Details about Lawrence C. Rose

Access statistics for papers by Lawrence C. Rose.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pro171

Working Papers

2006

1. Topology of Foreign Exchange Markets using Hierarchical Structure Methods
   Papers, arXiv.org View citations (24)
   See also Journal Article Topology of foreign exchange markets using hierarchical structure methods, Physica A: Statistical Mechanics and its Applications, Elsevier (2007) View citations (50) (2007)

2005

2. Capital...taxed away
   Competition & Regulation Times, New Zealand Institute for the Study of Competition and Regulation

Journal Articles

2011

1. Predicting foreign exchange movements using historic deviations from PPP
   International Review of Economics & Finance, 2011, 20, (4), 485-497 View citations (6)

2010

2. Lead bank quality and adverse rating announcements
   Studies in Economics and Finance, 2010, 27, (4), 340-357
3. Size does matter! The intra-industry effect of bank loan ratings
   Applied Financial Economics, 2010, 20, (23), 1807-1818

2009

4. The tail risk of emerging stock markets
   Emerging Markets Review, 2009, 10, (4), 242-256 View citations (23)

2007

5. ASYMMETRIC INFORMATION IMPACTS: EVIDENCE FROM THE AUSTRALIAN TREASURY‐BOND FUTURES MARKET
   Pacific Economic Review, 2007, 12, (5), 665-681 View citations (1)
6. Equity and debt market responses to sovereign credit ratings announcement
   Global Finance Journal, 2007, 18, (1), 47-83 View citations (31)
7. Market integration and extreme co-movements in APEC emerging equity markets
   Applied Financial Economics, 2007, 18, (2), 99-113 View citations (4)
8. Market timing with candlestick technical analysis
   Journal of Financial Transformation, 2007, 20, 18-25 View citations (3)
9. Topology of foreign exchange markets using hierarchical structure methods
   Physica A: Statistical Mechanics and its Applications, 2007, 382, (1), 199-208 View citations (50)
   See also Working Paper Topology of Foreign Exchange Markets using Hierarchical Structure Methods, Papers (2006) View citations (24) (2006)

2006

10. Candlestick technical trading strategies: Can they create value for investors?
    Journal of Banking & Finance, 2006, 30, (8), 2303-2323 View citations (47)
11. Differential shareholder wealth and volume effects surrounding private equity placements in New Zealand
    Pacific-Basin Finance Journal, 2006, 14, (4), 367-394 View citations (15)
12. Financial survival analysis of defaulted debtors
    Journal of the Operational Research Society, 2006, 57, (6), 630-636 View citations (6)
13. Intangible assets and firm diversification
    International Journal of Managerial Finance, 2006, 2, (2), 136-153 View citations (2)
14. Intra-night trading behaviour of Australian treasury-bond futures overnight options
    International Review of Financial Analysis, 2006, 15, (4-5), 415-433 View citations (1)
15. Pricing effects of private seasoned equity issues in New Zealand's laissez-faire regulatory environment
    Journal of Financial Transformation, 2006, 18, 71-78
16. THE IMPACT OF EVOLVING MARKET INTEGRATION ON APEC EMERGING STOCK MARKETS' WORLD BETAS
    Annals of Financial Economics (AFE), 2006, 02, (01), 1-17

2005

17. Regulatory Oversight or Lack of Foresight? Implications for Product Recall Policies and Procedures
    Journal of Consumer Policy, 2005, 28, (4), 433-460

2004

18. Odd‐lot Costs and Taxation Influences on Stock Dividend Ex‐dates
    Journal of Business Finance & Accounting, 2004, 31, (9‐10), 1419-1448 View citations (2)

2003

19. The persistence of international diversification benefits before and during the Asian crisis
    Global Finance Journal, 2003, 14, (2), 217-242 View citations (10)

2001

20. Stock Dividend Announcement Effects in an Imputation Tax Environment
    Journal of Business Finance & Accounting, 2001, 28, (5‐6), 653-669 View citations (7)
21. Style Analysis: Is it Useful in Analysing New Zealand Managed Trusts?
    Pacific Accounting Review, 2001, 13, (1), 1-17

2000

22. Derivatives Usage and Financial Risk Management in Large and Small Economies: A Comparative Analysis
    Journal of Business Finance & Accounting, 2000, 27, (5‐6), 733-759 View citations (14)

1999

23. Comparing the Effectiveness of Traditional and Time Varying Hedge Ratios Using New Zealand and Australian Debt Futures Contracts
    The Financial Review, 1999, 34, (3), 79-94 View citations (3)

1998

24. Pricing efficiency on the New Zealand Futures and Options Exchange
    Journal of Multinational Financial Management, 1998, 8, (1), 49-62 View citations (2)

1995

25. A market evaluation of FDIC assisted transactions
    Journal of Banking & Finance, 1995, 19, (2), 261-279 View citations (16)

1993

26. Accuracy of Appraisers and Appraisal Methods of Closely Held Companies
    Entrepreneurship Theory and Practice, 1993, 17, (3), 21-33 View citations (2)