Publications

by members of

Department of Economics and Finance
College of Business
Massey University
Albany, New Zealand

Working papers

2008

1. Fabrizi, Simona & Lippert, Steffen & Norbäck, Peh & Persson, Lars, 2008. "Venture Capitalists, Asymmetric Information, and Ownership in the Innovation Process," Working Paper Series 776, Research Institute of Industrial Economics. [Downloadable!]

2007

1. Simona Fabrizi & Steffen Lippert, 2007. "On Moral Hazard and Joint R&D," Keele Economics Research Papers KERP 2007/03, Centre for Economic Research, Keele University. [Downloadable!]
2. Fabrizi, Simona & Lippert, Steffen & Norback, Pehr-Johan & Persson, Lars, 2007. "Venture Capitalists, Asymmetric Information and Ownership in the Innovation Process," MPRA Paper 6265, University Library of Munich, Germany. [Downloadable!]

2006

1. Berka, Martin, 2006. "Non-linear adjustment in law of one price deviations and physical characteristics of goods," MPRA Paper 8606, University Library of Munich, Germany, revised Dec 2007. [Downloadable!]

2005

1. Berka, Martin, 2005. "General Equilibrium Model of Arbitrage Trade and Real Exchange Rate Persistence," MPRA Paper 234, University Library of Munich, Germany, revised 06 May 2008. [Downloadable!]
2. K Peren Arin & Faik Koray, 2005. "Fiscal Policy and Economic Activity: U.S. Evidence," Macroeconomics 0508024, EconWPA. [Downloadable!]
3. K. Peren Arin & Faik Koray, 2005. "Fiscal Policy And Economic Activity: Us Evidence," CAMA Working Papers 2005-09, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
4. Mehmet Ulubasoglu & K. Peren Arin, 2005. "Leviathan Resists: The Endogenous Relationship Between Privatisation and Firm Performance," Economics Series 2005_17, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]

2004

1. Simona Fabrizi & Steffen Lippert, 2004. "How much efficiency gains and price reductions for an efficiency defense?," DFAEII Working Papers 200404, University of the Basque Country - Department of Foundations of Economic Analysis II. [Downloadable!]
2. Simona Fabrizi & Steffen Lippert, 2004. "Moral Hazard and the Internal Organization of Joint Research," Discussion Papers 18, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]

2003

1. Simona Fabrizi & Steffen Lippert, 2003. "Moral Hazard and the Internal Organization of Joint Research," DFAEII Working Papers 200310, University of the Basque Country - Department of Foundations of Economic Analysis II, revised 28 Jun 2006. [Downloadable!]
2. Simona Fabrizi & Bruno Wertlen, 2003. "Roaming in the Mobile Internet: when coverage sharing agreements call for regulation," DFAEII Working Papers 200309, University of the Basque Country - Department of Foundations of Economic Analysis II, revised 28 Jun 2006. [Downloadable!]

1994

1. Koedijk, K.G. & Stork, P.A. & de Vries, C., 1994. "Between Realignments and Intervention: the Belgian Franc in the European Monetary System," Papers 94-001, Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).

1991

1. Stork, P. & Viaene, J.M., 1991. "Policy Optimization Using a Lexicographic Preference Ordering," Papers 9106-g, Erasmus University of Rotterdam - Institute for Economic Research.

Undated

1. H Armstrong, R de Kervenoael, Xiao-Ming Li and R Read, . "A Comparision of the economic performance of different micro-states and between micro-states and larger countries," Working Papers ec9/97, Department of Economics, University of Lancaster.
2. Faik Koray & K. Peren Arin, . "International Transmission of Fiscal Shocks: An Empirical Investigation," Departmental Working Papers 2006-03, Department of Economics, Louisiana State University. [Downloadable!]

Journal articles

2009

1. Martin Berka, 2009. "Nonlinear Adjustment in Law of One Price Deviations and Physical Characteristics of Goods," Review of International Economics, Blackwell Publishing, vol. 17(1), pages 51-73, 02. [Downloadable!] (restricted)
2. Qing Xu & Xiao-Ming Li, 2009. "Estimation of dynamic asymmetric tail dependences: an empirical study on Asian developed futures markets," Applied Financial Economics, Taylor and Francis Journals, vol. 19(4), pages 273-290. [Downloadable!] (restricted)
3. Bahar Araz-Takay & K. Peren Arin & Tolga Omay, 2009. "The Endogenous And Non-Linear Relationship Between Terrorism And Economic Performance: Turkish Evidence," Defence and Peace Economics, Taylor and Francis Journals, vol. 20(1), pages 1-10. [Downloadable!] (restricted)
4. Arin, K. Peren & Mamun, Abdullah & Purushothman, Nanda, 2009. "The effects of tax policy on financial markets: G3 evidence," Review of Financial Economics, Elsevier, vol. 18(1), pages 33-46, January. [Downloadable!] (restricted)
5. Kerim Peren Arin & Timur Han Gur, 2009. "Exchange rate versus monetary aggregate targeting: the Turkish case," Applied Economics, Taylor and Francis Journals, vol. 41(16), pages 2085-2092. [Downloadable!] (restricted)
6. K. Arin & Mehmet Ulubaşoğlu, 2009. "Leviathan resists: the endogenous relationship between privatization and firm performance," Public Choice, Springer, vol. 140(1), pages 185-204, July. [Downloadable!] (restricted)
7. Z. Ayca Altintig & K. Peren Arin & Eberhard Feess & Christoph Schumacher, 2009. "YOU ARE ONE OF US NOW! HOW DO SHARE PRICES OF RIVALS REACT TO PRIVATIZATION? -super-* ," Journal of Industrial Economics, Blackwell Publishing, vol. 57(2), pages 265-293, 06. [Downloadable!] (restricted)
8. K. Arin & Faik Koray, 2009. "Beggar thy Neighbor? The Transmission of Fiscal Shocks from the US to Canada," Open Economies Review, Springer, vol. 20(3), pages 425-434, July. [Downloadable!] (restricted)
9. Ho, Chienwei & Hung, Chi-Hsiou, 2009. "Investor sentiment as conditioning information in asset pricing," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 892-903, May. [Downloadable!] (restricted)

2008

1. Xiao-Ming Li & Lawrence Rose, 2008. "Market integration and extreme co-movements in APEC emerging equity markets," Applied Financial Economics, Taylor and Francis Journals, vol. 18(2), pages 99-113. [Downloadable!] (restricted)
2. Xiao-Ming Li & Qing Xu, 2008. "Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets," Applied Financial Economics, Taylor and Francis Journals, vol. 18(3), pages 213-227. [Downloadable!] (restricted)
3. Li, Xiao-Ming & Zou, Li-Ping, 2008. "How do policy and information shocks impact co-movements of China's T-bond and stock markets?," Journal of Banking & Finance, Elsevier, vol. 32(3), pages 347-359, March. [Downloadable!] (restricted)
4. Arin, K. Peren & Ciferri, Davide & Spagnolo, Nicola, 2008. "The price of terror: The effects of terrorism on stock market returns and volatility," Economics Letters, Elsevier, vol. 101(3), pages 164-167, December. [Downloadable!] (restricted)

2007

1. Liping Zou & Lawrence C Rose & John F Pinfold, 2007. "Asymmetric Information Impacts: Evidence From The Australian Treasury-Bond Futures Market," Pacific Economic Review, Blackwell Publishing, vol. 12(5), pages 665-681, December. [Downloadable!] (restricted)
2. Pukthuanthong-Le, Kuntara & Elayan, Fayez A. & Rose, Lawrence C., 2007. "Equity and debt market responses to sovereign credit ratings announcement," Global Finance Journal, Elsevier, vol. 18(1), pages 47-83. [Downloadable!] (restricted)

2006

1. Zou, Liping & Rose, Lawrence C. & Pinfold, John F., 2006. "Intra-night trading behaviour of Australian treasury-bond futures overnight options," International Review of Financial Analysis, Elsevier, vol. 15(4-5), pages 415-433. [Downloadable!] (restricted)
2. Anderson, Hamish D. & Rose, Lawrence C. & Cahan, Steven F., 2006. "Differential shareholder wealth and volume effects surrounding private equity placements in New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 14(4), pages 367-394, September. [Downloadable!] (restricted)
3. Marshall, Ben R. & Young, Martin R. & Rose, Lawrence C., 2006. "Candlestick technical trading strategies: Can they create value for investors?," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2303-2323, August. [Downloadable!] (restricted)
4. Xiao-Ming Li, 2006. "A Revisit Of International Stock Market Linkages: New Evidence From Rank Tests For Nonlinear Cointegration," Scottish Journal of Political Economy, Scottish Economic Society, vol. 53(2), pages 174-197, 05. [Downloadable!] (restricted)
5. Kong-Jun Chen & Xiao-Ming Li, 2006. "Is Technical Analysis Useful For Stock Traders In China? Evidence From The Szse Component A-Share Index," Pacific Economic Review, Blackwell Publishing, vol. 11(4), pages 477-488, December. [Downloadable!] (restricted)
6. K. Arin & Faik Koray, 2006. "Are some taxes different than others? An empirical investigation of the effects of tax policy in Canada," Empirical Economics, Springer, vol. 31(1), pages 183-193, March. [Downloadable!] (restricted)
7. Okten, Cagla & Arin, K. Peren, 2006. "The Effects of Privatization on Efficiency: How Does Privatization Work?," World Development, Elsevier, vol. 34(9), pages 1537-1556, September. [Downloadable!] (restricted)

2005

1. Lynne Eagle & Lawrence Rose & Philip Kitchen & Jacinta Hawkins, 2005. "Regulatory Oversight or Lack of Foresight? Implications for Product Recall Policies and Procedures," Journal of Consumer Policy, Springer, vol. 28(4), pages 433-460, December. [Downloadable!] (restricted)
2. Xiao-Ming Li, 2005. "China'S Economic Growth: What Do We Learn From Multiple-Break Unit Root Tests?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 52(2), pages 261-281, 05. [Downloadable!] (restricted)
3. K. Arin & Sam Jolly, 2005. "Trans-Tasman Transmission of Monetary Shocks: Evidence From a VAR Approach," Atlantic Economic Journal, International Atlantic Economic Society, vol. 33(3), pages 267-283, September. [Downloadable!] (restricted)

2004

1. Hamish D. Anderson & Lawrence C. Rose & Steven F. Cahan, 2004. "Odd-lot Costs and Taxation Influences on Stock Dividend Ex-dates," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 31(9-10), pages 1419-1448. [Downloadable!] (restricted)
2. Xiao-Ming Li, 2004. "The Long-run and Short-run Multipliers of Fiscal Policy in the Chinese Economy," Journal of Chinese Economic and Business Studies, Taylor and Francis Journals, vol. 2(2), pages 115-131, May. [Downloadable!] (restricted)

2003

1. Meyer, Thomas O. & Rose, Lawrence C., 2003. "The persistence of international diversification benefits before and during the Asian crisis," Global Finance Journal, Elsevier, vol. 14(2), pages 217-242, July. [Downloadable!] (restricted)
2. Xiao-Ming Li, 2003. "Time-varying Informational Efficiency in China's A-Share and B-Share Markets," Journal of Chinese Economic and Business Studies, Taylor and Francis Journals, vol. 1(1), pages 33-56, January. [Downloadable!] (restricted)
3. Xiao-Ming Li, 2003. "China: Further Evidence on the Evolution of Stock Markets in Transition Economies," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(3), pages 341-358, 08. [Downloadable!] (restricted)
4. Kerim Peren Arin & Cagla Okten, 2003. "The determinants of privatization prices: evidence from Turkey," Applied Economics, Taylor and Francis Journals, vol. 35(12), pages 1393-1404, August. [Downloadable!] (restricted)

2002

1. Li, Xiaoming & Xu, Jian, 2002. "A Note on New Zealand Stock Market Efficiency," Applied Economics Letters, Taylor and Francis Journals, vol. 9(13), pages 879-83, October. [Downloadable!] (restricted)

2001

1. Pinfold, John F. & Wilson, William R. & Li, Qiuli, 2001. "Book-to-market and size as determinants of returns in small illiquid markets: the New Zealand case," Financial Services Review, Elsevier, vol. 10(1-4), pages 291-302. [Downloadable!] (restricted)
2. Hamish Anderson & Steven Cahan & Lawrence C. Rose, 2001. "Stock Dividend Announcement Effects in an Imputation Tax Environment," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 28(5-6), pages 653-669. [Downloadable!] (restricted)
3. Li, Xiaoming, 2001. "Government Revenue, Government Expenditure, and Temporal Causality: Evidence from China," Applied Economics, Taylor and Francis Journals, vol. 33(4), pages 485-97, March. [Downloadable!] (restricted)

2000

1. Andrew K. Prevost & Lawrence C. Rose & Gary Miller, 2000. "Derivatives Usage and Financial Risk Management in Large and Small Economies: A Comparative Analysis," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 27(5&6), pages 733-759. [Downloadable!] (restricted)
2. Li, Xiaoming, 2000. "Reforming China's financial system and monetary policies: a sovereign remedy for locally initiated investment expansion?," Journal of Development Economics, Elsevier, vol. 62(2), pages 423-443, August. [Downloadable!] (restricted)
3. Li, Xiao-Ming, 2000. "The Great Leap Forward, Economic Reforms, and the Unit Root Hypothesis: Testing for Breaking Trend Functions in China's GDP Data," Journal of Comparative Economics, Elsevier, vol. 28(4), pages 814-827, December. [Downloadable!] (restricted)

1999

1. Wilkinson, Katherine J & Rose, Lawrence C & Young, Martin R, 1999. "Comparing the Effectiveness of Traditional and Time Varying Hedge Ratios Using New Zealand and Australian Debt Futures Contracts," The Financial Review, Eastern Finance Association, vol. 34(3), pages 79-94, August.

1998

1. Smith, Paul & Gronewoller, Paul & Rose, Lawrence C., 1998. "Pricing efficiency on the New Zealand Futures and Options Exchange," Journal of Multinational Financial Management, Elsevier, vol. 8(1), pages 49-62, January. [Downloadable!] (restricted)
2. Armstrong, H. & De Kervenoael, R. J. & Li, X. & Read, R., 1998. "A comparison of the economic performance of different micro-states, and between micro-states and larger countries," World Development, Elsevier, vol. 26(4), pages 639-656, April. [Downloadable!] (restricted)
3. Kees G. Koedijk & Philip A. Stork & Casper G. De Vries, 1998. "An EMS target zone model in discrete time," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(1), pages 31-48. [Downloadable!]

1997

1. Li, Xiaoming, 1997. "Consumption Demand, Saving Behaviour and Rational Expectations: An Application of Disequilibrium Modelling to China 1952-92," Applied Economics, Taylor and Francis Journals, vol. 29(11), pages 1411-24, November. [Downloadable!] (restricted)

1996

1. Li, Xiaoming & Ma, Yue, 1996. " Financial Reforms and Regional Investment Conflicts in China: A Game-Theoretic Analysis," Economic Change and Restructuring, Springer, vol. 29(2), pages 117-30.

1995

1. Cochran, Bruce & Rose, Lawrence C. & Fraser, Donald R., 1995. "A market evaluation of FDIC assisted transactions," Journal of Banking & Finance, Elsevier, vol. 19(2), pages 261-279, May. [Downloadable!] (restricted)
2. Koedijk, Kees G. & Mizrach, Bruce & Stork, Philip A. & de Vries, Casper G., 1995. "New evidence on the effectiveness of foreign exchange market intervention," European Economic Review, Elsevier, vol. 39(3-4), pages 501-508, April. [Downloadable!] (restricted)

1994

1. Koedijk, Kees G. & Stork, Philip A., 1994. "Should we care? psychological barriers in stock markets," Economics Letters, Elsevier, vol. 44(4), pages 427-432, April. [Downloadable!] (restricted)

1992

1. Stork, P. & Viaene, J. -M., 1992. "Policy optimization by lexicographic preference ordering," Journal of Policy Modeling, Elsevier, vol. 14(5), pages 655-673, October. [Downloadable!] (restricted)
2. Koedijk, Kees G. & Stork, Philip A. & de Vries, Casper G., 1992. "Differences between foreign exchange rate regimes: The view from the tails," Journal of International Money and Finance, Elsevier, vol. 11(5), pages 462-473, October. [Downloadable!] (restricted)

This page was last updated on 2009-12-2.