)

Venue: WF711
Session Chair: TBC

 

Bakshi, Kapadia, and Madan (2003) Risk-Neutral Moment Estimators
Pakorn Aschakulporn, University of Otago
Jin Zhang, University of Otago

 

Implied Volatility Smirk of the FXA ETF
Connor Stuart, University of Otago
Sebastian Gehricke , University of Otago
Jin Zhang, University of Otago
Xinfeng Ruan, University of Otago

 

The Chinese Volatility Index and the Volatility Risk Premium
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

10:30am - 11:00am

To Top Morning Tea
Venue: WF8 Lounge

11:00am - 12:00pm

Stream Four, Session One: Information and Anomalies
(Parallel Session 1 of 2)

Venue: WF710
Chair: TBC

 

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

11:00am - 12:00pm

Stream Four, Session Two: Governance II
(Parallel Session 2 of 2)

Venue:WF711
Chair: TBC

 

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

12:00pm - 1:00pm

To Top Lunch and Awards
Venue: WF8 Lounge

1:00pm

Colloquium concludes