Research Publications for Fun S (Daniel) Choi
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Choi, D. F. S., & Holmes, M. J. (2014). Budget deficits and real interest rates: A regime switching reflection on Ricardian Equivalence. Journal of Economics and Finance, 38(1), 71-83. doi:10.1007/s12197-011-9212-9
Bird, R., Choi, D., & Yeung, D. (2014). Market uncertainty, market sentiment and the post-earnings announcement drift. Review of Quantitative Finance and Accounting, 43(1), 45-73. doi:10.1007/s11156-013-0364-x
Banchit, A., Locke, S., Choi, D., & Hewa-Wellalage, N. (2013). Conflicts between shareholders in M&A. In 20th Annual Conference of the Multinational Finance Society. Conference held at Izmir, Turkey.
Do, V., Chai, D. J. P., & Choi, D. F. S. (2011). The volume-volatility relationship in the New Zealand equity market. In Eighteenth Annual Conference Multinational Finance Society. Conference held at Rome, Italy.
Banchit, A., Locke, S., Choi, D. F. S., & Abidin, S. (2011). Effects of size of acquisition on post-acquisition performance of target firms. In 18th Annual Multinational Finance Society Conference. Conference held at Rome, Italy.
Fu, T. Y., Holmes, M. J., & Choi, D. F. S. (2011). Volatility transmission and asymmetric linkages between the stock and foreign exchange markets: A sectoral analysis. Studies in Economics and Finance, 28(1), 36-50. doi:10.1108/10867371111110543
Yiu, M. S., Ho, W. A., & Choi, D. F. S. (2011). Financial contagion from the US to Asian markets in global financial turmoil. In R. Kolb (Ed.), Financial Contagion: The Viral Threat to the Wealth of Nations (pp. 277-282). Wiley.
Bird, R., Choi, D. F. S., & Yeung, D. (2011). Market uncertainty and sentiment, and the post-earnings announcement drift. In Eighteenth Annual Conference Multinational Finance Society. Conference held at Rome, Italy.
Yiu, M. S., Ho, W. A., & Choi, D. F. (2010). Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil. Applied Financial Economics, 20(4), 345-354. doi:10.1080/09603100903494946
Choi, D. F. (2010). An analytical model for the break-even credit default swap spread with no counterparty default risk in Hull (2009): A pedagogical approach. In 14th New Zealand Finance Colloquium (pp. 1-5). Conference held at Auckland, New Zealand: University of Auckland Business School.