Lawrence C. Rose
Personal Details
First Name: Lawrence
Middle Name: C.
Last Name: Rose
Suffix:
RePEc Short-ID: pro171
Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
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Affiliation
- Department of Economics and Finance
College of Business
Massey University - Location: Albany, New Zealand
Homepage: http://commerce.massey.ac.nz/
Email:
Phone: (09) 441 8176
Fax: (09) 441 8177
Postal: Private Bag 102 904, North Shore Mail Centre, Auckland
Handle: RePEc:edi:dcmasnz (more details at EDIRC)
Works
Working papers
- Michael J. Naylor & Lawrence C. Rose & Brendan J. Moyle, 2006.
"Topology of Foreign Exchange Markets using Hierarchical Structure Methods,"
Papers
physics/0608084, arXiv.org, revised Nov 2006.
- Naylor, Michael J. & Rose, Lawrence C. & Moyle, Brendan J., 2007. "Topology of foreign exchange markets using hierarchical structure methods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 199-208.
Articles
- Qiu, Mei & Pinfold, John F. & Rose, Lawrence C., 2011. "Predicting foreign exchange movements using historic deviations from PPP," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 485-497, October.
- Wei-Huei Hsu & Abdullah Mamun & Lawrence Rose, 2010. "Size does matter! The intra-industry effect of bank loan ratings," Applied Financial Economics, Taylor and Francis Journals, vol. 20(23), pages 1807-1818.
- Wei-Huei Hsu & Abdullah Mamun & Lawrence C. Rose, 2010. "Lead bank quality and adverse rating announcements," Studies in Economics and Finance, Emerald Group Publishing, vol. 27(4), pages 340-357, October.
- Li, Xiao-Ming & Rose, Lawrence C., 2009. "The tail risk of emerging stock markets," Emerging Markets Review, Elsevier, vol. 10(4), pages 242-256, December.
- Marshall, Ben & Young, Martin & Rose, Lawrence, 2007. "Market timing with candlestick technical analysis," Journal of Financial Transformation, Capco Institute, vol. 20, pages 18-25.
- 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.
- Liping Zou & Lawrence C Rose & John F Pinfold, 2007. "Asymmetric Information Impacts: Evidence From The Australian Treasury-Bond Futures Market," Pacific Economic Review, Wiley Blackwell, vol. 12(5), pages 665-681, December.
- Naylor, Michael J. & Rose, Lawrence C. & Moyle, Brendan J., 2007.
"Topology of foreign exchange markets using hierarchical structure methods,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 382(1), pages 199-208.
- Michael J. Naylor & Lawrence C. Rose & Brendan J. Moyle, 2006. "Topology of Foreign Exchange Markets using Hierarchical Structure Methods," Papers physics/0608084, arXiv.org, revised Nov 2006.
- Xiao-Ming Li & Lawrence Rose, 2007. "Market integration and extreme co-movements in APEC emerging equity markets," Applied Financial Economics, Taylor and Francis Journals, vol. 18(2), pages 99-113.
- Christopher B. Malone & Lawrence C. Rose, 2006. "Intangible assets and firm diversification," International Journal of Managerial Finance, Emerald Group Publishing, vol. 2(2), pages 136-153, July.
- Anderson, Hamish & Rose, Lawrence, 2006. "Pricing effects of private seasoned equity issues in New Zealand's laissez-faire regulatory environment," Journal of Financial Transformation, Capco Institute, vol. 18, pages 71-78.
- 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.
- 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.
- 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.
- 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.
- 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, Wiley Blackwell, vol. 31(9-10), pages 1419-1448.
- 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.
- Hamish Anderson & Steven Cahan & Lawrence C. Rose, 2001. "Stock Dividend Announcement Effects in an Imputation Tax Environment," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 28(5-6), pages 653-669.
- 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, Wiley Blackwell, vol. 27(5&6), pages 733-759.
- 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.
- 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.
- 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.
Statistics
Most cited item
- 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, Wiley Blackwell, vol. 27(5&6), pages 733-759.
Most downloaded item (past 12 months)
- Li, Xiao-Ming & Rose, Lawrence C., 2009. "The tail risk of emerging stock markets," Emerging Markets Review, Elsevier, vol. 10(4), pages 242-256, December.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
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