12 Grafton Rd
Private Bag 92019
Auckland, 1010
New Zealand
University of Auckland Business School
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Climate Risk, Market Valuation, Event Study, textual analysis, disclosure.
War, Peace, Volatility Puzzle, Stock Returns, International Crises
market efficiency, dividend, anomaly, dividend reinvestment plan, retail investors, sentiment, transaction costs, short sales, institutional ownership
China, corporate governance, enforcement, expropriation, political connections, investor
market efficiency, attention, sentiment, retail investors, transaction costs, short sale
block-holder identity, China, partial corporate control, partial privatization, privatization, State ownership, SOE
agency costs, bright lines, China, convergence, corporate governance, enforcement, expropriation, independent director, investor protection, minority shareholder, regulation, tunneling
Equity Premium, Volatility, Rare Disasters, International Political Crises, Consumption
block holder, China, expropriation, minority shareholder, Tobin's Q, tunneling
Block holder, China, connected party transaction, corporate governance, expropriation, related party transaction, Tobin's Q, tunneling
Event studies, earnings announcements, Compustat
Insider trading, Hedge funds, Private placements, Wall-crossing, Short-selling
Individual investors, informed trading, insider trading, information asymmetry, market efficiency, PIN
Climate Risk, Market Valuation, Government, President Trump, Event study, Climate change, Paris Agreement on Climate Change, Cost of Regulation
Informed trading, insider trading, information asymmetry, market efficiency, interlocking board, corporate director network, family network, social network analysis
market efficiency, short-sale restrictions, overpricing, earnings announcements, institutional ownership
Analyst Recommendation, International Asset Allocation, Aggregate Information, Stock Return Prediction
cost of liquidity, cybersecurity, cyber risk disclosure, hacker, adverse selection, bid ask spread, price impact, Amihud ratio, insider trading, probability of informed trading, private information, adverse selection
Informed Traders, Institutional Ownership, Short Selling, Earnings Announcements, Post Earnings Announcement Drift, PEAD
informed trading, information asymmetry, leakage, front running, tipping, insider trades, block trades, social networks, broker, analyst, fund manager, institutional investor
Cybersecurity, Cybersecurity awareness; Cyber breaches; Cyber risks; IT governance; Market valuations; Intangible assets
market efficiency, limits to arbitrage, short sale restrictions, institutional ownership, dispersion of opinions, overpricing
annual meeting, block holder, board of directors, cash-flow rights, control rights, corporate governance, incentive compensation, politics and finance, privatization, State ownership, State-owned enterprise, ultimate shareholder
Informed Traders, Institutional Ownership, Short Selling, Earnings Announcements
market efficiency, limits to arbitrage, short sale restrictions, institutional ownership, transaction costs, dispersion of opinions, disagreement, overpricing
market efficiency, speculation, disagreement, dispersion of opinions, limits to arbitrage, institutional ownership, short sale restrictions, overpricing, earnings announcements
Insider Trading, CAAR
ESG, option-implied expected return, crisis, trust, GFC, COVID-19
insider trading, brokers, analysts, fund managers, front running
Cross-listing, Bid-ask spreads, Price impact, Investor Protection
expected returns, options, asset pricing, international finance
Corporate Social Responsibility, Event Study, Replication, Validity Test, Japan
Climate change, environmental shareholder proposals, proxy filing, regression discontinuity, agency theory
Social Media, Stock Returns, Market Cap
COVID-19, Option implied market risk premium, Stock return decomposition, Disaster asset pricing
Analyst recommendation, Sentiment, International asset allocation, Aggregate information, Stock return prediction, GDP prediction
