Honours research essays
| 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 |Completed topics 2007
- Robert BELL, Style Switching within the S&P 100
- Silvia BORZINI, Re-examining the Dual Listed Company Anomaly - A Case Study of BHP Billiton and Rio Tinto
- Samuel FELMAN, The Applicability of Fundamental Indexation to the Australia's Banking Sector
- Dermot GRIFFIN, Post-bid performance of Takeover Targets Following Withdrawn Bids: Australian Evidence 1990-2004
- Kim Seng HO, Homogeneity of the Size Effect Across Industries
- Dane KENNEDY, Has Private Equity Changed? Targets of US Leveraged Buyouts in the 1980s and Today
- Martin KENNEDY, An Option-Based Re-Investigation of Announcement Period Returns and Signals for Australian Tender Offers
- Ashwin KHOTKAR, The Listing of Foreign Firms - The Case of London's AIM
- Che Kiat (Diana) LAW, The Influence of Institutional Ownership Composition on the Liquidity Impact of Stock Splits: An Australian Event Study
- James LEARNER, Index Returns and the Australian Business Cycle: The Impact on Diversification
- Yinan LI, Natural Rubber and Crude Oil Futures on Tokyo Commodity Futures Markets: Cross Market Return-Volume Relation
- Xing LIU, Testing the Stock Return Predictability by Debt to Equity Ratio through the Boferroni Q-test
- Yik Choong LOH, An Adjusted Lintner Model for 21st Century Australia
- Andrew McCUSKER, Multiple Choice? An Industry Level Analysis of Relative Valuation using Multiples
- Mila MINDOVA, Effects of Gold Price Hedging on Firm Value in the Australian Gold Mining Industry
- Ashley NASIAKOS, The Performance of PIN around Earnings Announcements: Australian Evidence
- Daniel NORMAN, Predicting the Share Repurchase Behaviour of Australian Corporations
- Monica OCTAVIA, Determinants of Bank Capital Structure in Developing Countries: Regulatory Capital Requirement Versus the Standard Determinants of Capital Structure
- SU-Huey (Stephanie) ONG, Intermediaries in the IPO Process and their Impact on Underpricing: What do Investment Banks Truly bring to the Table?
- Jia Ning PHUA, Securitisation of Higher Education
- Jonathon PLATT, Superannuation: How Saving for the Future Affects the ASX
- Diana SARI, Examining the Effect of the G-Index on Firm's Leverage: A Corporate Governance Study
- Michael SMOLYANSKY, Cash Financed Acquisitions: The Source of Funds and Acquirer Returns
- Sheehan TAN, Correlations Around the Turn-of-the-Year
- Ken WONG, The Effect of Non-Executive Financial Directors on Firms' Financial Decisions
- Li XIE, Operating efficiencies of Chinese Commercial Banks: An Empirical Investigation
- Min YU, Do Takeover Targes Underperform their Competitors? Evidence from Australia on Market Takeovers
- Bo ZHANG, Worldwide Equity Market Integration: A Sector by Sector Analysis
- Qian ZHANG, A Valuation-Based Test of Equity Market Timing
Completed topics 2006
- Tze Chuan ANG , A Multifactor Model of Australian Resource Stock Returns
- Nathan ANTONUCCI , Equity Market Integration in the Asia-Pacific Region
- Joshua BLAKEY , A Dynamic Analysis of Correlation in Collateralized Debt Obligation Tranches
- Matthew BORG , Earnings Management, Acquisitions and Long-Term Shareholder Returns
- Kai Jia (Marie) CHANG , Taking a Walk around the Boutiques: A Study on Non-traditional Property Trusts
- Rasmus CHRISTENSEN , Option Market Microstructure: The Effect of Re-Denomination on the Options Market
- Charng Yen CHUAH , Conditional Heteroskedasticity in the S&P/ASX 200 Index Returns: A GARCH Approach
- Sabriyah DENHAM , Warranting Attention: A Retrospective Study of Endowment Warrants
- Sean FILMER , The Realised and Implied Volatility Relationship with the Options on SFE SPI 200 Futures
- Eugene FUNG , Negative Cash Flows: More Insight into the Effects of Financial Constraints on Cash Flow Sensitivities
- Jonathon GAUNTLETT , The Profitability of Combined Momentum Strategies
- Jay Jie HUANG , The Dynamic Interaction between Compensation Flows and Long-term Firm Performance: The Case of Acquiring Firms
- Zhen Tian HUANG , The Effects of Financial Constraints on Corporate Investment Decisions and Demand for Liquidity: Evidence from Japan
- Hung Wa HUI , Wilkins What is the Motive for Venture Capital Syndication? A Re-Examination of the Project Selection and Value-Added Hypothesis
- Felix KUSWANTO , The Influence of Executive Stock Options on Multiple On-Market Share Buyback Programs: Australian Evidence
- Ka Li LAW , An Examination of the Implementation of the Heston Stochastic Volatility Option Pricing Model
- Peng Han LEE , Asian Financial Crisis: A Study of Momentum Trading Strategy
- Yan Bin (Kathy) LI , A Time-Series Study of Size and Book-to-Market Factors on US Corporate Bond Returns
- Zhu LIU , Announcement Effect of International Dual Listing. A Study of Australian Companies Listed on the Alternative Investment Market
- Matthew LUCAS , Underwriter Characteristics and Initial Return Predictability in Large Australian IPO’s
- Stuart LUELF , Corporate Bond Spreads and Observed Liquidity: An Alternative to Conventional Liquidity Proxies
- Kriti MADAN , Valuing Generator Notes: An Application of A Current Industry Methodology
- Nicole MILNER , Corporate Governance Mechanisms and the Cost of Equity in Australia
- An NGUYEN, The Regulation of Superannuation
- Rebecca PITT , The Effect of RBA Target Cash Rate Announcements on Financial Institution Stock Returns
- Katherine POW , Analyst Recommendations and Failing Firms: Are Analysts Biased?
- Matthew RYAN , Contagion and Competitive Effects of Analyst Recommendation Changes: Stock Pairs in the ASX 200 and Analysts’ Influence on the Stock’s TWIN
- Adam SAUNDERS , Small Bank Case Study: A Real Options Approach to Valuing an Investment in a Basel II-Compliant Advanced Risk Management System
- Matthew SIBBISON , Demand Based Index Option Pricing: Examination of a New Dataset
- Danny TAN , Risk Neutral Default Probabilities Modelled from Equity and Corporate Bond Yields
- Jared TAYLOR , The Announcement of a Share Buyback and the Market Under-reaction: Evidence in Australia
- Jeremy THIA , Are Share Buybacks Used as a Means of Managing Earnings? An Australian Study
- Mark TURNER , Motives and Incentives for Target Firms: An Investigation into the Role of Valuation, CEO Ownership, Boards and Blockholders
- Jie WAN , Analyst Forecast Accuracy: Do Ability, Resource, and Portfolio Complexity Matter? Evidence from Australia
- Edward WATERS , Insider Trading and the Profitability of Australian Directors’ Trades in their Own Companies
- Rui Qing WEN , Stephanie How Do Board Structures Influence the Post-Issue Performance in Australian IPO Firms?
- Andison WINARTO , An Investigation of Applying Splines onto Australian Corporate Bond Credit Spread
- WIRAWATI , The Impact of Debt Market Timing on Capital Structure
- Ju Kuong WONG , The Informational Content of the S&P 500 Index Options and Interrelation between the Volatility Series
- Xin XIE , Tests of Stock Returns Predictability with Dividend Initiation Ratios: Australian Evidence
- Wei Yang XU , An Investigation into the Influences of Banking Regulations and Legal Environments on Capital Market Efficiency
- James ZHANG , The Study of Liquidity and Signalling Following Security Splits on the ASX
- Ying ZHANG , An Investigation of the Investment and Hedging Properties of Commodity Futures Index. Australian Evidence
- Yinan ZHAO , Does Australian Low Residential Default Make Sense? Option Pricing of Mortgage Default in Australia
- Amy ZHU , The Implications of Information Leakage for the Choice of M&A Advisor
Completed topics 2005
- John AGAR , Earnings Quality, Unexpected Volume and Opinion Divergence: A Study of Post-earnings Announcement Drift
- Cameron ALLAN , The Effect of Acquisition Strategies on Earnings Growth
- Regina Sari BASUKI , An Investigation of the Determinants of Risk Exposures in Australian Gold-mining Industry
- James BEAUMONT , Empirical Evidence Regarding the Significance of Idiosyncratic Risk on Australian Equity Returns
- Matt BOYLE , Stockholder Reactions to CEO Successions in Large Australian Companies
- Xiao CAO , The Implications of Delisting Bias for the Size Effect and the January Effect in CRSP’s Nasdaq Data
- Xilu (Nancy) CHEN , Determinants of the Choice of Payment Method: Comparing Australian and Japanese Mergers and Acquisitions
- Yen Chu CHOO , Intra-industry Information Transfers in the Australian Banking Sector
- James CROWLEY , The Sensitivity of Australian Banking Stocks to Interest Rate and Foreign Exchange Risks: An Event Study Approach
- Jessica CURTIS , A An Investigation of Break Fees in Australian Mergers
- Andrew DAGLEY , Australian Initial Public Offering Mispricing and Underwriter Market Share and Competition
- Ashkan EIMANY , Linear and Nonlinear Exchange Rate Determination using Fundamentals: Evidence from Australia
- James FIDLER , Home Bias in Australian Equity Portfolios and Information Asymmetry Effects
- Guy FISHER , Is the Dow Jones Predictable?
- Harry HONG , The Effect of Media Commentaries on Mergers
- Brendan HOUNG , Chih-ha Bid Ask Spread Cost Components and Dual-listed Companies: Rio Tinto, BHP and Brambles
- Nge Kong LAI , 52-Week High Momentum in International Indices
- Wendy PANG , Marching to a Different Drum: Initial Public Offerings of ASX Listed Property Trusts
- Tricia QUEK , The Role of Analyst Recommendations in Mergers and Acquisitions in Australia
- Neha RAO , The Impact of Australia’s Recent Corporate Governance Initiatives on Shareholder Wealth: Evidence from Mergers and Acquisitions
- David SAKTI , Markov Chain Monte Carlo Simulations of Nonparametric Models of the Australian Short Rate and the Market Price of Interest Rate Risk: An Empirical Study
- Gerson SALDANHA , Hedging, Speculating and price Volatility in Commodity Futures Markets
- Zuoxin SEAH , Jason 52-Week High Momentum Profits: A Transaction-Costs Based Analysis
- Minda SHI , Capital Investment, Tobin’s Q and Stock Market Mispricing – Evidence from Chinese A-B Share Premium
- Chia Mei Keiretsu SHIH , Membership, Market Timing and Capital Structure
- Stefanie TANUWIDJAJA , Should Terrorism Risk Insurance Act of 2002 be Renewed? An Event Study Approach
- Daniel TAYLOR , Who Really Wins in Stock Market Driven Acquisitions?
- Aaron TIANG , The Effect of Ownership Structure on Firm Payout Policy: An Empirical Analysis of Australian Firms
- Robert TSERIOTIS , An Examination of pricing Dynamics in Housing Markets using Factor Volatilities: Evidence from Sydney
- Philip VERRROCCHI , Stock Price Response of Rivals of Takeover Targets and the Source of these Returns
- Inggrid YAUWALUDDIN , The Effect of Female Directors on Firm Performance and Risk: An Australia Evidence
- Wei ZHANG , Market Sentiment, Divergence of Opinion and Stock Returns
- Leyi ZHU , Relative Valuation and Stock Return
Completed topics 2004
- David BICKNELL, Operating performance of rights – issuing firms: an alternative analysis of the new issues puzzle.
- William BROUGHTON, Co-movement. An empirical analysis of S&P/ASX 200 additions/deletions using a model incorporating behavioural biases.
- Jack CHAU, An examination of a mixture of lognormal densities as implied risk-neutral distributions.
- Andrea CLIFFORD, The optimal bounds of price earnings ratios.
- Nick CONSIGLIO, Share repurchases in Australia: a comparison of two groups.
- Andrew CRAMER, Venture capital certification in initial public offerings: Australian evidence.
- Ryan GAVIN, Stealth trading: testing for evidence prior to takeover announcements in the Australian equity market.
- Anna GRIFFITHS, Do venture capitalists imitate portfolio size?
- Ju H’NG, Credit spread dynamics in the Australian corporate bond market.
- Matthew HAZELDINE, Applying case-based decision theory to establish predictability in intraday order submission strategy.
- Andrew HO, Excess co-movement in the returns of a firm and the industry in which it is classified.
- Cheng LAI, Can profit margin, asset turnover and value-price ratios predict returns?
- Jeannette LEE, A risky proposition: an empirical investigation into the credit risk impact of the proposed maximum priority of employee entitlements.
- Kok Wen LOONG, Liquidity effects of the introduction of single stock futures on the underlying US stocks.
- Domenic MALVASO, Risk versus value: an investigation into the role of value factors in a Fama and French asset pricing context for the Australian equity market.
- Sarah McCARTHY, Liquidity in Australian equity markets: an investigation of the components that explain the liquidity premium.
- Joshua MENDOZA, Australian corporate governance: evidence from CEO turnover after acquisitions.
- Jason MURPHY, The persistence of growth and predictability of long-term growth rates.
- David NAUGHTIN, Executive stock options and corporate performance: Australian evidence.
- Bee Choo NG, The impact of broker recommendation changes on stock prices in Australia.
- William O’DAY, Are firms substituting share repurchases for dividends? Australian evidence.
- Michael PIANTA, The long-term profitability of the large mergers in Australia (1990-2003).
- Neal SARMA, The effect of CEO overconfidence on corporate acquisitiveness and corporate investment distortions.
- Andrew SAUNDERSON, Commonality in liquidity. An empirical investigation using the Australia Stock Exchange.
- Anthony STAFFORD, Portfolio selection: incorporating sentiment and value (appendix B – program attachment).
- Cheow Han TAN, Relative valuation and the contrarian investment strategy.
- Tek Jun TAN, An empirical essay into investment sensitivities in Australia using panel data.
- Sarah TSAO, The earnings announcement drift: what has sales got to do with it?
- Andrew WALTON, Plugging a hole in Black-Scholes: option pricing using Heston’s Stochastic Volatility model.
- Scarlett WANG, Co-movement and its implication on diversification.
- Kieran WHITTY, Nonparametric modelling of Australian short interest rate dynamics: an empirical study.
- Thomas WU, Australian seasoned equity officer: a comparative study of private placements and rights issues.
- Xiaosi ZHOU, Corporate diversification and firm value: evidence from Australia – Tobin’s q approach.
Completed topics 2003
- Felicity Chan, Probability of Acquisition Success, Takeover Uncertainty and Bidder Stock Price Volatility
- Anita Chow, Mispricing and the Probability of the Payment Method and other Takeover Characteristics
- Carolina Contreras Duque, Macroeconomic News and Australian Listed Property Trusts
- Michael Cotton, An investigation employing uncertainty to explain the time-varying relationship between stock and bond returns in the Australian market
- Adrian Dark, An information-based model of momentum
- Michael Doyle, Low Exercise Price Options and Individual Share Futures: tests of relative mispricing in the Australian derivatives market
- Craig Dreyer, Market Under-reaction to Company Issued Profit Warnings
- Fleur Edwards, Attributes of Small Businesses and their Role in Obtaining Equity
- Katrina Efthim, The Effect of Taxation on Equal Access Buy Backs in Australia
- Adrian Ho, Why do some Privatised Firms Fail?
- James Hou, The Impact of the Sumitomo Crisis on the Intermarket Dynamics of the Copper Price and the Role of Traders
- Paul Huang, Momentum Strategies and the Business Cycle: Evidence from Australia
- Adam Jane, Listed Property Trusts Laying Down the Foundation for an Expansion
- Siddharth Khotkar, Applying Case-Based Decision Theory to the determination of initial bid-premia in Mergers and Acquisitions
- Brigid King, Charging backwards, stumbling onwards: An assessment of the regulatory framework for calculating the market risk capital charge for Australian banks.
- Charles Koo, The Performance of Synthetic Put Portfolio Insurance in Australia
- Madeline La, Independence and Hostility: the Effects on Shareholders Wealth
- Tony Lee, An empirical investigation into the structure of pre-emptive takeover bids
- Stephen Lou, Price discovery in the market for Global Registered Shares: A clinical study
- Isabella Luan, The Impact of Share Buybacks on the Long-Term Operating Performance of Australian Firms
- James Ma, Pasminco: Mistake or Misfortune?
- Stuart Manson, The Comovement of Stocks Within Industry Sectors
- Patrick McGlenchy, Dynamic Stock Index Hedging: the optimal breakpoint method
- Ignatius Monoang, Is Failure of Takeover Attempts Good News for Shareholders? An Analysis of Returns in Success and Withdrawn Takeover Attempts
- Abhilash Mudaliar, The Explanatory Power of Country Risk - An investigation into the explanatory power of country-risk factors on stock market return and volatility performance across 45 nations
- Vera Na Ranong, Australian Bank Capital Management - Optimising the Regulatory Ratio
- Thomas O'Mara, The Interaction Between Political Risk Premia and Economic Innovations in the Australian Market
- Soon-Seng Pang, Finding Relatedness and Time to Synergy
- Adrian Poon, ‘Buzz Word’ of ‘Bust Word’ – An Empirical Examination of the Australian Corporate Governance Environment
- Daniel Pullen, The Index Effect: An Investigation of the Price and Volume Effects Surrounding Changes to the S&P Australian Indices
- Chien Tan, Does the Australian Stock Market go on a Holiday when the US Stock Market Closes?
- Fiona Tan, The Value Relevance and Informativeness of Taxable Income
- Justin Turnley, An Empirical Investigation of Stock Volatility –The Return Residual at a Firm, Industry and Market Level
- Thomas Woolley, An Empirical Investigation of Incorporating Mean Reversion in a P/E Ratio Trading Strategy
- Gerry Zhao, How do Options Feel after Extreme Share Price Movements? Testing a Behavioural Explanation of the Implied Volatility Smile in Stock
Completed topics 2002
- Jeevaka Abeyasinghe, An Investigation into Value-Price Predictability and the Formation of Portfolios that Generate Superior Risk Adjusted Returns
- Stuart Beer, Modifying the residual income valuation model for Australian accounting standards
- Kamun Cheong, The effectiveness of central bank intervention in the foreign exchange market: evidence from Australia
- Jason Chew, The effect of foreign ownership on shareholder value
- Estyn Chung, The link between institutional ownership and dividend policy: Australian evidence
- Mark Chung, In search of intrinsic value: mean reversion and predictability in valuation ratios
- Rami De Marchi, Isolating mutual fund manager skill
- Amanda Goh, When are real options exercised? An empirical study of Australian gold mine closings
- Simon Goldman, Investor overconfidence and overreaction to R&D announcements by listed Australian biotechnology and pharmaceutical companies
- George Goudas, Macroeconomic news and the source of equity market linkages between Australian and the US
- Tariq Haque, Evaluating the performance of Australian-based equity funds using time-varying alphas and betas
- Kevin Hee, The effects of consideration structure and bid characteristics on acquirer returns in takeovers of private versus public firms
- Luke Ho, Anticipation of index funds trading in response to the inclusion of newly listed securities on the all ordinaries index
- Jack Hoi, Style in Australia. An empirical exploration of investment style consistency in the wholesale Australian share fund market
- Brendan John, Analysis of the effect of warrant expiration on the underlying stock
- Glenn Johnstone, Reset preference shares. Capital structure implications, pricing and empirical analysis
- Peter Kalogeratos, Chaos and the logistic equation applied to foreign exchange rates
- Martin Krauskopf, Investigating the presence of audit permia in share prices: the demise of Arthur Andersen and its effect on market returns
- Boon Hui Lee, An examination of cash management trusts (CMTs) performance
- Jason Lew, Shareholder wealth effects of private placements: evidence from Australia
- Robert Lin, The long run performance of equity-issuing international cross-listings
- Leo Lovius, Putting the market on the market: why are stock exchanges demutualising?
- Nicholas Michaelides, Predicting returns amidst high volatility
- Pauline Nguyen, An empirical investigation of abnormal trading volume and abnormal open interest around earnings announcements in the ASX options market
- Mary O'Connor, Do short-run and long-run demand curves of equity slope down?: analysis of the price and volume effects around the free float of the S&P/ASX200 index
- Jon Oh, Option-adjusted credit spreads of floating rate notes: an empirical investigation
- Panagiotis Papadakos, Senior-management turnovers: new Australian evidence
- Dubravko Penyalow, The Valuation Effects of ASX Corporate Name Changes
- Junie Pong, Do hostile takeovers affect performance? An analysis of the effects on shareholder wealth and operating performance
- Daniel Romano, The effects of short selling restrictions on dynamic hedging using futures contracts
- Shefali Saldanha, An investigation of momentum trading strategies in the Australian market
- Leap Sok, Empirical tests of market underreaction to Australian on-market share buybacks
- Mervin Song, Tax arbitrage? The difference in the ex-dividend drop-offs of Australian stocks and their ADRs with the impact of the 45-day rule
- Sashikala Sri Kantha, An empirical investigation of tradeoff and pecking order predications about dividends and debt: Australian evidence
- Martin Stavrev, The payoff to a white knight
- Olga Sviatochevski, Stress testing of superannuation portfolios
- Clifford Wong, Are Australian investors possessed by the disposition effect? A contemporary volume analysis
- Yii Hui Wong, Carve-outs, corporate focus and management compensation – an examination of the long-term returns and operating performance of the carve-out
- James Wright, An empirical analysis of returns to small investors from trading on publicly available information
- Soon Chin Yeoh, Risk arbitrage returns and spreads in Australia
Completed topics 2001
- Ivailo Arsov, Contingent Claims Analysis of Deferred HECS Liabilities.
- Lin Yi Bi, Individual Trading Volume Lead/Lag Relations between the ASX and ASX Option Market for Eight Selected Stocks.
- Ally Bonakdar, Corporate Diversification and Effect on Firm Value.
- Jeremy Bostock, How do Australian Equity Values Change Due to the Offer of Convertible Notes?
- Terence Chang, The Information Content of Special Dividends: Australian Evidence.
- Stuart Connell, Valuation of Petroleum Reserves: A Real Options Approach.
- Sophearom En, Nonlinear Dynamics, Chaos and Predictability in the Australian Stock Market.
- Jonathan Garland, The Divergence and Credit Ratings Effects of Spin-Offs.
- Hayden Gaunt, Under and Overreaction to Market Signals: Implied Terminal Values and Consensus Forecasts.
- Tom Grzyb, Internet Firms: Back to Fundamentals?
- Frank Heckes, The Graveyard in the Sky: A Behavioural Inquiry into the Existence, Formation, and Persistence of Price Barriers.
- Edwina Ip, Intra-Industry Effects of Cross-Border Acquisitions in Australia.
- Thomas Irvine, An Empirical Investigation into the Impact of Online Trading Upon Stock Price Dynamics.
- Charlie Jung, Dividend Reinvestment Plans and their Impacts on Shareholder Wealth.
- Michael Kelly, Income Securities: Yield Spreads, Pricing and the Impact of Regulation.
- Chern Ling Kok, Firm Characteristics, Dividend Increases and On-Market Share Buybacks: New Australian Evidence.
- James Lord, An Investigation into the Employment of Multiple Australian Equity Funds of the Same Style.
- Min-Jie Lou, Executive Compensation and Corporate Performance: Australian Evidence.
- Andrew Mcgregor, Informed Trading in Options Markets Prior to Takeover Announcements.
- Shaun Mckinlay, Is Volatility Risk Priced in the SPI Futures Option Market?
- Vivek Miranda, The Rreverse Role of Executive Stock Options in Share Buybacks and Market's Response.
- Patrick No, Style Investing: Incorporating Growth Characteristics in Value Stocks.
- Dominic Picone, Integration of the Australian Equity Market: An Examination of the effect upon Dual-Listings.
- Esmond Smith, Artificial Neural Networks: A Comparative Analysis of Performance.
- Nicholas Speer, Insider Trading around Annual Earnings Announcements.
- Victor Tan, Exchange Rate Shocks, International Competition and Common Industry Impact: A US - Australian Industry Analysis of Stock Returns.
- Fraser Thompson, Firm Survival in the Internet Industry: How to Tell the Baby from the Bath Water with dot-coms
- Liang-Liang Tiong, The Eruo Currency Effect: An Investigation into Structural Changes and Currency Risk Exposure for Banks.
- Yeun Ling Wee, An Empirical Investigation of Stocks from Different Industries using a Disaggregate Approach.
- Wayson Wong, Foreign Mergers and Acquisitions and Exchange Rate Dynamics.
- Wei Yue, Exploring the Relevance of the Hedging Pressure Risk in the Futures Markets: An Investigation on Normal Backwardation in Futures Market via the Hedging Pressure Theory.
Completed topics 2000
- Jayan Balakumar, The Impact of the New Business Tax Reforms on the Dividend Policy of Listed Companies - A Tax Clientele Study.
- Damian Beare, Do Merges Improve Corporate Performance?
- Jaideep Bedi, "I SPI with my Little Eye" An Empirical Investigation into Expiration Effects in SPI Futures Contracts.
- En Te Chen, Ex Ante Expectation on Use of Proceeds and the Underpricing of Initial Public Offerings.
- Yu Min Chua, Analyst Recommendations in Australia: Information Gathering and Investment Banking Relationships.
- Mageret Ely, Futures Hedging Methodologies with Application to the Malaysian Market.
- Amelia Fincher, Biotechnology Valuation: A Real Options Model.
- Guy Grossbard, The Great Australian Pie: An Analysis of PIE Warrants.
- Jonathan Holroyd, An Exploration of the Evidence Surrounding the Effects of Heuristics on Investor Behaviour; and a New Theory of Investor Sentiment.
- Phillip Ingle, An in Depth Analysis of Option Contract Adjustment Procedures.
- Steven Katz, Predicting Takeover Targets: An Analysis of the Relationship between Financial Attributes, Takeover Premiums and the Likelihood of Target Acquisition.
- Tamasin Kenzie, Valuation Considerations in the Licensing of Biopharmaceutical Drug - A Real Options Approach.
- Nicole Lightfoot, Agency Problems in Australian Managed Funds: Retail vs Wholesale Funds.
- Su-Ping Liu, The Impact of Mega Mergers on Industry Competitors.
- Wai Ki Liu, The Impact of Macroeconomic Announcements: A Cross-Sectional Analysis of Different Industries.
- Tim Low, Re-Examination of the Size Effects in Australia: The Effects of Industrial Classification.
- Gilbert Ng, Modeling the Impact of Volatility Risk in the Return Generating Process.
- Andrew Nolan, Measuring Behavioural Risk Factors in Australian Equity Booms.
- Stephen O'Shaughnessy, The Effect of Tax and Legislation Changes on the Market Value of Dividends and Franking Credits.
- Kunal Panchal, An Analysis of Failed Merger Bids and their Impacts on Rivals.
- Rhys Petheram, The Financial Performance of Ethical Screening in Australia.
- Graham Strain, The Impact of Index Fund Trading and the Effects of Changing the ASZ Index.
- Jean Tan, Momentum Investing in Australia.
- Steve Tan, Do Equity Price Premia Predict Political Risk?
- Wynne Tan, Another Look at the Small Firm Anomaly: The Australian Evidence.
- Anna Taylor, Book Building vs Fixed Price Offers: An Analysis of the Effect of Information Asynnetry in Underpricing in the Australian IPO Market.
- Desmond Tsui, An Investigation on the Profitability of Contrarian and Momentum Strategies within an International Context - A Case between Australia and Us
- Matthew Wilson, Case Study: The Value Drivers behind Internet E-tailer Companies in 2000.
Completed topics 1999
- Yianni Agisilaou, Mining .com.au - Price and Variance Effects of Diversification into Technology by Resource Companies: A Behavioural Analysis.
- Anthony Carpenter, Modelling Credit Risk.
- Ben Chen, Empirical Analysis of Alleged Manipulation Attempts and Government Intervention on HK Stock and Futures Markets in August 1998.
- Hugh Keat Cheung, Time Varying and Higher Moment Alternatives to Black-Scholes.
- Davin Chow, Directors Trades and Market Efficiency.
- David Colosimo, Factors Effecting the International Covariance Matrix.
- Timothy Davies, Timing the Market through the use of a Market Volatility Index.
- Grant Dixon, Herding, Momentum and Corporate Governance - Aust Hedge Funds.
- Catherine Grooves, Is the Risk Return Relationship Constant?
- Adam Houghton, Growth Opportunities and the Method of Payment in Acquisitions: An Australian Study.
- Christopher Hudson, Impact of Fund Managers Trading Activities on Stock Prices.
- Alex Leung, Why Investors Dislike Australian ADRs.
- Mark Lorkin, Earnings Management and the Long Run Performance of Initial Public Offerings.
- Mel Lum, A Test of Integration vs Segmentation and the Effect of Dual Listing: Evidence from the Malaysian Equity Market.
- Wai Yin Mah, An Examination of the Price and Quantity Dimensions of Market Liquidity for the Long Gilt Futures Contract.
- Renato Mota, Share Buybacks and Signalling of Earnings and Risk.
- Sujay Nair, Divest or Not to Divest: Impact or Stock Options Plans on Project Entrapment.
- Anne-Marie Neagle, Sectoral Herding in Australian Mutual Funds.
- Anna Neradovich, Systematic Investigation of Momentum and Contrarian Trading Strategies that are Followed by Traders in US Internet Stocks.
- Christopher Osborne, The Simulation of Like-Like Market Data from Behavioural Rules.
- Matthew Ross, Information Associated with Share BuyBacks: Firm Specific or Industry Wide.
- Sabatino Silveri, Volatility Forecasts in the Warrants Market.
- Nicholas Sims, Directors Response to a Tender Offer: Do Independent Boards Increase Target Shareholder Wealth.
- Michael Sommers, Pricing Credit Risk in Australian Semi-Government Securities Using Reduced Form Models.
- Jonathan Spitzer, An Alternative Approach to Pricing Lookback and Barrier Options.
- Anthony Sutton, A Study of the Optimal Re-Balancing for Hedging using Short Term Interest Rate Futures.
- Stuart Vinson, Protecting Underwriter Reputation.
- Michael Winterburn, Ownership Structure and Economic Performance: The Demutualisation of Building Societies.
- Terence Wong, Stock Price Effects Associated with Changes in Index Composition.
Completed topics 1998
- Anu Agarwal, Reduced Form Models: Operationalisation and Empirical Analysis.
- Vanessa Alpins, Australian Share Issue Privatisations and the Tender Offer Process.
- Daniel Avramides, Volatility Forecasting and the Efficiency of the SPI Futures Option Market.
- George Batsakis, How Firm Characteristics Affect the Emphasis Placed on Executive Share Options: An Agency Perspective.
- Julian Buckley, The Determining Factors of Premiums Paid in Bank Mergers: A Case Study Analysis.
- Andrea Burgess, Testing the Role of Skewness in Tournaments in the Australian Retail Equity Trust Market.
- Timothy Calnan, The Impact of P/E Ratios and Divided Yields on Investor Expectations: An Event Study using Implied Probability Density Functions.
- Jonathan Chan, Market Efficiency and Overreaction in the Hong Kong Stock Market: Can a Contrarian Trading Strategy Beat the Market?
- Michael Chan, Interaction between Exchange Rate and Stocks: An Analysis of Volatility.
- Rosemary Chan, A Comparative Performance Evaluation of Value-At-Risk Models on Option Portfolios.
- Adam Chandler, The Adjustment of Forward Rates in Response to CPI Announcements.
- Cynthia Cochrane, Margining Efficiency and Prudentiality at the Sydney Futures Exchange.
- Michael Crocker, Do Australian Mutual Fund Managers alter the Riskiness of their Portfolios in Response to Mid-Year Performance?
- Matthew Davison, The Predictive Value of Analyst Consensus Earnings Forecasts.
- David Feldman, The After-Market Performance of Seasoned Equity Issues.
- Joanna Gilligan, The Macmillan Model and Valuing the Right to Exercise Early for American Put Options on Non-Dividend Paying Stocks.
- Shane Gong, Compensation Factors Driving Demutualisation: A Managerial Entrenchment Perspective.
- Rick Impala, Estimation of Optimal Hedge Ratios and the Effectiveness of Constant and Dynamic Hedging Strategies using Short-Term Interest Rate Futures.
- Matthew Iser, IPO Underpricing and Underwriter Reputation: An Alternative.
- Chang Han Joo, An Empirical Analysis of the Composite Valuation: Residual Income and Price-Earnings Ratio.
- Wayne Kenafacke, Managed Investment Performance Comparisons; Investor Reaction and it's Implications.
- Steven Lambeth, The Effects of Financial Leverage and Firm Size on the Relation between Stock Returns and Volatility: A Firm-Level Analysis.
- Amy Lee, Informational Efficiency of the Hang Seng Index Futures Contract.
- Vivienne Leong, Credit Unions: Is EVA Relevant?
- Crystal Lin, A Comparative Analysis of the Wealth Effects at the Announcement of International Joint Ventures in China.
- Christine Lye, Market Comparable Models: An Empirical Investigation.
- Joshua Mckean, An Analysis of the Wealth Transfer Device in an On-Market Share Buyback: An Option Pricing Approach.
- Wayne Ngo, Volatility and Block Trades: Testing for Further Evidence of the Overhang.
- Jack Ong, Currency Hedging Implications to International Equity Portfolio Performance in the 1900s: An Australian Perspective.
- Martin Paino, Using an Implicit Finite Difference Model to Estimate American Put Option Prices Under the Assumption Stock Returns Follow a Poisson Process.
- Timothy Pietsch, Why Does Ethics have a Zero Price?
- Peter Poulos, Spill Over Effects vs Mispricing.
- Simon Rutherford, A Test of Efficiency for the Share Price Index Futures Options Market using Variance Forecasts.
- Karl Smith, Motivations, Synergy and the Premium Paid in Takeovers.
- Brendan Sproules, Modelling Endowment Warrants using Alternative Stochastic Processes.
- Saktiandi Supaat, Volatility Forecasting Techniques Used in Value at Risk Models and Common Volatility Processes: Analysis of the Singapore Equity Market.
- Christopher Whitelaw, Do Instalment Warrants offer "Value" to Investors?
- Karen Wong, Tactical Asset Allocations: Does it Work in Australia?
- Matthew Yim, The Long-Run Performance of Acquiring Firms.
Completed topics 1997
- Geoffrey Blades, A Re-Examination of the Wealth Effects of Interfirm Tender Offers: An Option Pricing Approach.
- Roland Broda, Testing for Evidence of Stealth Trading before Australian Earnings Announcements.
- Simon Buskens, Do Brokers Move Stock Prices? A Longitudinal Analysis of Recommendations.
- Terry Charalambous, The Motives for Takeovers: Australian Evidence.
- Keiren Charles, Directors' Decision to Defend: An Empirical Examination of the Returns to Target Shareholders of Defended Takeovers.
- Victor Cheung, A Fresh Look at Myers' Pecking Order Theory of Capital Structure: The Case of Australian Firms.
- Tuan Shew Chng, An Intra Day Investigation into the Dynamics of Volatility Transmission Across Parallel Markets Operating on the Sydney Futures Exchange.
- David Cibura, The Closed-End Fund Puzzle.
- Richard Connell, Recovery of Implied Interest Rate Probability Density Functions from Interest Rate Futures Options.
- Susan Cook, The Tender System for Capital Raising in Australian Equity Markets.
- Luke Davidson, An Empirical Examination of Alternative Currency Hedging Strategies for International Equity Portfolios.
- Weng Keat Foong, The Short-Term Zero-Cost Contrarian Strategy in the Australian Context.
- Daniel Goh, Performance Measurement and Persistence on Australian Funds.
- Simone Govic, An Empirical Analysis of Economic Valued Added (EVA): A Comparative Examination of Valuation Metrics.
- Thomas Hodgson, The Diversification Question: A Longitudinal Study of Corporate Diversification in the Period 1990 - 1996.
- Thomas Ko, The Information Content of Companies Announcing On-Market Share Buy-Backs in Australia and the Actual Share Reacquisition.
- Wen Yee Lee, An Examination of the Benefits of International Diversification - A Study Between Singapore and Australia.
- Hoa Quoc Ly, Evaluating the Performance of Value at Risk Models Using Historical Data.
- Mary-Anne McLeod, Perforamce Persistence and the Predication of Cash Flows: Are Mutual Fund Investors Rational?
- Long Ngo, Modelling the Discounted Dividend Growth Rate in the Midst of Dividend Taxation Change.
- James Olsen, Default Risk in the Australian Swap Market. Identification and Measurement.
- Brian O'Reilly, Time Variation in the Domestic Equity Correlation Matrix.
- David Potaznik, Capital Plus Warrants: An Analysis of a Derivative Security.
- Richard Rose, International Dual Listing: Where are the Benefits?
- Simon Rose, Valuation of Contingent Claims in Infrastructure Projects
- Chin Yee Tan, Market Timing and Equity Market Anomalies: A December Effect?
- Charles Taylor, The Signalling Power of Australian Share Buybacks.
- Natasha Tsykin, An Investigation of the Static and Dynamic Informational Efficiency of the All Ordinaries Share Price Index Futures Contract.
- Robert Van Aalst, Is the Commonwealth's Current Debt Management Strategy Consistent with Long-Term Cost Minimisation?
- Kenneth Wan, The Size Effect in the Managed Fund Industry. Elicitation of Economies of Scales?
- Gary Wong, An Examination of the Short-Term Contrarain Investment Strategy in the Australian Equity Market. Do Australian Investors Overreact?
Completed topics 1996
- Mun Har , The Performance Persistence of Australian Superannuation Funds.
- Nicholas Bienkowski, The International Bidder Effect: Do Australian Shareholders Earn a Higher Return when the Ultimate Acquirer is Foreign?
- Nathan Butterworth, Evidence on the Determinants of Takeover Outcomes and the Predictive Ability of Logistic Models.
- Matthew Cain, The Role of Underwriter Reputation in the Pricing of IPOs and Subsequent Seasoned Equity Offerings.
- Adam Elder, The Evaluation of Volatility Forecasts in an Economic Value Framework.
- Paul Francis, Block Transactions - Evidence of an Overhang Effect.
- Rodney Fraser, Which Security Analyst Recommendations Result in the Largest Cumulative Abnormal Returns? A Cross Sectional Analysis.
- Sung Dae Hong, Concurrent Economic Information and Relative Efficiency in the Australian Stock Market.
- Ivy Hsieh, The Study of Bid and Ask Spread Bias and Non-Synchronous Effect in the Event of Unseasoned New Equity Offerings on the Australian Stock Exchange.
- Winnie Hui, Understanding Fees, Certification, Relationship Specific Assets and Underwriter Retention.
- Dinah Jowett, Valuation of Employee Share Options in Australia.
- Andrew Lannen, Contrarian Investment, Extrapolation and Risk Evidence of Overreaction to Earnings Information in the Australian Equity Market.
- Paul Lee, The Effect of Changes to Dividend Franking Levels on Security Returns, Payout Ratios, and Dividend Growth.
- David Lewis, Acquisition or Divestiture? Management Response to Competitive Pressures.
- Scott Mcgibbony, Ex Ante Uncertainty and the Underpricing of Equity Care-Outs in Australia.
- Warwick Newell, Reconciling Dividend Reduction Signals and Subsequent Earnings Performance within an Australian Market Context.
- Cianta Seneviratne, International Joint Ventures vs Domestic Joint Ventures: A Comparative Analysis of the Valuation Effects of Joint Venture Announcements on Shareholder Wealth.
- Yar Ping Soo, Equity Duration and the Performance of Australian Stocks.
- Oon Geok Tan, Differential Information Hypothesis and the Performance of Non Underwritten IPOs.
- Kar Mei Tang, Modelling Volatility in the Malaysian Stock Market.
- Alvin Teh, A Comparison of the Wealth Effects from International and Domestic Acquisitions: The Case for Australian Acquiring Firms.
- Paul Wirjawan, Time Varying Volatility in Arbitrage-Free Term Strucuture Model.
- Man Li Wong, Do Windows of Opportunity, Firm Characteristics and Market Conditions Affect the Price Reaction to Rights Issue Announcements?
- Sally Yeh, Comparison of the Constant and Dynamic Hedge Models with the Presence of Transaction Costs in the Futures Market.
Completed topics 1995
- Justin Bailey, The Shore Reaction of Australian Common Stocks to Announcements of International Joint Ventures
- Edward Burley, The Role of Asymmetric Information and Underwriter Reputation in Australian Rights Issues
- Simon Chan, The Impact of Options Introduction on the Empirical Relationship Between Returns and Trading Volume
- Ze-Min Chua, Bank Branch Efficiency and Economies of Scale: A Study of Translog and Data Envelope Analyses
- Bindusri De Silva, The Impact of Dividend Imputation Tax System on Trading Volume, Corporate Leverage and Volatility
- Tanuja Doorjun, A Regression Analysis of the Effects of Option Introductions on Stock Variances in Australia
- Nicholas Fay, The Pricing of Underwriting Risk in Initial Public Offerings: Australian Evidence
- Greg Jason, The Role of Accounting Based Performance Measures in the Education Sector
- Alison Lam, Capital Market Integration Pre and Post Deregulation: Evidence from the US and Australian Stock Markets
- Wai Keong Lam, Further Evidence on the Black-Scholes Pricing Model: Does Heteroscedasticity Matter?
- Tuck Lok Lau, Modelling Mean Reversion in the Price Earning Ratios of Firms
- Janine Lewis, Managerial Performance, Motives, and Gains During Takeovers: Australian Evidence
- Nicholas Lilley, The Reaction of Australian Interest Rate Markets to the Announcement of Economic Variables
- Augustine Lim, The Relationship Between Information, Trading Volume, and Stock Market Volatility
- Justin Loke, An Investigation into the effects of Beta Nonstationarity on Optimal Portfolio Weights
- Jason Louey, The Operating Performance of Initial Public Offering Firms
- Christopher Pearce, Testing the Behavioural CAPM
- Lawrence Peh, Earnings and Dividends: Interaction Effect
- Christopher Sleep, The Australian Stock Market Reaction to Economic News: In Intra-Daily Analysis
- Amber Stoney, Earnings Management by Gold Mining Companies Affected by the 1991 Gold Tax
- Jamie Strauch, The Impact of the Australian Dividend Imputation System on the Corporate Capital Structure
- Eric Wong, Further Evidence on IPO Returns and Subsequent Equity Offerings
- Kevin Wong, Options on the SPI Futures Contract: A Comparison of the Predictive Ability of the Black-Scholes Model and the Lee-Rao-Auchmuty Model
Completed topics 1994
- Daniel Allison, Tax Induced Clientees: An Evaluation of the Australian Evidence
- Lewis Apostolou, Rights Issues and Wealth Redistribution
- Adam Caplan, Psychological Pricing Barriers in Australian Stock Indices
- Hamish Carlisle, Takeover Announcements, Acquiring Firms and Programs of Acquisitions
- Darren Crawford, Interaction of Earnings and Dividends: Some Further Evidence
- Arne Dimpfel, Experts' Reports and Control Premia in Australian Takeovers
- Timothy Emonson, Dividend Reinvestment Plans (DRP's) - An Examination of Returns During a DRP's Averaging Period
- Jonathan Farrer, Setting Discount Rates Under Australian Dividend Reinvestment Plans
- Avi Gilboa, An Analysis of the Information Content of Independent Expert's Report in Australian Takeover Bids
- Timothy Heaton, Volatility Estimation and the Valuation of American Call Options on Dividend Paying Stocks
- Vanessa Jackson, An Empirical Investigation into the Marketing Timing Activities on Australian Superannuation Fund Managers
- Christian Johnston, The Information Effects of Right Issue Announcement and Prospectus Release
- Mark Lewis, The Information Content of Preliminary Final Earnings Announcements
- Fiona Mcintyre, Determinants of Capital Structure: Australian Evidence
- Damien Mitchell, The Initial Performance of Resource and Industrial Based Initial Public Offerings
- Daniel Olivieri, Information Efficiency of Implied Volatility and the Release of Preliminary Earning Statements
- Amir Paluch, A Study of Discounts in Private Equity Placements of Bidder Firms
- Andrew Pennycuick, Tobin's Q and the Post-Acquisition Performance of Bidder Firms
- Philip Pepe, A Causality Test of International Stock Market Relationships
- David Stegehuis, Currency Exposure in Australian Gold Stocks
- Simon Wilson, Measurement Issues and the Long Run Performance of Initial Public Offerings
- Daniel Wise, The Impact of Domestic Joint Venture Announcements on the Common Stock Returns of Australian Resource Sector Companies