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Professor Henk Berkman
Professor of Finance |
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Discipline |
Finance |
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Qualification |
PhD ( Erasumus University Rotterdam ) |
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Room |
QB 3.39 |
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Phone |
64 9 414-0800 Ext:9263 |
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Email |
h.berkman@massey.ac.nz |
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Research |
SSRN Profile |
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Personal Profile
Professor Berkman completed his PhD at Erasmus University Rotterdam. Before joining Massey, Professor Berkman served on the faculties of Erasmus University Rotterdam and Auckland University. He was visiting Professor at University of Sydney, University of Kansas and University of Maastricht.
His teaching experience covers most areas in finance at undergraduate, honours and post-graduate levels. He has published in several major international journals in finance such as the Journal of Financial Economics, the Review of Financial Studies and Financial Management.
He is currently on the board of editors of the Pacific Basin Finance Journal.
Research Interests | Selected Publications |
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Research Interests
- Risk Management
- Corporate Governance
- Market Microstructure
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Selected Publications
Refereed Journal Publications
Berkman, H. & Truong, C. Event Day 0? After hours earnings announcements. Forthcoming in Journal Accounting Research.
Berkman, H., Prem, J.C., Koch, P.D. & Dimitrov, S-T.V. Sell on the news: differences of opinion,
short-sales constraints, and returns around earnings announcements. Forthcoming in Journal
of Financial Economics.
Berkman, H., & Koch, P. Noise Trading. Forthcoming in Journal of Empirical Finance.
Berkman, H., Fu, L., & Cole, R. Expropriation through loan guarantees to related parties:
Evidence from China. Forthcoming in Journal of Banking and Finance
Berkman, H., & Jacobsen, B. (2006). The impact of war and peace on stock markets. INFINZ, Vol. July(1), pp. 12-18.
Berkman, H., Brailsford, T. & Frino, A.(2005). Execution Costs for Stock Index Futures: Information versus Liquidity Effects.Journal of Banking and Finance , Vol.29(3), pp. 565-577 .
Berkman, H., & Wang, C.L. (2005). Better than Beta . INFINZ , Vol.May(2), pp 26-31 .
Berkman, H. & Lee, J. (2002). The effectiveness of price limits in an emerging market, Pacific Basin Finance Journal, Vol 10, pp. 517-530 .
Berkman, H., Bradbury, M., Hancock, P. & Innes, C. (2002). Derivative financial instrument use in Australia,
Journal of Accounting and Finance , Vol. 42(2), pp. 97-109.
Berkman, H., Aitken, M. & Mak, D. (2001). Picking Off, Quote Matching and the Use of Undisclosed Limit Orders,
Journal of Banking and Finance , Vol. 25, pp. 1589-1603.
Berkman, H. & Hayes, L. (2000). The role of floor brokers in the supply of liquidity: An empirical analysis,
Journal of Futures Markets , Vol. 3, pp. 205-218.
Refer also to the listing of research on SSRN
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