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Testing for Financial Spillovers in Calm and Turmoil Periods
(University of Canterbury. Department of Economics and Finance, 2004)
In this paper, we investigate financial spillovers between stock markets during calm and turbulent times. We explicitly define financial spillovers and financial contagion in accordance with the economic literature and ...
Co-worker relationships and organisational misfit
(University of Canterbury. Management, 2009)
Employees perform better, are healthier, happier, and stay longer in environments in which they fit (Kristof-Brown, Zimmerman, & Johnson, 2005). In line with this, organizations wish to improve fit, and research has typically ...
Decomposing Volume for VWAP Strategies
(University of Canterbury. Department of Economics and Finance, 2006)
In this paper, we present a new methodology for modeling intraday volume which allows for a reduction of the execution risk in VWAP (Volume Weighted Average Price) orders. The results are obtained for the all stocks ...