Lawrence C. Rose

Massey University

Professor

Private Bag 102-904

North Shore Mail Centre

Auckland, 0745

New Zealand

SCHOLARLY PAPERS

25

DOWNLOADS
Rank 3,815

SSRN RANKINGS

Top 3,815

in Total Papers Downloads

10,019

CITATIONS
Rank 15,581

SSRN RANKINGS

Top 15,581

in Total Papers Citations

32

Scholarly Papers (25)

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 4,979 (1,479)
Citation 2

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 423 (67,193)

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 419 (67,946)
Citation 1

Abstract:

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Private Equity, Pricing, Firm Quality, Regulation

4.

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 359 (81,501)

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

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 358 (81,763)
Citation 1

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

6.

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 346 (85,097)
Citation 4

Abstract:

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

7.

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 322 (92,179)
Citation 11

Abstract:

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Seasoned equity, private placements, shareholder wealth

8.

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 313 (95,113)

Abstract:

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9.

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 282 (106,465)
Citation 3

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Causality, error correction, price discovery

10.

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 277 (108,511)

Abstract:

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

11.

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 239 (126,384)
Citation 8

Abstract:

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

12.

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 238 (126,909)
Citation 4

Abstract:

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Stochastic dominance, International diversification, Asian crisis

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 University of Auckland Business School
Downloads 219 (137,686)

Abstract:

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

14.

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 - College of Business, Massey University - Department of Commerce and Massey University
Downloads 199 (150,615)

Abstract:

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international portfolio returns, diversification, strategy, performance

15.

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 197 (152,113)
Citation 1

Abstract:

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Market discipline, New Zealand banks

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 165 (178,269)

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 148 (195,373)

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 139 (205,490)

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 126 (222,033)

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 90 (280,390)

Abstract:

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Bank Prudential Regulation, Market-Discipline, Self-Disciline

21.

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 70 (325,376)

Abstract:

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

22.

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 63 (343,943)

Abstract:

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

23.

Asymmetric Information Impacts: Evidence from the Australian Treasury-Bond Futures Market

Pacific Economic Review, Vol. 12, No. 5, pp. 665-681, December 2007
Number of pages: 17 Posted: 05 Nov 2007
Liping Zou, Lawrence C. Rose and John F. Pinfold
School of Economics and Finance, Massey Univeristy, Albany, Massey University and affiliation not provided to SSRN
Downloads 25 (487,241)
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24.

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 (498,233)
Citation 3
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25.

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

Abstract:

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Sovereign credit rating, Bond market reaction, Stock market reaction