Otago University Research Archive

Conference or Workshop Item (Seminar, Speech or Other Presentation)

Otago University Research Archive

Conference or Workshop Item (Seminar, Speech or Other Presentation)

 

Recent Deposits

  • Gallagher, Sarah K.J. (Conference or Workshop Item (Paper published in proceedings)Conference or Workshop Item (Poster), ASCILITE 2012, 2012)
    StudySmart is an online course designed for second year medical students at the University of Otago. This course was designed to replace a two hour library and information skills lab, and comprises a series of topics, tasks ...
  • Chen, Jianguo; Wang, Ruijing; Black, Carolyn (Conference or Workshop Item (Seminar, Speech or Other Presentation), University of Otago, Department of Finance, Seminar, 2006)
    We have estimated the cost of capital for the New Zealand listed non-finance corporate sector by the corporate internal rate of return method adopted by Fama and French (1999). The real IRR on value is 1.87% and IRR on ...
  • Tripe, David (Conference or Workshop Item (Seminar, Speech or Other Presentation), University of Otago Department of Finance Seminar Series, 2005)
    A super-efficiency model within Data Envelopment Analysis (DEA) was used to study the relative efficiency of New Zealand banks for the period 1996 to 2003. Evidence was found for improvement in efficiency, although it was ...
  • Białkowski, Jedrzej; Darolles, Serge; Le Fol, Gaëlle (Conference or Workshop Item (Seminar, Speech or Other Presentation), University of Otago, Department of Finance, Seminar, 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 included ...
  • Owens, John; Steigerwald, Douglas G (Conference or Workshop Item (Seminar, Speech or Other Presentation), University of Otago Department of Finance Seminar Series, 2004)
    We develop a microstructure model that, in contrast to previous models, allows one to estimate the frequency and quality of private information. In addition, the model produces stationary asset price and trading volume ...

... View More