Paul Geertsema

University of Auckland - Department of Accounting and Finance

12 Grafton Rd

Private Bag 92019

Auckland, 1010

New Zealand

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 19,807

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Top 19,807

in Total Papers Downloads

2,646

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (10)

1.

The Correlation Structure of Anomaly Strategies

Number of pages: 90 Posted: 19 Jul 2017 Last Revised: 12 May 2020
Paul Geertsema and Helen Lu
University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
Downloads 716 (38,043)

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anomalies; correlation; cluster analysis; machine learning; asset pricing

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 668 (41,774)

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

3.

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 356 (90,957)

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

4.

Real Earnings Management Around CEO Turnovers

Number of pages: 52 Posted: 07 Dec 2015 Last Revised: 03 Jun 2020
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 309 (106,434)
Citation 2

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

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 95 (298,819)

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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 60 (390,689)

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Fire Sales, Contagion, Leverage, Game Theory

6.
Downloads 153 (208,574)
Citation 1

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 152 (210,114)

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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 (736,422)
Citation 1
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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 90 (306,812)

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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 86 (315,792)

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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 73 (347,738)

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

10.

Where Is the Risk in Risk Factors? Evidence from the Vietnam War to the COVID-19 Pandemic.

Number of pages: 34 Posted: 08 Jun 2020
Paul Geertsema and Helen Lu
University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
Downloads 40 (458,264)

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Risk factors; COVID-19; Bear markets; Short-sales constraints; Biased expectations