henk berkman
henk berkman
University of Auckland Business School
Email verificata su auckland.ac.nz
Titolo
Citata da
Citata da
Anno
Empirical evidence on the corporate use of derivatives
H Berkman, ME Bradbury
Financial management, 5-13, 1996
4341996
Expropriation through loan guarantees to related parties: Evidence from China
H Berkman, RA Cole, LJ Fu
Journal of Banking & Finance 33 (1), 141-156, 2009
3872009
Political connections and minority-shareholder protection: Evidence from securities-market regulation in China
H Berkman, RA Cole, LJ Fu
Journal of Financial and Quantitative Analysis, 1391-1417, 2010
379*2010
Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements
H Berkman, V Dimitrov, PC Jain, PD Koch, S Tice
Journal of Financial Economics 92 (3), 376-399, 2009
3052009
An international comparison of derivatives use
H Berkman, ME Bradbury, S Magan
Financial Management, 69-73, 1997
1811997
Short-term traders and liquidity:: a test using Bombay Stock Exchange data
H Berkman, VR Eleswarapu
Journal of financial Economics 47 (3), 339-355, 1998
1761998
Time-varying rare disaster risk and stock returns
H Berkman, B Jacobsen, JB Lee
Journal of Financial Economics 101 (2), 313-332, 2011
1752011
Event day 0? After‐hours earnings announcements
H Berkman, C Truong
Journal of Accounting Research 47 (1), 71-103, 2009
1512009
The accuracy of Price‐Earnings and discounted cash flow methods of IPO equity valuation
H Berkman, ME Bradbury, J Ferguson
Journal of International Financial Management & Accounting 11 (2), 71-83, 2000
1242000
The use of undisclosed limit orders on the Australian Stock Exchange
MJ Aitken, H Berkman, D Mak
Journal of Banking & Finance 25 (8), 1589-1603, 2001
1102001
Paying attention: overnight returns and the hidden cost of buying at the open
H Berkman, PD Koch, L Tuttle, YJ Zhang
Journal of Financial and Quantitative Analysis, 715-741, 2012
1072012
Derivative financial instrument use in Australia
H Berkman, ME Bradbury, P Hancock, C Innes
Accounting & Finance 42 (2), 97-109, 2002
862002
The influence of daily price limits on trading in Nikkei futures
H Berkman, OW Steenbeek
The Journal of Futures Markets (1986-1998) 18 (3), 265, 1998
791998
Informed trading through the accounts of children
H Berkman, PD Koch, PJ Westerholm
The Journal of Finance 69 (1), 363-404, 2014
772014
A note on execution costs for stock index futures: Information versus liquidity effects
H Berkman, T Brailsford, A Frino
Journal of Banking & Finance 29 (3), 565-577, 2005
722005
The effectiveness of price limits in an emerging market: Evidence from the Korean Stock Exchange
H Berkman, JBT Lee
Pacific-Basin finance journal 10 (5), 517-530, 2002
692002
Domestic liquidity and cross-listing in the United States
H Berkman, NH Nguyen
Journal of Banking & Finance 34 (6), 1139-1151, 2010
512010
Earnings announcements: Good news for institutional investors and short sellers
H Berkman, MD McKenzie
Financial Review 47 (1), 91-113, 2012
482012
The market spread, limit orders, and options
H Berkman
Microstructure of World Trading Markets, 99-115, 1992
411992
Improving corporate governance where the State is the controlling block holder: evidence from China
H Berkman, RA Cole, LJ Fu
The European Journal of Finance 20 (7-9), 752-777, 2014
362014
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