Now showing items 1-20 of 187

    • ABC on Deals 

      Dufwenberg, M.; Servatka, M.; Vadovic, R. (University of CanterburyUniversity of Canterbury. Department of Economics and Finance, 2012)
      We develop, and experimentally test, a behavioral model of deal­making which includes binding contracts and informal agreements as distinct but related special cases. The key assumptions: people are mostly honest; they ...
    • Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview 

      Hammoudeh, S.; McAleer, M. (University of Canterbury. Department of Economics and Finance, 2014)
      Financial risk management is difficult at the best of times, but especially so in the presence of economic policy uncertainty. The purpose of this special issue on "Advances in Financial Risk Management and Economic Policy ...
    • Analyzing Fixed-event Forecast Revisions 

      Franses, P.H.; Chang, C.L.; McAleer, M. (College of Business and EconomicsUniversity of Canterbury. Department of Economics and Finance, 2011)
      It is common practice to evaluate fixed-event forecast revisions in macroeconomics by regressing current revisions on one-period lagged revisions. Under weak-form efficiency, the correlation between the current and one-period ...
    • Anarchy, Preferences, and Robust Political Economy 

      Crampton, E.; Taylor, B. (University of Canterbury. Economics., 2009)
      We consider the relative robustness of libertarian anarchy and liberal democracy to meddlesome preferences. Specifically, we examine how the liberty of those wishing to engage in externally harmless activities is affected ...
    • Another Look At What To Do With Time-Series Cross-Section Data 

      Reed, W.R.; Chen, X.; Lin, S. (Research Papers in EconomicsUniversity of Canterbury. Department of Economics and Finance, 2005)
      Our study revisits Beck and Katz’ (1995) comparison of the Parks and PCSE estimators using time-series, cross-sectional data (TSCS). Our innovation is that we construct simulated statistical environments that are designed ...
    • An Application of Correlation Clustering to Portfolio Diversification 

      Zhan, H.C.J.; Rea, W.; Rea, A. (University of Canterbury. Department of Economics and FinanceUniversity of Canterbury. Mathematics and Statistics, 2014)
      This paper presents a novel application of software developed for constructing a phylogenetic network to the correlation matrix for 126 stocks listed on the Shanghai A Stock Market. We show that by visualizing the ...
    • Article Influence Score = 5YIF divided by 2 

      Chang, C.-L.; McAleer, M.; Oxley, L. (College of Business and EconomicsUniversity of Canterbury. Department of Economics and Finance, 2010)
      This paper examines the novelty and usefulness of two new journal performance metrics, namely the Eigenfactor Score and Article Influence Score, using ISI data for 2009 for the 200 most highly cited journals in each of the ...
    • Assessment at the centre of strategies of [accountant] learning in groups, substantiated with qualitative reflections in student assessments 

      Dixon, K. (Munich Personal RePEc ArchiveUniversity of Canterbury. Department of Accounting and Information Systems, 2011)
      Having students learn and be assessed in groups is a means to develop among students intellectual and interactive skills/competencies described as generic or “wicked”, as well as of producing deeper learning of various ...
    • Assigning Grades During an Earthquake - Shaken or Stirred? 

      Hickson, S.; Agnew, S. (University of CanterburyUniversity of Canterbury. Department of Economics and Finance, 2011)
      In the event of an unanticipated disruption to normal life, universities tend to shift to an online environment in both delivery and assessment. Course instructors still need to assign grades despite not having the full ...
    • Asymmetric Realized Volatility Risk 

      Allen, D. E.; McAleer, M.; Scharth, M. (University of Canterbury. Department of Economics and Finance, 2014)
      In this paper we document that realized variation measures constructed from highfrequency returns reveal a large degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent ...
    • Boundary Algebra: A Simple Notation for Boolean Algebra and the Truth Functors 

      Meguire, P. (University of Canterbury. Department of Economics and Finance, 2007)
      Boundary algebra [BA] is a simpler notation for Spencer-Brown’s (1969) primary algebra [pa], the Boolean algebra 2, and the truth functors. The primary arithmetic [PA] is built up from the atoms, ‘()’ and the blank page, ...
    • Buybacks versus Ordinary Dividends: Marginal Investor Reactions to Cash-return Announcements 

      Anderson, W.; McLaughlin, S. (University of CanterburyUniversity of Canterbury. Department of Economics and Finance, 2013)
      This paper examines the stock price effect in New Zealand of announcements of increases in dividends and of share repurchases from 1993 to 2009. The results are related to the soft substitution hypothesis on Australian ...
    • Calculative practices in higher education: a retrospective analysis of curricular accounting about learning 

      Dixon, K. (MPRA Munich Personal RePEc ArchiveUniversity of Canterbury. Department of Accounting and Information Systems, 2009)
      Purpose – Accounting has been shown to figure variously in New Higher Education. However, despite their infant precursors having been labelled curricular accounting (Theodossin, 1986), accounting researchers have overlooked ...
    • The Centre Matters for the Periphery of Europe: The Predictive Ability of a GZ-Type Spread for Economic Activity in Europe 

      Guender, A.V.; Tolan, B. (University of CanterburyUniversity of Canterbury. Department of Economics and Finance, 2013)
      This paper examines whether information from bond markets provides a reliable signal for future economic activity in Europe. It evaluates the marginal predictive content and economic significance of a risk-adjusted ...
    • China's energy economy: a survey of the literature 

      Ma, H.; Oxley, L. (Department of Economics, Working PaperUniversity of Canterbury. Department of Economics and Finance, 2009)
      This paper reviews literature on China’s energy economics, focusing especially on: i) the relationship between energy consumption and economic growth, ii) China’s changing energy intensity, iii) energy demand and energy ...
    • China's energy situation and its implications in the New Millennium 

      Ma, H.; Oxley, L.; Gibson, J. (Department of EconomicsUniversity of Canterbury. Department of Economics and Finance, 2009)
      Many are interested in China’s energy situation, however, numerous energy related issues in China still remain unanswered, for example, what are the potential forces driving energy demand and supply? Previous reviews ...
    • China’s Energy Economy: Technical Change, Factor Demand and Interfactor/Interfuel Substitution 

      Ma, H.; Oxley, L.; Gibson, J.; Kim, B. (Department of EconomicsUniversity of Canterbury. Economics., 2008)
      With its rapid economic growth, China’s primary energy consumption has exceeded domestic energy production since 1994, leading to a substantial expansion in energy imports, particularly of oil. China’s energy demand has ...
    • Chinese Dairy Farm Performance and Policy Implications in the New Millennium 

      Ma, H.; Oxley, L.; Guo, S.; Tang, H.; Wu, Y.; Huang, J.; Rae, A.; Rozelle, S. (University of CanterburyUniversity of Canterbury. Department of Economics and Finance, 2011)
      China has significantly expanded its dairy cow numbers and increased its dairy processing capacity over the last five year in an attempt to meet increased demand for dairy products. China's net imports of dairy products, ...
    • Chinese overseas R&M performance and the go global policy 

      Gu, L.; Reed, W.R. (College of Business and EconomicsUniversity of Canterbury. Department of Economics and Finance, 2010)
      This paper investigates whether stock markets view Chinese M&As as increasing shareholder wealth. The subject is of interest given the influential role that the government plays in Chinese firms' overseas activities, and ...
    • Citations and Impact of ISI Tourism and Hospitality Journals 

      Chang, C-L.; McAleer, M. (College of Business and EconomicsUniversity of Canterbury. Department of Economics and Finance, 2011)
      The paper analyses the leading international journals in Tourism and Hospitality Research using quantifiable Research Assessment Measures (RAMs), highlights the similarities and differences in alternative RAMs, shows that ...