John Fraser Pinfold

Personal Details

First Name:	John
Middle Name:	Fraser
Last Name:	Pinfold
Suffix:
RePEc Short-ID:	ppi77
	[This author has chosen not to make the email address public]
Terminal Degree:	1999 Department of Economics and Finance; Business School; Massey University (from RePEc Genealogy)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

1. John F. Pinfold & Danyang He, 2012. "The impact of introducing a pre‐close on the New Zealand share market," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 20(1), pages 99-110, February.

   Cited by:

   1. Christos Alexakis & Vasileios Pappas & Emmanouil Skarmeas, 2021. "Market abuse under different close price determination mechanisms: A European case," Post-Print hal-03182927, HAL.
   2. Alexakis, Christos & Pappas, Vasileios & Skarmeas, Emmanouil, 2021. "Market abuse under different close price determination mechanisms: A European case," International Review of Financial Analysis, Elsevier, vol. 74(C).
   3. Alfred Ma, 2022. "Profitability of technical trading strategies under market manipulation," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-9, December.
   4. Kadıoğlu, Eyüp & Frömmel, Michael, 2022. "Manipulation in the bond market and the role of investment funds: Evidence from an emerging market," International Review of Financial Analysis, Elsevier, vol. 79(C).
   5. Silvio John Camilleri, 2015. "The Impact of Stock Market Structure on Volatility: Evidence from a Call Auction Suspension," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 6(2), pages 44-53, April.
      • Camilleri, Silvio John, 2015. "The Impact of Stock Market Structure on Volatility: Evidence from a Call Auction Suspension," MPRA Paper 63240, University Library of Munich, Germany, revised 2015.
   6. Camilleri, Silvio John, 2015. "Do call auctions curtail price volatility? Evidence from the National Stock Exchange of India," MPRA Paper 95301, University Library of Munich, Germany.
   7. Eyup Kadioðluu & Guray Kuçukkocaoglu & Saim Kilic, 2015. "Closing price manipulation in Borsa Istanbul and the impact of call auction sessions," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 15(3), pages 213-221, September.

2. Qiu, Mei & Pinfold, John F. & Rose, Lawrence C., 2011. "Predicting foreign exchange movements using historic deviations from PPP," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 485-497, October.

   Cited by:

   1. Works, Richard Floyd, 2016. "Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory," MPRA Paper 76382, University Library of Munich, Germany.
   2. Kodongo, Odongo & Ojah, Kalu, 2012. "The dynamic relation between foreign exchange rates and international portfolio flows: Evidence from Africa's capital markets," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 71-87.
   3. Mei Qiu & Pinfold & Rose, 2015. "A currency preferential approach to international equity investment," Applied Economics, Taylor & Francis Journals, vol. 47(49), pages 5247-5261, October.
   4. Hwa-Taek Lee & Gawon Yoon, 2013. "Does purchasing power parity hold sometimes? Regime switching in real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2279-2294, June.
   5. Wilde, Wolfram, 2012. "The influence of Taylor rule deviations on the real exchange rate," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 51-61.
   6. Grossmann, Axel & Orlov, Alexei G., 2012. "Exchange rate misalignments in frequency domain," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 185-199.

3. Liping Zou & Lawrence C Rose & John F Pinfold, 2007. "Asymmetric Information Impacts: Evidence From The Australian Treasury‐Bond Futures Market," Pacific Economic Review, Wiley Blackwell, vol. 12(5), pages 665-681, December.

   Cited by:

   1. Marie-Eliette Dury & Bing Xiao, 2018. "Forecasting the Volatility of the Chinese Gold Market by ARCH Family Models and extension to Stable Models," Working Papers hal-01709321, HAL.

4. Zou, Liping & Rose, Lawrence C. & Pinfold, John F., 2006. "Intra-night trading behaviour of Australian treasury-bond futures overnight options," International Review of Financial Analysis, Elsevier, vol. 15(4-5), pages 415-433.

   Cited by:

   1. Alex Frino & Michael Garcia, 2018. "Price discovery in short‐term interest rate markets: Futures versus swaps," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(10), pages 1179-1188, October.

5. Pinfold, John F. & Wilson, William R. & Li, Qiuli, 2001. "Book-to-market and size as determinants of returns in small illiquid markets: the New Zealand case," Financial Services Review, Elsevier, vol. 10(1-4), pages 291-302.

   Cited by:

   1. Elfakhani, Said & Wei, Jason, 2003. "The survivorship bias, share price effect, and small firm effect in Canadian markets," Review of Financial Economics, Elsevier, vol. 12(4), pages 397-411.
   2. Said Elfakhani & Jason Wei, 2003. "The survivorship bias, share price effect, and small firm effect in Canadian markets," Review of Financial Economics, John Wiley & Sons, vol. 12(4), pages 397-411.
   3. De Moor, Lieven & Sercu, Piet, 2011. "The Smallest Firm Effect: an International Study," Working Papers 2011/18, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
      • De Moor, Lieven & Sercu, Piet, 2013. "The smallest firm effect: An international study," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 129-155.
   4. De Moor, Lieven & Sercu, Piet, 2011. "The smallest stocks are not just smaller: US and international evidence," Working Papers 2011/28, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
   5. Daniel FS Choi & Victor Fang & Tian Yong Fu, 2009. "Volatility spillovers between New Zealand stock market returns and exchange rate changes before and after the 1997 Asian financial crisis," Asian Journal of Finance & Accounting, Macrothink Institute, vol. 1(2), pages 106117-1061, December.
   6. Hai Lin & Daniel Quill & Henk Berkman, 2016. "Information diffusion and the predictability of New Zealand stock market returns," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 56(3), pages 749-785, September.
   7. Monia Ben Ltaifa & Walid Khoufi, 2016. "Book to Market and Size as Determinants of Stock Returns of Banks: An Empirical Investigation from MENA Countries," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 6(4), pages 142-160, October.

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Corrections

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