Research in empirical
finance and applied financial econometrics

The Auckland Centre for Financial Research strives to achieve excellence in empirical finance and applied financial econometric research by developing world-class researchers, establishing relationships with leading academics and institutes, and engaging with industry.

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Applied Finance Letters

AFL is our open access journal.

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Our people

Members are elected based on the quality of their recent academic research output.

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Featured
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TRAILING STOP-LOSS
music-sentiment-in-finance
Featured
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Natural gas storage forecasts: Is the crowd wiser?

How do crowdsourced forecasts compare to professional predictions? Have a look at our featured research into natural gas storage forecasts.

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TRAILING STOP-LOSS

Using Trailing Stop-Loss Rules to Reduce Risk

This research explains how applying trailing stop-loss rules can limit downside risk in financial market trading.

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music-sentiment-in-finance

Music sentiment and stock returns

Can music choice reflect attitudes and moods of stock investors? Have a look at our latest research into the relationship between music and investor sentiment.

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Trading and Regulation

Does financial regulation impact trading behaviour in the stock market? We seek to measure the impact of the Sarbanes-Oxley Act on informed options trading to find that yes, financial regulation has successfully proven to both mitigate shareholder risk and minimise informed options trading.

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Firm Expectations

Firm’s decision making is directly dependent on their expectations of future economic conditions. This is reflected in choices relevant to wages, employment, investment and pricing of goods - which in turn affect inflation levels and employment rates. But how do firms form their expectations on the future of the economy?

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