Research output per year
Research output per year
The University of Western Australia (M250), 35 Stirling Highway,
6009 Perth
Australia
Retired from the University of Auckland in early 2014 from position as Associate Professor (Finance) before moving to Perth for family reasons. Employed at UWA since mid-2016 in a teaching-only capacity.
Lecturer in undergraduate and postgraduate finance programme at UWA.
University of Auckalnd (2002-2014)
Unitec Institute of Technology (2001)
University of Canterbury (1994-2000)
Christchurch College of Education (1991-1993)
Christchurch Polytechnic (1990)
Poskitt, R., Dassanayake, W., 2015, ‘Modelling the lowballing of the LIBOR fixing’, forthcoming in International Review of Financial Analysis.
Abraham, M., Marsden, A., Poskitt, R., 2014, ‘Determinants of a firm's decision to utilize a dividend reinvestment plan and shareholder participation rates: Australian evidence’, forthcoming in Pacific-Basin Finance Journal.
Poskitt, R., 2013, ‘What drives issue spreads on commercial paper?: Evidence from New Zealand commercial paper tenders’, Pacific Accounting Review, 25, 3, 278-292.
Poskitt, R., Single, C., 2012, ‘What drives the cost of US dollar bond funding for banks?‘, Pacific Basin Finance Journal, 20, 4, 460-478.
Poskitt, R., Waller, B., 2011, ‘Do liquidity or credit effects explain the behavior of the BKBM-LIBOR differential?‘, Pacific Basin Finance Journal, 19, 2,173-193.
Marsden, A., Poskitt, R., Wang, Y, 2011, ‘The impact of New Zealand's disclosure reform on differential managerial disclosure behaviour for good news versus bad news firms‘, Pacific Accounting Review, 23, 3, 224-261.
Poskitt, R., Marsden, A., Nguyen, N., Shen, J., 2011, ‘The introduction of broker anonymity on the New Zealand Exchange‘, Pacific Accounting Review, 23, 1, 34-51.
Poskitt, R., 2010, ‘Price discovery in electronic foreign exchange markets: the sterling/dollar market‘, Journal of Futures Markets, 30, 6, 590-606.
Huang, M., Marsden, A., Poskitt, R., 2009, ‘The impact of disclosure reform on the NZX’s financial information environment, Pacific Basin Finance Journal, 17, 4, 460-478.
Marsden, A., Poskitt, R., 2009, ‘An analysis of ASX price queries’, Australian Accounting Review, 19, 3, 217-230.
Elliffe, C., Marsden, A., Poskitt, R., 2008, ‘Impact of the approved issuer levy on New Zealand dollar domestic interest rates’, New Zealand Journal of Taxation Law and Policy, 14, 483-49.
Marsden, A. and Poskitt, R.N. and Wang, C. Y., 2008, ‘An empirical analysis of the NZX’s price query system’, Pacific Accounting Review, 20, 4-28.
Marsden, A. and Poskitt, R.N., 2008, ‘Price discovery in the AUD/NZD market’, INFINZ Journal, May, 22-28.
Poskitt, R., 2008, ‘Interest rate futures and forwards: evidence from the sterling futures and FRA markets’, Journal of International Financial Markets, Money and Instruments, 18, 399-412.
Poskitt, R.N., 2008, ‘In search of the convexity adjustment: evidence from the sterling futures and IMM FRA markets’, Journal of Futures Markets,28, 1-17.
Poskitt, R.N., 2008, ‘The truth about futures and forwards: evidence from high frequency data’, Global Finance Journal,18, 319-336.
Poskitt, R.N., 2007, ‘Benchmark tipping and the role of the swap market in price discovery’, Journal of Futures Markets, 27, 981-1001.
Marsden, A., Poskitt, R.N., 2006, ‘Continuous disclosure at NZX: more evidence’, Competition & Regulation Times, 21, 10-11.
Poskitt, R.N., Yang, P., 2006, ‘The impact of disclosure reform on information risk in NZX-listed stocks’, Pacific Accounting Review, 18, 47-69.
Poskitt, R.N., 2006, ‘Swap pricing: Evidence from the sterling swap market’, Global Finance Journal, 17, 294-308.
Poskitt, R.N., 2005, Bid/ask spreads in the foreign exchange market: an alternative approach, Pacific Basin Finance Journal, 13, 562-583.
Poskitt, R.N., 2005, Are mining exploration stocks more prone to informed trading than mining production stocks? Australian Journal of Management, 30, 201 – 228.
Poskitt, R.N., 2005, Disclosure regulation and information risk, Accounting and Finance, 45, 457-477.
Marsden, A. and Poskitt, R. N., 2004, The pricing of instalments receipts: New Zealand evidence, Review of Pacific Basin Financial Markets and Policies, 7, 423-449.
Poskitt, R.N., 2002, An intraday test of pricing and arbitrage opportunities in the New Zealand bank bill futures market, Journal of Futures Market, 22, 519-555.
Poskitt, R.N., 1999, Price discovery in cash and futures interest rate markets in New Zealand, Applied Financial Economics, 9, 355-364.
Poskitt, R.N., 1998, The pricing of bank bill futures and FRA contracts in New Zealand, Accounting and Finance, 38, 245-264.
Poskitt, R.N., 1998, Price discovery in derivative markets: bank bill futures v FRA markets, Accounting Research Journal, 11, 270-283.
Poskitt, R.N. and Newberry, S. M.3, 1998, Current cost accounting and its revival in ED-82 - A reappraisal, Pacific Accounting Review, 10, 53-74.
Finance, PhD, Inter-market linkages: a study of the relationship between the bank bill and the bank bill futures market in New Zealand, University of Auckland
Award Date: 1 Dec 2001
Finance, MCom, Institutional investors, outside directors and the design of executive share option schemes in publicly-listed companies, University of Canterbury
Award Date: 1 Dec 1996
Banking, Diploma in Banking Studies, Massey University
Award Date: 1 Jun 1989
Economics, BSc(Hons), University of Canterbury
Award Date: 31 May 1975
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Poskitt, Russell (Recipient), 2012
Prize