Details about Alireza Tourani-Rad

Access statistics for papers by Alireza Tourani-Rad.

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Short-id: pto211

Working Papers

2019

1. The value of academics: Evidence from academic independent director resignations in China
   Post-Print, HAL View citations (9)
   See also Journal Article The value of academics: Evidence from academic independent director resignations in China, Journal of Corporate Finance, Elsevier (2019) View citations (15) (2019)

2017

2. Surprise and Dispersion: Informational Impact of USDA Announcements
   2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association
   See also Journal Article Surprise and dispersion: informational impact of USDA announcements, Agricultural Economics, International Association of Agricultural Economists (2019) View citations (8) (2019)

2011

3. Cultural Values, CEO Risk Aversion and Corporate Takeovers
   LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg View citations (3)

2007

4. Insider trading laws what works and what doesn't
   Competition & Regulation Times, New Zealand Institute for the Study of Competition and Regulation

2005

5. Insider trading curbed by legislation
   Competition & Regulation Times, New Zealand Institute for the Study of Competition and Regulation
6. The Impact of the Securities Market Amendment Act 2002 on Insider Trading in New Zealand
   Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation
7. The relationship between insider trading and volume-induced return autocorrelation
   Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe View citations (4)

Journal Articles

2022

1. Corporate Social Responsibility and Capital Allocation Efficiency in Australia and New Zealand
   JRFM, 2022, 15, (3), 1-18 View citations (1)
2. Disentangling Director Attributes: Human Capital versus Social Capital of Directors
   JRFM, 2022, 15, (8), 1-21
3. Profit margin hedging in the New Zealand dairy farming industry
   Journal of Commodity Markets, 2022, 26, (C) View citations (3)
4. Social capital, human capital, and board appointments
   Global Finance Journal, 2022, 54, (C)

2021

5. Do Investors Value Environmental Corporate Policies? Evidence from the Australian Market
   JRFM, 2021, 14, (3), 1-12
6. Quote dynamics of cross‐listed stocks
   International Review of Finance, 2021, 21, (2), 497-522
7. Short‐sellers at home and abroad: Their respective roles in the price discovery of cross‐listed firms
   International Review of Finance, 2021, 21, (3), 1013-1038
8. Volatility‐of‐volatility risk in the crude oil market
   Journal of Futures Markets, 2021, 41, (2), 245-265 View citations (11)

2020

9. Do penalties matter? The impact of the introduction of financial penalties in the United Kingdom for insider trading
   Applied Economics, 2020, 52, (24), 2622-2635

2019

10. Behavioural heterogeneity in wine investments
    Applied Economics, 2019, 51, (30), 3236-3255 View citations (8)
11. Do minority shareholders benefit from parent-subsidiary mergers?
    International Journal of Managerial Finance, 2019, 17, (1), 166-183
12. Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures
    The Financial Review, 2019, 54, (3), 477-500 View citations (8)
13. Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets
    International Review of Finance, 2019, 19, (3), 575-612
14. Properties and the predictive power of implied volatility in the New Zealand dairy market
    Journal of Futures Markets, 2019, 39, (5), 612-631 View citations (3)
15. Surprise and dispersion: informational impact of USDA announcements
    Agricultural Economics, 2019, 50, (1), 113-126 View citations (8)
    See also Working Paper Surprise and Dispersion: Informational Impact of USDA Announcements, 2017 Annual Meeting, July 30-August 1, Chicago, Illinois (2017) (2017)
16. The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks
    International Review of Economics & Finance, 2019, 60, (C), 176-187 View citations (1)
17. The value of academics: Evidence from academic independent director resignations in China
    Journal of Corporate Finance, 2019, 58, (C), 393-414 View citations (15)
    See also Working Paper The value of academics: Evidence from academic independent director resignations in China, Post-Print (2019) View citations (9) (2019)
18. Time-varying contemporaneous spillovers during the European Debt Crisis
    Empirical Economics, 2019, 57, (2), 423-448 View citations (1)
19. Volatility spillovers among oil and stock markets in the US and Saudi Arabia
    Applied Economics, 2019, 51, (4), 329-345 View citations (9)

2018

20. Determinants of intraday price discovery in VIX exchange traded notes
    Journal of Futures Markets, 2018, 38, (5), 535-548 View citations (6)
21. Institutional trading and asset pricing
    Journal of Banking & Finance, 2018, 89, (C), 59-77 View citations (6)
22. The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares
    International Review of Financial Analysis, 2018, 56, (C), 136-152 View citations (14)

2017

23. Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets
    The Financial Review, 2017, 52, (1), 145-166 View citations (10)
24. Precious metals, oil and the exchange rate: contemporaneous spillovers
    Applied Economics, 2017, 49, (38), 3863-3879 View citations (7)
25. When no news is good news – The decrease in investor fear after the FOMC announcement
    Journal of Empirical Finance, 2017, 41, (C), 187-199 View citations (32)

2016

26. Are foreign IPOs really foreign? Price efficiency and information asymmetry of Chinese foreign IPOs
    Journal of Banking & Finance, 2016, 63, (C), 95-106 View citations (8)
27. Asymmetries of the intraday return-volatility relation
    International Review of Financial Analysis, 2016, 48, (C), 182-192 View citations (17)
28. Contemporaneous interactions among fuel, biofuel and agricultural commodities
    Energy Economics, 2016, 58, (C), 1-10 View citations (45)
29. NATURAL DISASTERS — BLESSINGS IN DISGUISE?
    The Singapore Economic Review (SER), 2016, 61, (01), 1-17 View citations (2)
30. On the Intraday Relation Between the VIX and its Futures
    Journal of Futures Markets, 2016, 36, (9), 870-886 View citations (27)
31. Short sales and price discovery of Chinese cross-listed firms
    International Journal of Managerial Finance, 2016, 12, (4), 408-421 View citations (4)
32. The long-run performance of the New Zealand stock markets: 1899-2013
    Pacific Accounting Review, 2016, 28, (1), 59-70

2015

33. Cross-border mergers and acquisitions and default risk
    International Review of Financial Analysis, 2015, 42, (C), 336-348 View citations (13)
34. Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms
    Journal of Empirical Finance, 2015, 32, (C), 35-48 View citations (26)
35. On the performance of KiwiSaver funds
    Pacific Accounting Review, 2015, 27, (3), 266-281
36. The determinants of price discovery: Evidence from US-Canadian cross-listed shares
    Journal of Banking & Finance, 2015, 59, (C), 457-468 View citations (20)
37. The role of internal and external certification mechanisms in seasoned equity offerings
    Journal of Multinational Financial Management, 2015, 30, (C), 110-127 View citations (3)

2014

38. Corporate governance and risk-taking in New Zealand
    Australian Journal of Management, 2014, 39, (2), 227-245 View citations (23)
39. Corporate governance and the variability of stock returns
    International Journal of Managerial Finance, 2014, 10, (4), 494-510 View citations (5)
40. Corporate governance, financing patterns and the cost of capital: evidence from New Zealand companies
    International Journal of Economics and Business Research, 2014, 8, (3), 324-339
41. Crossing the Tasman
    Pacific Accounting Review, 2014, 26, (3), 177-195
42. Institutional Trading and Stock Returns: Evidence from China
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2014, 17, (01), 1-26 View citations (5)
43. Learning by doing: the role of financial experience in financial literacy
    Journal of Public Policy, 2014, 34, (1), 123-154 View citations (20)

2013

44. Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices
    Journal of Futures Markets, 2013, 33, (6), 555-572 View citations (19)
45. Do Criminal Sanctions Deter Insider Trading?
    The Financial Review, 2013, 48, (2), 205-232 View citations (3)
46. Is corporate governance relevant during the financial crisis?
    Journal of International Financial Markets, Institutions and Money, 2013, 23, (C), 85-110 View citations (29)
47. Uncertainty avoidance, risk tolerance and corporate takeover decisions
    Journal of Banking & Finance, 2013, 37, (7), 2457-2471 View citations (66)

2012

48. Political crises and the stock market integration of emerging markets
    Journal of Banking & Finance, 2012, 36, (3), 644-653 View citations (26)
49. Risk appetite, carry trade and exchange rates
    Global Finance Journal, 2012, 23, (1), 48-63 View citations (9)

2011

50. Asymmetric information and price competition in small business lending
    Journal of Banking & Finance, 2011, 35, (9), 2189-2196 View citations (13)
51. Heterogeneity and sentiment in the stock market
    International Journal of Behavioural Accounting and Finance, 2011, 2, (2), 140-151
52. The role of accruals as a signal in earnings and dividend announcements
    Journal of Applied Accounting Research, 2011, 12, (2), 108-122

2010

53. Is there an asymmetry in the response of diesel and petrol prices to crude oil price changes? Evidence from New Zealand
    Energy Economics, 2010, 32, (4), 926-932 View citations (49)
54. The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand
    Journal of Banking & Finance, 2010, 34, (3), 498-508 View citations (44)
55. The information content of implied volatility: Evidence from Australia
    Journal of Futures Markets, 2010, 30, (2), 134-155 View citations (48)

2009

56. Monetary policy and interest rate rigidity in China
    Applied Financial Economics, 2009, 19, (8), 647-657 View citations (13)

2008

57. Earnings management and the market performance of stock dividend issuing firms
    Accounting Research Journal, 2008, 21, (1), 4-15
58. INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD
    Journal of Financial Research, 2008, 31, (3), 225-246 View citations (18)
59. Monetary policy transparency and pass-through of retail interest rates
    Journal of Banking & Finance, 2008, 32, (4), 501-511 View citations (55)
60. The Impact of Regulations on the Informational Basis of Insider Trading
    Australian Journal of Management, 2008, 33, (2), 407-435 View citations (2)
61. The New Zealand implied volatility index
    New Zealand Economic Papers, 2008, 42, (1), 103-125 View citations (2)
62. The impact of corporate governance on corporate performance: Evidence from Japan
    Pacific-Basin Finance Journal, 2008, 16, (3), 236-251 View citations (36)

2007

63. Accrual or Cash Flow Anomaly? Evidence from New Zealand
    Accounting Research Journal, 2007, 20, (1), 21-36 View citations (1)
64. Insiders and the law: The impact of regulatory change on insider trading
    Management International Review, 2007, 47, (5), 745-766 View citations (3)

2006

65. Do insiders crowd out analysts?
    Finance Research Letters, 2006, 3, (1), 40-48 View citations (6)
66. New Zealand mutual funds: measuring performance and persistence in performance
    Accounting and Finance, 2006, 46, (3), 347-363 View citations (13)

2005

67. Investigation of investors' overconfidence, familiarity and socialization
    Accounting and Finance, 2005, 45, (2), 283-300 View citations (7)

2004

68. Disclosure regulation and the profitability of insider trading: Evidence from New Zealand
    Pacific-Basin Finance Journal, 2004, 12, (5), 479-502 View citations (24)

2003

69. Characteristics of Venture Capital Firms and Investment Appraisals: Australian Evidence
    Journal of Entrepreneurial Finance, 2003, 8, (2), 71-85

1999

70. Market valuation of European bank mergers
    European Management Journal, 1999, 17, (5), 532-540 View citations (16)

1998

71. Marketing strategy and market value:: An event-study analysis
    European Management Journal, 1998, 16, (3), 365-371 View citations (1)

1997

72. Capital structure and dividend policies of Indonesian firms
    Pacific-Basin Finance Journal, 1997, 5, (1), 87-103 View citations (13)

1996

73. Conditional heteroskedasticity adjusted market model and an event study
    The Quarterly Review of Economics and Finance, 1996, 36, (4), 529-538 View citations (38)

1993

74. Common stochastic trends in European stock markets
    Economics Letters, 1993, 42, (4), 385-390 View citations (85)
75. RETURN INTERVAL, FIRM SIZE AND SYSTEMATIC RISK ON THE DUTCH STOCK MARKET
    Review of Financial Economics, 1993, 2, (2), 19-28 View citations (1)

Edited books

2010

1. Handbook on Emerging Issues in Corporate Governance
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (1)

Chapters

2010

1. EMERGING TOPICS IN CORPORATE GOVERNANCE
   Chapter 1 in Handbook On Emerging Issues In Corporate Governance, 2010, pp 1-7
2. INSIDER TRADING REGULATIONS: A THEORETICAL AND EMPIRICAL REVIEW
   Chapter 5 in Handbook On Emerging Issues In Corporate Governance, 2010, pp 55-69
3. PUBLIC–PRIVATE PARTNERSHIP ARRANGEMENTS: PROBLEMS AND PROSPECTS
   Chapter 12 in Handbook On Emerging Issues In Corporate Governance, 2010, pp 197-215

2007

4. Share Repurchases in New Zealand
   A chapter in Issues in Corporate Governance and Finance, 2007, pp 481-498

2005

5. THE IMPACT OF REGULATORY CHANGE ON INSIDER TRADING PROFITABILITY: SOME EARLY EVIDENCE FROM NEW ZEALAND
   A chapter in Corporate Governance, 2005, pp 109-126