55 Wellesley St East
Auckland, Auckland 1010
New Zealand
Auckland University of Technology
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Arbitrage, Pairs Trading, ETF
G11, G12
Long-Term Expected Returns, Asset Allocation
Stop-Loss Rule, Risk Reduction
Bitcoin, Liquidity, Cryptocurrency
Cross-sectional stock returns, technical indicators, three factor Fama-French model, cross-sectional expected return determinants
Lottery Stocks, Stop-loss Rules, Trading Strategies, Individual Investors
Insider trading, climate disaster, investor behavior
Greenwashing, Machine Learning, FinBERT, Stock Returns, Operating Performance, Forced Turnover, CEO Incentives JEL Classification: G10
Firm characteristics, enduring momentum probability, momentum
Commodity, Liquidity, Commonality
Intraday, Event Study
ETFs; Portfolio Liquidity; Spillover; Arbitrage; Short Sale Constraints
Financial Markets, Carbon Dioxide Emissions
ETFs, Liquidity, Bid-Ask Spread, Forecasting
Frontier market, liquidity, transaction cost, diversification
Liquidity Measurement, Liquidity Proxy, Transaction Costs, Exchange Traded Funds, ETF
frontier market, liquidity proxy, transaction cost
Coronavirus, COVID-19, Pandemic, Culture, Disaster, Abnormal Return, Volatility
Comovement, climate event, disaster
ETFs; Portfolio Liquidity; Diversification
Marriage, Insider Trading, CEO, Opportunistic Behaviour, Corporate Governance
Leverage, Comovement, Clientele, Style Investment
Investor protection, Partial acquisitions, Mergers, Private benefits of control, Information asymmetry
Information Environment, Information Asymmetry, Labor Adjustment Costs
Resource Allocation, Corporate Investment, Chief Executive Officers (CEO), Upper Echelons Theory, Agency Conflict
Governance, Return Predictability, International Equity Markets, Information Diffusion, Slow Moving Capital
Firm level predictability, macroeconomic and technical predictors, principal component analysis (PCA), limits to arbitrage, cross-sectional predictability, business cycle.
Cross-listing, Bid-ask spreads, Price impact, Investor Protection
Long-Term Returns; Equity Returns; Bond Returns
Liquidity, Politics, Information Asymmetry, Economic Policy Uncertainty
Climate Disasters, Socially Responsible Investing, Mutual Funds
Extraversion, Personality Traits, Big Five, GFC, Crisis, CEO
Risk Taking, Decision Making, Investment Behavior, Vietnam
Asset Allocation, Stop-Loss Rule
Responsible Investors, Portfolio Manipulation, Window Dressing, Portfolio Pumping
stock returns, earnings, technical factors, macroeconomic announcements
Asset Classes, Jump Risk
Liquidity, transaction cost, order splitting
Short Selling, Institutional Investor, Brokers
fWHR, facial masculinity, muscular behaviors, finance scholars, research performance
Credit ratings, conflict of interest, political connections
Limits to Arbitrage, Information Diffusion, Cross-Asset Predictability
Beta, Cost of Capital
Risk aversion; Terrorist attacks; Default risk
CEOs, Disaster, Early-life experience, Environmental performance
Behavioural finance, Greed, Disposition effect, Individual decision-making
Media management; Corporate social responsibility; Business press
