Lawrence C. Rose

Massey University

Professor

Private Bag 102-904

North Shore Mail Centre

Auckland, 0745

New Zealand

SCHOLARLY PAPERS

23

DOWNLOADS
Rank 7,027

SSRN RANKINGS

Top 7,027

in Total Papers Downloads

11,441

SSRN CITATIONS
Rank 41,399

SSRN RANKINGS

Top 41,399

in Total Papers Citations

7

CROSSREF CITATIONS

14

Scholarly Papers (23)

1.

Market Timing with Candlestick Technical Analysis

Number of pages: 18 Posted: 16 Apr 2007 Last Revised: 14 Sep 2009
Ben R. Marshall, Martin R. Young and Lawrence C. Rose
Massey University - School of Economics and Finance, Massey University - School of Economics and Finance and Massey University
Downloads 5,691 (2,633)

Abstract:

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Market Timing, Candlesticks, Technical Analysis, Quantitative Investment

2.

A Network Theory of Financial Cascades

Number of pages: 33 Posted: 29 Jul 2008
Michael Naylor, Lawrence C. Rose and Brendan J. Moyle
Massey University - School of Economics and Finance, Massey University and Massey University - Department of Commerce
Downloads 448 (116,869)

Abstract:

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Information cascades, foreign exchange dynamics, complex networks, heterogeneous agents, simulation, financial risk

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 447 (117,181)
Citation 1

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Private Equity, Pricing, Firm Quality, Regulation

4.

Advertising in Mature Markets: Potentially Persuasive or Repurchase Reminder?

Massey University Department of Commerce Working Paper No. 03.16
Number of pages: 13 Posted: 13 May 2005
Lynne Eagle, Lawrence C. Rose and Philip J. Kitchen
Independent Author, Massey University and Hull University Business School (HUBS)
Downloads 406 (131,372)
Citation 1

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5.

Best Practice Corporate Governance? The Failure of Bridgecorp

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 32 Posted: 25 Nov 2010 Last Revised: 28 Jun 2011
William R. Wilson, John F. Pinfold and Lawrence C. Rose
Massey University - School of Economics & Finance, Massey University - Department of Commerce and Massey University
Downloads 404 (131,726)
Citation 2

Abstract:

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Corporate Governance, Prudential Regulation, Non-Bank Deposit-Takers, Financial Crisis

6.

Intangible Assets and Firm Diversification

Number of pages: 28 Posted: 18 Dec 2005
Christopher B. Malone and Lawrence C. Rose
School of Economics and Finance, Massey University and Massey University
Downloads 391 (136,672)

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Intangible Assets, Transactions costs, Internalisation, Mergers and Acquisitions, FDI

7.

Do International Diversification Benefits Continue Beyond the Portfolio Formation Period in a Small Market? Evidence for New Zealand Before and During the Asian Crisis

Number of pages: 37 Posted: 27 Jan 2001
Thomas O. Meyer and Lawrence C. Rose
Southeastern Louisiana University - Department of Marketing and Finance and Massey University
Downloads 371 (144,935)
Citation 1

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International diversification, efficient frontiers, unit trust investment, Asian crisis

8.

Lead Lag Direction and Price Discovery of the S&P/ASX 200 Share Price Index and the S&P/ASX 200 Index Options

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 50 Posted: 27 Aug 2007
Klaus Buhr, Lawrence C. Rose and Xiaoming Li
Massey University - School of Economics and Finance, Massey University and Massey University - School of Economics and Finance (Albany)
Downloads 366 (147,157)
Citation 3

Abstract:

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Causality, error correction, price discovery

9.

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
Downloads 327 (166,372)
Citation 5

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Seasoned equity, private placements, shareholder wealth

10.

Comparing Mean Variance Tests with Stochastic Dominance When Assessing International Portfolio Diversification Benefits

Massey University Commerce Working Paper No. 04.04
Number of pages: 36 Posted: 05 Feb 2007
Thomas O. Meyer, Xiaoming Li and Lawrence C. Rose
Southeastern Louisiana University - Department of Marketing and Finance, Massey University - School of Economics and Finance (Albany) and Massey University
Downloads 321 (169,646)
Citation 4

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Stochastic dominance, International diversification, Asian crisis

11.

Product Withdrawal Pandemonium: Marketing Communication Implications from the Pan Pharmaceuticals Product Withdrawals

Massey University Commerce Working Paper No. 04.10
Number of pages: 28 Posted: 19 May 2005
Independent Author, Massey University - Department of Commerce, Massey University and Hull University Business School (HUBS)
Downloads 313 (174,201)

Abstract:

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Medicine, alternative medicine, brand equity, product withdrawal, corporate reputation, crisis management

12.

Topology of Foreign Exchange Markets Using Hierarchical Structure Methods

Number of pages: 12 Posted: 10 Aug 2006
Michael Naylor, Lawrence C. Rose and Brendan J. Moyle
Massey University - School of Economics and Finance, Massey University and Massey University - Department of Commerce
Downloads 292 (187,434)
Citation 1

Abstract:

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minimal spanning tree, ultrametric hierarchical tree, taxonomy, econophysics, financial markets

13.

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
Downloads 226 (241,794)

Abstract:

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

14.

Market Discipline in New Zealand: Can Retail Depositors Exercise it?

Massey University Commerce Working Paper No. 04.23
Number of pages: 21 Posted: 13 May 2005
Lawrence C. Rose, John F. Pinfold and William R. Wilson
Massey University, Massey University - Department of Commerce and Massey University - School of Economics & Finance
Downloads 224 (243,829)
Citation 1

Abstract:

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Market discipline, New Zealand banks

15.

Partial Diversification May Enhance International Portfolio Return

Number of pages: 31 Posted: 22 Jan 2007 Last Revised: 09 May 2008
Mei Qiu, John F. Pinfold and Lawrence C. Rose
Massey University - Massey Business School, Massey University - Department of Commerce and Massey University
Downloads 223 (244,829)

Abstract:

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international portfolio returns, diversification, strategy, performance

16.

The Tail Risk of Emerging Stock Markets

Massey U. College of Business Research Paper No. 6
Number of pages: 29 Posted: 05 Jun 2009 Last Revised: 06 Jul 2009
Xiaoming Li and Lawrence C. Rose
Massey University - School of Economics and Finance (Albany) and Massey University
Downloads 190 (283,602)

Abstract:

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Emerging markets, Investable stocks, Noninvestable stocks, Tail risk, Tail dependence

17.

Determinants of Personal Financial Distress in New Zealand

Massey University Department of Commerce Working Paper No. 04.33
Number of pages: 21 Posted: 13 May 2005
Lawrence C. Rose and Larissa Allen
Massey University and Massey University - Department of Commerce
Downloads 190 (283,602)

Abstract:

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Consumer debt, personal bankruptcy, court-administered repayment plan, survival analysis, Cox proportional hazards regression, New Zealand

18.

The Trading Behaviour of Australian Treasury Bond Futures Overnight Options and the Impact of Their Introduction

Massey University, Department of Commerce Working Paper Series No. 03.04
Number of pages: 33 Posted: 17 May 2005
Lawrence C. Rose, John F. Pinfold and Liping Zou
Massey University, Massey University - Department of Commerce and School of Economics and Finance, Massey Univeristy, Albany
Downloads 162 (327,827)

Abstract:

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19.

Privatisation in the New Zealand Stock Market: An Empirical Analysis

Massey University Commerce Working Paper No. 02.18
Number of pages: 35 Posted: 19 May 2005
Jarrod Kerr and Lawrence C. Rose
Securities Industry Research Centre of Asia Pacific (SIRCA) and Massey University
Downloads 149 (349,585)

Abstract:

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20.

Is it Market-Discipline or Self-Discipline? The Risk Return Relationship in New Zealand Retail Banks

Number of pages: 32 Posted: 25 Jan 2010
William R. Wilson, Lawrence C. Rose and John F. Pinfold
Massey University - School of Economics & Finance, Massey University and Massey University - Department of Commerce
Downloads 107 (452,947)

Abstract:

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Bank Prudential Regulation, Market-Discipline, Self-Disciline

21.

Moderating Risk in New Zealand Retail Banks

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 29 Posted: 25 Nov 2010
William R. Wilson, John F. Pinfold and Lawrence C. Rose
Massey University - School of Economics & Finance, Massey University - Department of Commerce and Massey University
Downloads 101 (468,982)

Abstract:

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Prudential regulation, bank disclosure, market discipline, self discipline, crisis

22.

Provincial Values: 'Solid As.... I'd Say!'

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 30 Posted: 20 Aug 2007
William R. Wilson, Lawrence C. Rose and John F. Pinfold
Massey University - School of Economics & Finance, Massey University and Massey University - Department of Commerce
Downloads 92 (502,006)

Abstract:

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Market Discipline, Non Bank Financial Institution, Finacial Crisis, New Zealand

23.

Equity and Debt Market Responses to Sovereign Credit Ratings Announcements

Global Finance Journal, Vol. 18, No. 1, 2007
Posted: 16 Jan 2009
Fayez A. Elayan, Kuntara Pukthuanthong and Lawrence C. Rose
Brock University-Goodman School of Business, University of Missouri, Columbia and Massey University

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Sovereign credit rating, Bond market reaction, Stock market reaction