Paul Geertsema

University of Auckland - Department of Accounting and Finance

12 Grafton Rd

Private Bag 92019

Auckland, 1010

New Zealand

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 20,790

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Top 20,790

in Total Papers Downloads

2,344

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (9)

1.

The Correlation Structure of Anomaly Strategies

Number of pages: 55 Posted: 19 Jul 2017 Last Revised: 10 Aug 2018
Paul Geertsema and Helen Lu
University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
Downloads 687 (37,546)

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return predictability; anomalies; correlation; asset pricing; benchmark models; cluster analysis; machine learning

2.

Stata, Fast and Slow: Why Running Many Small Regressions in a Large Dataset Takes So Long; and What to Do About It

Number of pages: 19 Posted: 12 Apr 2014
Paul Geertsema
University of Auckland - Department of Accounting and Finance
Downloads 632 (41,997)

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Stata, statistical computing, large datasets, rolling window regressions, factor beta estimation

3.

Real Earnings Management Around CEO Turnovers

Number of pages: 52 Posted: 07 Dec 2015 Last Revised: 16 Dec 2018
Paul Geertsema, David H. Lont and Helen Lu
University of Auckland - Department of Accounting and Finance, University of Otago - Department of Accountancy and Finance and University of Auckland - Department of Accounting and Finance
Downloads 292 (106,215)
Citation 1

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CEO Turnover, Real Earnings Management, Abnormal Operating Performance, Discretionary Accruals

4.

Machine Valuation

Number of pages: 56 Posted: 07 Sep 2019
Paul Geertsema and Helen Lu
University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
Downloads 229 (136,511)

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valuation; asset pricing; return predictability; machine learning; gradient boosted trees

Fire Sales and Contagion in Financial Assets

Number of pages: 54 Posted: 13 Dec 2014
Paul Geertsema
University of Auckland - Department of Accounting and Finance
Downloads 91 (290,280)

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Fire sales, equilibrium, asset pricing, return predictability, contagion, game theory

Fire Sales and Contagion in Financial Assets

Number of pages: 70 Posted: 05 Dec 2011
Paul Geertsema
University of Auckland - Department of Accounting and Finance
Downloads 59 (372,848)

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Fire Sales, Contagion, Leverage, Game Theory

Stock Price Response to New CEO Earnings News

28th Australasian Finance and Banking Conference
Number of pages: 45 Posted: 20 Aug 2015 Last Revised: 23 Aug 2016
Paul Geertsema, David H. Lont and Helen Lu
University of Auckland - Department of Accounting and Finance, University of Otago - Department of Accountancy and Finance and University of Auckland - Department of Accounting and Finance
Downloads 145 (205,924)

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CEO Turnover, Unexpected Earnings, Earnings Response Coefficient, Meet and Beat Premium, Information Environment

Stock Price Response to New‐CEO Earnings News

Accounting & Finance, Vol. 58, Issue 3, pp. 849-883, 2018
Number of pages: 35 Posted: 17 Sep 2018
Paul Geertsema, David H. Lont and Helen Lu
University of Auckland - Department of Accounting and Finance, University of Otago - Department of Accountancy and Finance and University of Auckland - Department of Accounting and Finance
Downloads 1 (697,154)
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CEO turnover, Unexpected earnings, Earnings response coefficient, Meet and beat premium, Information environment

7.

A Game-Theoretic Model of Underpricing and Over-Subscription in Chinese IPO's

Number of pages: 9 Posted: 28 Nov 2015
Paul Geertsema and Helen Lu
University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
Downloads 86 (298,474)

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IPO Underpricing, Risk aversion, Game theory

8.

The Impact of SOX on Earnings Management Activities around CEO Turnovers

Number of pages: 56 Posted: 17 Dec 2018
Paul Geertsema, David H. Lont and Helen Lu
University of Auckland - Department of Accounting and Finance, University of Otago - Department of Accountancy and Finance and University of Auckland - Department of Accounting and Finance
Downloads 61 (361,642)

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CEO Turnover, SOX, Real Earnings Management, Discretionary Accruals

9.

Regulated Price and Demand in China’s IPO Market

Number of pages: 35 Posted: 16 Jul 2018 Last Revised: 31 May 2019
Paul Geertsema and Helen Lu
University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
Downloads 61 (361,642)

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Initial Public Offering; IPO Underpricing, IPO Oversubscription, Endogeneity, Simultaneous Equations, A-share Markets