12 Grafton Rd
Private Bag 92019
Auckland, 1010
New Zealand
University of Auckland Business School
Intraday momentum, return predictability, crude oil market, market timing strategy
Corporate Social Responsibility; CSR disclosure; Global Reporting Initiative; Valuation
Institutional Ownership; Investment Efficiency; Corporate Governance
Fokker-Planck equation, General equilibrium, Mean reversion, Real interest rate
customer concentration; corporate risk-taking; governmental major customer; threshold effects
short selling; corporate tax avoidance; monitoring; Chinese market
Awards, Corporate governance, Board of directors, Knights and dames
Corporate social responsibility, Financial performance, Disclosure tone, G10, M14, P17
Interest rate, Feller diffusion, Square root process, Uhlenbeck and Ornstein (O-U) process
Book value, Earnings momentum, Principal component, Real option
book value; earnings; momentum; principal component; real option