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Search Results for Collection: Conference or Workshop Item (Seminar, Speech or Other Presentation)

Now showing items 1-7 of 7

CEO power, executive compensation and firm performance, New Zealand, 1997-2002

Roberts, Helen M (Conference or Workshop Item (Seminar, Speech or Other Presentation), University of Otago Department of Finance Seminar Series, 2005)

I use new data made available by the 1993 Companies Act to examine trends in CEO and non-CEO executive employee (NCEE) pay and related governance issues. Following mandatory disclosure on 1 July 1997, real CEO and NCEE ...
The cost of funds and bank efficiency through time

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 ...
House Prices, fundamentals and Inflation

Black, Angela; Hoesli, Martin; Fraser, Patricia (Conference or Workshop Item (Seminar, Speech or Other Presentation), University of Otago Department of Finance Seminar Series, 2005)

This paper studies actual house prices relative to fundamental house prices. Using UK data and a time-varying present value approach, we find that deviations of house prices from their fundamental value (as warranted by ...
Complexity and the character of stock returns: Empirical evidence and a model of asset prices based upon complex investor learning

Linn, Scott C; Tay, Nicholas S P (Conference or Workshop Item (Seminar, Speech or Other Presentation), University of Otago Department of Finance Seminar Series, 2005)

Empirical evidence on the distributional characteristics of common stock returns indicates: 1) A power-law with exponent > 2 describes the positive tail behavior of the survivor function of returns ( pr(r > x ) – x-u ) ...
Intelligent finance: A convergence of mathematical finance with technical and fundamental analysis (Notes from the First International Workshop on Intelligent Finance held in Melbourne, 13-14 Dec 2004)

Penckwitt, Andreas (Conference or Workshop Item (Seminar, Speech or Other Presentation), University of Otago Department of Finance Seminar Series, 2005)

Notes from the First International Workshop on Intelligent Finance, for discussion of research ideas. A Convergence of Mathematical Finance with Technical and Fundamental Analysis First International Workshop on Intelligent ...
How much do employee stock options really cost?

Boyle, Glenn; Clyne, Stefan; Roberts, Helen M (Conference or Workshop Item (Seminar, Speech or Other Presentation), University of Otago Department of Finance Seminar Series, 2005)

From 2007, New Zealand firms must report the cost of granting employee stock options (ESOs). Market-based option pricing models assume that options are continuously tradable and thus that option holders are indifferent to ...
Ratio spreads

Chaput, J Scott; Ederington, Louis H (Conference or Workshop Item (Seminar, Speech or Other Presentation), University of Otago Department of Finance Seminar Series, 2005)

Ratio spreads in which one buys X calls (or puts) at one strike and sells Y calls (puts) at a different strike where YX are among the most actively traded option combinations yet are only briefly mentioned in most derivatives ...