Masters Research Reports
| 2008 | 2007 | 2006 | 2005 |Completed topics 2008
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Jenjang Sri Lestari, The Dividend Decision: Evidence from the Jakarta Stock Exchange
Supervisor(s): Prof Rob Brown -
Jing Liao, Combinations of Financial and Macroeconomic Variables for Predicting Stock Returns in Australia Market
Supervisor(s): Dr Jonathan Dark -
Bin Liu, The Integration Of Australian Real Estate Market and Stock Market
Supervisor(s): Dr Rayna Brown -
Ping Liu, The Relationship Between Reputable Investment Bank and Underwriter Quality of IPO in Autsralian Market
Supervisor(s): Assoc Prof Asjeet Lamba -
Qian Liu, The Price Response of REITs and Real Estate Stocks to Public Listing and Acquisition Announcements in Japanese Market
Supervisor(s): Dr Callum Scott -
Geng Lv, Do Fund Managers Really Possess Hot Hands?
Supervisor(s): Prof Rob Brown -
Aashna Rahman, Trading Dynamics in the Gold Market: The Lead-Lag Relationship Between the Gold Spot and Futures
Supervisor(s): Dr Michael Ch'ng -
Ahmed Imtiaz Shahriar, Extending the VIX: Does and Industry-level Volatility Index Give Better Predictions of Future Returns?
Supervisor(s): Prof Paul Kofman -
Henryk Adam Smyczynski, Are Airlines Aware Whether a Competitior Airline is Entering Bankruptcy Protection Deliberately?
Supervisor(s): Prof Paul Kofman -
Shu Qing Tao, Does Market Timing Affect Australian Firms' Capital Structure?
Supervisor(s): Dr Howard Chan -
Fei Thomas Teng, Benefits of Global Diversification - Modelling the Case for Australian Listed Property Trusts
Supervisor(s): Dr Callum Scott and Assoc Prof Greg Schwann -
Zheng Wang, International Financial Integration: A Panel Analysis
Supervisor(s): Dr Ali Akyol -
Lan Xiang, Long Memory and Efficiency Of the Foreign Exchange Market: An Empirical Study of Euro Exchange Rates
Supervisor(s): Prof Paul Kofman -
Tao Zhang, The Inflation Hedging Characteristics of A-REITs
Supervisor(s): Assoc Prof Greg Schwann -
Yi Chao Zhu, Does Prior Lending and Equity Issuing Relationship Affect the Subsequent SEO Underwriting Spread? An Empirical Study in the Australian Market
Supervisor(s): Dr Ali Akyol
Completed topics 2007
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Tzu Chuan Ang, The Profitability of Momentum Investing After Transaction Costs: Australian Evidence
Supervisor(s): Prof Simon Wheatley -
Li Cai, An Empirical Investigation of IPO Returns and Subsequent Rights Issues in Australia
Supervisor(s): Dr Qi Zeng -
Yinan Cai, Does Insider Manipulation Exist Around Open Market Stock Repurchase Announcements?
Supervisor(s): Dr Qi Zeng -
Yang Yang Chen, Optionality and Determinants of Commodity Convenience Yields: An Australian Study
Supervisor(s): Assoc Prof Greg Schwann -
Quoc Tuan Ho, Momentum Effect in Australia: Stock Characteristics-Based & Firm Characteristics-Based Momentum Strategies
Supervisor(s): Dr Qi Zeng -
Shuang Huang, Does Dividend Catering Theory Work in Chinese Stock Markets?
Supervisor(s): Dr Xin Chang -
Ahmad Fikri S Karimi, Intangible Assets and the Likelihood to Repurchase Shares in the Australian Market
Supervisor(s): Assoc Prof Christine Brown -
Xiaozhi Liao, The Halloween Effect in Industry Sectors
Supervisor(s): Dr Sean Pinder -
Xiao Jun Lin, Mean reversion of industry indices in Australia
Supervisor(s): Prof Simon Wheatley -
Navjot, Motivation for Buying back Shares in Australia
Supervisor(s): Assoc Prof John Handley -
Fei Qiao, The Usage of Derivatives & Financial Distress - A Study of gold Companies on the Australian Stock Exchange
Supervisor(s): Dr Les Coleman -
Zheng Wu, An Investigation into Debt Maturity Structure
Supervisor(s): Assoc Prof Christine Brown and Dr Xin Chang -
Jing Jing Xie, Which Ownership Structure Really Maximizes Shareholders' Wealth? The Case of Family Acquiring Firm Performance
Supervisor(s): Dr Les Coleman -
Chao Yang, Pricing ASX 200 Index Options Under A GARCH Stochastic Volatility Model
Supervisor(s): Assoc Prof John Handley
Completed topics 2006
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Vicky Siew See Chow, The Impact of liquidity Costs on the Australian Equity Options
Supervisor(s): Assoc Prof John Handley -
Ka Shun Carlson Fung, Stock Market Driven Acquisitions Theory, Keiretsu Affiliation and Japanese Mergers and Acquisitions
Supervisor(s): Assoc Prof Christine Brown -
Ala Khanbashi, An Index Fund to Beat the Index: An Empirical Application of Stochastic Portfolio Theory on the S&P 500
Supervisor(s): Assoc Prof Christine Brown -
Pei Fun Liem, Downward Sloping Demand Curves for Stocks and Financing Decisions
Supervisor(s): Dr Xin Chang -
Yu-Shan (Athena) Lin, Investigation into the Pricing of Risk-based Deposit Insurance Scheme for Authorised Deposit Taking Institutions in Australia
Supervisor(s): Assoc Prof Christine Brown -
Kanabadee Pholyasrisawat, The Effects of Ownership Structure and Market Reaction to Seasoned Equity Offering Announcements: Empirical Evidence from Thailand
Supervisor(s): Dr Andre Gygax -
Yuan Shi, Bankers on Board and Corporate Performance in Australia
Supervisor(s): Dr Qi Zeng -
Ling Heng Henry Wong, Board Interlocking Networks and the Design of Executive Compensation Packages
Supervisor(s): Dr Andre Gygax
Completed topics 2005
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Baofeng Liu, Forecasting and Trading Shanghai Stock Exchange A-Share Index: An evaluation of artificial neural network as a forecasting tool
Supervisor(s): Callum Scott -
Ann Christina Sobfeldt-Hansen, Australian Floating Convertibles: An empirical investigation of announcement returns and price manipulation during the pricing period
Supervisor(s): John Handley