Hamish D. Anderson

Massey University - School of Economics and Finance

Dr

New Zealand

SCHOLARLY PAPERS

24

DOWNLOADS

4,780

CITATIONS

31

Scholarly Papers (24)

1.

Size, Book/Market Ratio and Risk Factor Returns: Evidence from China A-Share Market

Number of pages: 37 Posted: 10 May 2006
Jianguo Chen, Kwong Leong Kan and Hamish D. Anderson
Massey University - School of Economics and Finance, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 469 (46,500)
Citation 3

Abstract:

Size, Book-to-market, Risk Factors, China, Shenzhen, Shanghi

2.

Block Trade Price Asymmetry and Changes in Depth: Evidence from the Australian Stock Exchange

Massey University, Department of Finance, Banking & Property Working Paper No. 02-02
Number of pages: 35 Posted: 06 May 2002
Hamish D. Anderson, Saphhire Cooper and Andrew K. Prevost
Massey University - School of Economics and Finance, Bank of New Zealand and Ohio University - Department of Finance
Downloads 396 (59,611)
Citation 4

Abstract:

Block Trades; Market Microstructure; Liquidity; Depth, Resiliency

3.

Firm Quality and the Placement Price of Private Equity

Number of pages: 17 Posted: 13 Mar 2007
Hamish D. Anderson and Lawrence C. Rose
Massey University - School of Economics and Finance and Massey University
Downloads 393 (58,175)
Citation 1

Abstract:

Private Equity, Pricing, Firm Quality, Regulation

4.

Differential Shareholder Wealth Effects of Private Equity Placements in New Zealand

Number of pages: 49 Posted: 22 Mar 2004
Hamish D. Anderson, Lawrence C. Rose and Steven F. Cahan
Massey University - School of Economics and Finance, Massey University and University of Auckland Business School
Downloads 315 (78,747)
Citation 7

Abstract:

Seasoned equity, private placements, shareholder wealth

5.

Discounted Private Placements in New Zealand: Exploitation or Fair Compensation?

Number of pages: 28 Posted: 08 Jun 2006
Hamish D. Anderson
Massey University - School of Economics and Finance
Downloads 281 (90,784)
Citation 2

Abstract:

Seasoned Equity, Private Equity, Placements, Regulation

6.

The Relationship between Capital Structure and Product Markets: Evidence from New Zealand

Review of Quantitative Finance and Accounting, Vol. 38, No. 1, 2012
Number of pages: 50 Posted: 08 Aug 2008 Last Revised: 05 Sep 2012
David J. Smith, Jianguo Chen and Hamish D. Anderson
Massey University - School of Economics and Finance, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 279 (83,699)
Citation 1

Abstract:

Capital structure, product markets, imperfect markets

7.

Time Diversification in Developed and Emerging Markets

Number of pages: 33 Posted: 12 Feb 2008 Last Revised: 10 May 2009
Hamish D. Anderson, Christopher B. Malone and Ben R. Marshall
Massey University - School of Economics and Finance, School of Economics and Finance, Massey University and Massey University - School of Economics and Finance
Downloads 261 (92,249)

Abstract:

stocks, bonds, value at risk, VaR, investment horizon, time diversification, time in the market, emerging markets

8.

Takeover Motives in a Weak Regulatory Environment Surrounding a Market Shock

Number of pages: 31 Posted: 13 Jun 2006
Hamish D. Anderson and Ben R. Marshall
Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 240 (102,851)

Abstract:

Mergers and Acquisitions Motives, Regulation, Stock Market Crash

9.

Stock Dividend Puzzles in China

Massey U. College of Business Research Paper No. 16
Number of pages: 49 Posted: 15 Jul 2010
Hamish D. Anderson, Jing Chi, Chayot Ing-aram and Lu Liang
Massey University - School of Economics and Finance, Massey University - School of Economics and Finance, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 218 (109,651)

Abstract:

Stock Dividends, China

10.

Odd-Lot Costs and Taxation Arguments for the Ex-Date Price Effects of Stock Dividends

Massey University, Department of Finance, Banking & Property Working Paper No. 02-04
Number of pages: 41 Posted: 22 Oct 2002
Hamish D. Anderson, Lawrence C. Rose and Steven F. Cahan
Massey University - School of Economics and Finance, Massey University and University of Auckland Business School
Downloads 215 (119,733)

Abstract:

Stock Dividends, Ex-dates, Imputation Tax, Odd-lot Costs

11.

Are New Zealand Chief Financial Officers the Poor Cousins of Their American Counterparts?

Massey University Department of Finance, Banking & Property WPS 01.1
Number of pages: 20 Posted: 25 May 2001
Massey University - School of Economics and Finance, Massey University - School of Economics and Finance, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 214 (119,733)

Abstract:

Capital budgeting; Project evaluation; Risk; Cost of capital

12.

Formative Assessment: Evaluating the Effectiveness of On-line Quizzes in a Core Business Finance Course

Massey U. College of Business Research Paper No. 2
Number of pages: 17 Posted: 16 Apr 2009
Hamish D. Anderson
Massey University - School of Economics and Finance
Downloads 175 (141,433)

Abstract:

Formative assessment, web enhanced, web delivery, online testing

13.

Partial Adjustment Towards Target Capital Structure: Evidence from New Zealand

Massey U. College of Business Research Paper No. 15
Number of pages: 45 Posted: 15 Jul 2010
David J. Smith, Jianguo Chen and Hamish D. Anderson
Massey University - School of Economics and Finance, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 171 (133,859)

Abstract:

Capital structure, speed of adjustment

14.

The Announcement and Implementation Reaction to China’s Margin Trading and Short Selling Pilot Programme

Number of pages: 39 Posted: 25 Jun 2012 Last Revised: 16 Aug 2012
Saqib Sharif, Hamish D. Anderson and Ben R. Marshall
Institute of Business Administration, Karachi, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 132 (153,654)
Citation 1

Abstract:

Short selling, Margin trading, China, Information asymmetry, Overvaluation, Volume

15.

Venture Capital Performance in China

Number of pages: 51 Posted: 21 Nov 2013
Qing (Sophie) Wang, Hamish D. Anderson and Jing Chi
Massey University - School of Economics and Finance, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 128 (127,688)
Citation 2

Abstract:

Venture Capital, Performance, Emerging Market, China

16.

Investment Returns Under Right- and Left-Wing Governments in Australasia

Number of pages: 31 Posted: 26 Apr 2007
Hamish D. Anderson, Christopher B. Malone and Ben R. Marshall
Massey University - School of Economics and Finance, School of Economics and Finance, Massey University and Massey University - School of Economics and Finance
Downloads 115 (193,320)
Citation 2

Abstract:

presidential puzzle, political cycle, investment returns, stock market, real estate market, property returns, bond market

17.

Initial Public Offerings (IPOs) on ChiNext: Good Investment or Not?

Number of pages: 45 Posted: 14 Mar 2013
Hamish D. Anderson, Jing Chi and Qing (Sophie) Wang
Massey University - School of Economics and Finance, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 96 (188,550)

Abstract:

ChiNext, initial public offerings, underpricing, underperformance

18.

Firm Financing Choices in a Thin, Capital Constrained Market

25th Australasian Finance and Banking Conference 2012
Number of pages: 37 Posted: 23 Jul 2012
David J. Smith, Jianguo Chen and Hamish D. Anderson
Massey University - School of Economics and Finance, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 37 (342,160)

Abstract:

Financing policy, capital structure

19.

Odd-lot Costs and Taxation Influences on Stock Dividend Ex-dates

Journal of Business Finance & Accounting, Vol. 31, No. 9-10, pp. 1419-1448, November 2004
Number of pages: 30 Posted: 29 Nov 2004
Hamish D. Anderson, Lawrence C. Rose and Steven F. Cahan
Massey University - School of Economics and Finance, Massey University and University of Auckland Business School
Downloads 23 (436,136)
Citation 3
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Abstract:

20.

Block Trade Price Asymmetry and Changes in Depth: Evidence from the Australian Stock Exchange

The Financial Review, Vol. 41, No. 2, pp. 247-271, May 2006
Number of pages: 25 Posted: 20 Nov 2006
Hamish D. Anderson, Saphhire Cooper and Andrew K. Prevost
Massey University - School of Economics and Finance, Bank of New Zealand and Ohio University - Department of Finance
Downloads 20 (451,720)
Citation 4
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Abstract:

21.

Stock Market Liquidity and Trading Activity: Is China Different?

Number of pages: 47 Posted: 04 Apr 2017 Last Revised: 29 Jun 2017
Rui Ma, Hamish D. Anderson and Ben R. Marshall
Massey University - School of Economics and Finance, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 0 (151,221)

Abstract:

Liquidity, trading activity, volume, stock market, China

22.

Risk Perceptions and International Stock Market Liquidity

29th Australasian Finance and Banking Conference 2016
Number of pages: 59 Posted: 25 May 2016 Last Revised: 10 Nov 2016
Rui Ma, Hamish D. Anderson and Ben R. Marshall
Massey University - School of Economics and Finance, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 0 (189,733)

Abstract:

liquidity, international stock markets, risk perception, VIX

23.

The Influence of Firm Financial Position and Industry Characteristics on Capital Structure Adjustment

Accounting & Finance, Vol. 55, Issue 4, pp. 1135-1169, 2015
Number of pages: 35 Posted: 18 Jan 2016
David J. Smith, Jianguo Chen and Hamish D. Anderson
Massey University - School of Economics and Finance, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 0 (568,632)
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Abstract:

Capital structure, Speed of adjustment

24.

Against the Tide: The Commencement of Short Selling and Margin Trading in Mainland China

Accounting & Finance, Vol. 54, Issue 4, pp. 1319-1355, 2014
Number of pages: 37 Posted: 18 Dec 2014
Saqib Sharif, Hamish D. Anderson and Ben R. Marshall
Institute of Business Administration, Karachi, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 0 (568,632)
  • Add to Cart

Abstract:

Short selling, Margin trading, Overvaluation, Liquidity, Volatility