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Publications

by members of

University of Auckland → Business School → Department of Accounting and Finance

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2013

  1. Henk Berkman & Michael McKenzie & Patrick Verwijmeren, 2013, "Hole in the Wall: Informed Short Selling ahead of Private Placements," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-153/IV/DSF62, Oct.

2008

  1. Berkman, Henk & Cole, Rebel & Fu, Lawrence, 2008, "Political connections and minority-shareholder protection: Evidence from securities-market regulation in China," MPRA Paper, University Library of Munich, Germany, number 8087, Mar.

2007

  1. Berkman, Henk & Cole, Rebel & Fu, Lawrence, 2007, "Improving corporate governance where the State is the controlling block holder: Evidence from China," MPRA Paper, University Library of Munich, Germany, number 8088, Oct.

2005

  1. Henk, Berkman & Rebel, Cole & Fu, Lawrence, 2005, "Agency Conflicts, Expropriation and Firm Value: Evidence from Securities-Market Regulation in China," MPRA Paper, University Library of Munich, Germany, number 52619, Mar.

Journal articles

2025

  1. Alexandru Marcoci & David P. Wilkinson & Ans Vercammen & Bonnie C. Wintle & Anna Lou Abatayo & Ernest Baskin & Henk Berkman & Erin M. Buchanan & Sara Capitán & Tabaré Capitán & Ginny Chan & Kent Jason, 2025, "Predicting the replicability of social and behavioural science claims in COVID-19 preprints," Nature Human Behaviour, Nature, volume 9, issue 2, pages 287-304, February, DOI: 10.1038/s41562-024-01961-1.

2024

  1. Berkman, Henk & Jona, Jonathan & Soderstrom, Naomi, 2024, "Firm-specific climate risk and market valuation," Accounting, Organizations and Society, Elsevier, volume 112, issue C, DOI: 10.1016/j.aos.2024.101547.
  2. Berkman, Henk & Jona, Jonathan & Lodge, Joshua & Shemesh, Joshua, 2024, "The value impact of climate and non-climate environmental shareholder proposals," Journal of Corporate Finance, Elsevier, volume 89, issue C, DOI: 10.1016/j.jcorpfin.2024.102653.

2023

  1. Mihir Tirodkar & Henk Berkman, 2023, "Are polluters shunned? A study on the institutional ownership and returns of polluter stocks," The Financial Review, Eastern Finance Association, volume 58, issue 3, pages 513-537, August, DOI: 10.1111/fire.12338.
  2. Berkman, Henk & Malloch, Hamish, 2023, "Stock valuation during the COVID-19 pandemic: An explanation using option-based discount rates," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2021.106386.
  3. Henk Berkman & Paul Koch & P Joakim Westerholm & Jeffrey Pontiff, 2023, "The Other Insiders: Personal Trading by Brokers, Analysts, and Fund Managers," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 3, pages 481-522.

2021

  1. Henk Berkman & Michelle Li & Helen Lu, 2021, "Trust and the value of CSR during the global financial crisis," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 61, issue 3, pages 4955-4965, September, DOI: 10.1111/acfi.12721.

2020

  1. Berkman, Henk & Koch, Paul & Westerholm, P. Joakim, 2020, "Inside the director network: When directors trade or hold inside, interlock, and unconnected stocks," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105892.

2019

  1. Berkman, Henk & Yang, Wanyi, 2019, "Country-level analyst recommendations and international stock market returns," Journal of Banking & Finance, Elsevier, volume 103, issue C, pages 1-17, DOI: 10.1016/j.jbankfin.2019.03.018.
  2. Berkman, Henk & Jona, Jonathan & Soderstrom, Naomi, 2019, "Firm value and government commitment to combating climate change," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 297-307, DOI: 10.1016/j.pacfin.2018.11.003.
  3. Aman, Hiroyuki & Beekes, Wendy & Berkman, Henk & Bohmann, Marc & Bradbury, Michael & Chapple, Larelle & Chang, Millicent & Clout, Victoria & Faff, Robert & Han, Jianlei & Hillier, David & Hodgson, All, 2019, "Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 129-150, DOI: 10.1016/j.pacfin.2019.05.002.

2017

  1. Henk Berkman & Ben Jacobsen & John B. Lee, 2017, "Rare disaster risk and the expected equity risk premium," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 57, issue 2, pages 351-372, June.
  2. Berkman, Henk & Koch, Paul D., 2017, "DRIPs and the Dividend Pay Date Effect," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 4, pages 1765-1795, August.
  3. Berkman, Henk & Eugster, Marco, 2017, "Short on drugs: Short selling during the drug development process," Journal of Financial Markets, Elsevier, volume 33, issue C, pages 102-123, DOI: 10.1016/j.finmar.2017.02.001.
  4. Henk Berkman & Michael D. McKenzie & Patrick Verwijmeren, 2017, "Hole in the Wall: Informed Short Selling Ahead of Private Placements," Review of Finance, European Finance Association, volume 21, issue 3, pages 1047-1091.

2016

  1. Henk Berkman & Vidura Galpoththage, 2016, "Political connections and firm value: an analysis of listed firms in Sri Lanka," Pacific Accounting Review, Emerald Group Publishing Limited, volume 28, issue 1, pages 92-106, February, DOI: 10.1108/PAR-06-2014-0020.
  2. Henk Berkman & Randall Clement & Annie Zhang, 2016, "KiwiSaver risk indicators," New Zealand Economic Papers, Taylor & Francis Journals, volume 50, issue 1, pages 71-87, April, DOI: 10.1080/00779954.2015.1035670.

2014

  1. Henk Berkman & Paul D. Koch & P. Joakim Westerholm, 2014, "Informed Trading through the Accounts of Children," Journal of Finance, American Finance Association, volume 69, issue 1, pages 363-404, February.
  2. Henk Berkman & Rebel A. Cole & Lawrence J. Fu, 2014, "Improving corporate governance where the State is the controlling block holder: evidence from China," The European Journal of Finance, Taylor & Francis Journals, volume 20, issue 7-9, pages 752-777, September, DOI: 10.1080/1351847X.2012.671784.

2013

  1. Henk Berkman, 2013, "The Capital Asset Pricing Model: A Revolutionary Idea in Finance!," Abacus, Accounting Foundation, University of Sydney, volume 49, issue , pages 32-35, January, DOI: 10.1111/abac.2013.49.issue-s1.

2012

  1. Henk Berkman & Michael D. McKenzie, 2012, "Earnings Announcements: Good News for Institutional Investors and Short Sellers," The Financial Review, Eastern Finance Association, volume 47, issue 1, pages 91-113, February, DOI: j.1540-6288.2011.00322.x.
  2. Berkman, Henk & Koch, Paul D. & Tuttle, Laura & Zhang, Ying Jenny, 2012, "Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 47, issue 4, pages 715-741, August.

2011

  1. Henk Berkman & Carole Comerton‐Forde, 2011, "Market microstructure: A review from down under," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 51, issue 1, pages 50-78, March.
  2. Berkman, Henk & Jacobsen, Ben & Lee, John B., 2011, "Time-varying rare disaster risk and stock returns," Journal of Financial Economics, Elsevier, volume 101, issue 2, pages 313-332, August.
  3. Henk Berkman & Nick Nguyen & Liping Zou, 2011, "The value impact of name changes evidence from Chinese firms during the technology boom," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 9, issue 1, pages 85-96, DOI: 10.1080/14765284.2011.545590.

2010

  1. Berkman, Henk & Cole, Rebel A. & Fu, Lawrence J., 2010, "Political Connections and Minority-Shareholder Protection: Evidence from Securities-Market Regulation in China," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 6, pages 1391-1417, December.
  2. Berkman, Henk & Nguyen, Nhut H., 2010, "Domestic liquidity and cross-listing in the United States," Journal of Banking & Finance, Elsevier, volume 34, issue 6, pages 1139-1151, June.

2009

  1. Henk Berkman & Cameron Truong, 2009, "Event Day 0? After‐Hours Earnings Announcements," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 47, issue 1, pages 71-103, March, DOI: 10.1111/j.1475-679X.2008.00312.x.
  2. Berkman, Henk & Cole, Rebel A. & Fu, Lawrence J., 2009, "Expropriation through loan guarantees to related parties: Evidence from China," Journal of Banking & Finance, Elsevier, volume 33, issue 1, pages 141-156, January.
  3. Berkman, Henk & Dimitrov, Valentin & Jain, Prem C. & Koch, Paul D. & Tice, Sheri, 2009, "Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements," Journal of Financial Economics, Elsevier, volume 92, issue 3, pages 376-399, June.

2008

  1. Berkman, Henk & Koch, Paul D., 2008, "Noise trading and the price formation process," Journal of Empirical Finance, Elsevier, volume 15, issue 2, pages 232-250, March.

2005

  1. Berkman, Henk & Brailsford, Tim & Frino, Alex, 2005, "A note on execution costs for stock index futures: Information versus liquidity effects," Journal of Banking & Finance, Elsevier, volume 29, issue 3, pages 565-577, March.

2003

  1. John M. Charnes & Paul Koch & Henk Berkman, 2003, "Measuring Hedge Effectiveness For Fas 133 Compliance," Journal of Applied Corporate Finance, Morgan Stanley, volume 15, issue 4, pages 95-103, September, DOI: 10.1111/j.1745-6622.2003.tb00530.x.

2002

  1. Henk Berkman & Michael E. Bradbury & Phil Hancock & Clare Innes, 2002, "Derivative financial instrument use in Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 42, issue 2, pages 97-109, June, DOI: 10.1111/1467-629X.00069.
  2. Berkman, Henk & Lee, John Byong Tek, 2002, "The effectiveness of price limits in an emerging market: Evidence from the Korean Stock Exchange," Pacific-Basin Finance Journal, Elsevier, volume 10, issue 5, pages 517-530, November.

2001

  1. Aitken, Michael J. & Berkman, Henk & Mak, Derek, 2001, "The use of undisclosed limit orders on the Australian Stock Exchange," Journal of Banking & Finance, Elsevier, volume 25, issue 8, pages 1589-1603, August.

2000

  1. Henk Berkman & Farshid Navissi, 2000, "Rules Governing the Transfer of Ownership: Wealth Effects and the Influence of Ownership Structure," International Review of Finance, International Review of Finance Ltd., volume 1, issue 3, pages 229-244, September, DOI: 10.1111/1468-2443.00012.
  2. Henk Berkman & Laura Hayes, 2000, "The role of floor brokers in the supply of liquidity: An empirical analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 20, issue 3, pages 205-218, March.

1998

  1. Berkman, Henk & Eleswarapu, Venkat R., 1998, "Short-term traders and liquidity: a test using Bombay Stock Exchange data," Journal of Financial Economics, Elsevier, volume 47, issue 3, pages 339-355, March.
  2. Henk Berkman & Onno W. Steenbeek, 1998, "The influence of daily price limits on trading in Nikkei futures," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 18, issue 3, pages 265-279, May.

1996

  1. Henk Berkman & Michael E. Bradbury, 1996, "Empirical Evidence on the Corporate Use of Derivatives," Financial Management, Financial Management Association, volume 25, issue 2, Summer.
  2. Henk Berkman & Michael E. Bradbury & Stephen Magan, 1996, "An International Comparison of Derivatives," Financial Management, Financial Management Association, volume 25, issue 4, Winter.
  3. Berkman, Henk, 1996, "Large Option Trades, Market Makers, and Limit Orders," The Review of Financial Studies, Society for Financial Studies, volume 9, issue 3, pages 977-1002.

1994

  1. Berkman, Henk, 1994, "Trading systems and liquidity on securities markets: A study of the European Options Exchange," International Review of Financial Analysis, Elsevier, volume 3, issue 1, pages 93-96.

1990

  1. Henk Berkman, 1990, "Intraday Patterns in the Quoted Spread on the Options Exchange and the Influence of the Limit-Orderbook," Revue Économique, Programme National Persée, volume 41, issue 5, pages 789-798.

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