Honours research essays

| 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 |

Completed topics 2010

• Xiang CAI, Ultimate Controller and Corporate Performance: Empirical Investigation of Chinese Listed Companies
• Bella Sheung Yu CHAN, Executive Pay, Bank Performance and Risk: An Australian Study
• Yun-Jiao CHEN, Do IPO Stocks Really Underperform? An Alternative Benchmark Approach
• Nandita Marisa D’SOUZA, The Effects of Deregulation on an IPO Firm’s Acquisitions
• Xinyao Bryce GAO, Does the background of CEOs matter? Evidence from Australia
• Felix GOZALI, Venture Backed IPOs in the Dotcom Bubble
• Claire HEEPS, Approaches to Microfinance: On what basis do Donors Allocate Capital?
• Donovan JASPER, Institutional Shareholders and Earnings Management in the Australian Market
• Tae Hyun Albert KIM, Bank Lines of Credit and Corporate Governance: An Empirical Analysis
• JiaRui LI, An Empirical Investigation into CEO Compensation from M & As
• Per MEGURO GULLBERG, The Announcement Effect of Rights Issues and Equity during a Financial Crisis: Evidence from Australia
• Cheng Han NG, Primary and scrap metal casualty
• Joshua NG, The Interaction Between Firms’ Product Market Competition and Financing Strategies: The Role of Debt Maturity Choice
• Kriss PACHAURI, What is the earnings management response of targets subject to friendly equity-financed acquisitions?
• Nicholas RIPPER, Deconstructing the Hedging Premium: The ‘True’ Value of Commodity Risk Management
• Christopher SCHODDE, Fact of fiction: Generating Abnormal Returns from Newspaper Stock Recommendations in Australia
• Sivanesh SIVARAJAN, Market Assumptions about Governments as Investors: An empirical study of Government-controlled Financial Acquirer investment announcement effects of valuation
• Douglas Yee Yao TAN, The Signalling Effect of Dividends and the Global Financial Crisis: Has the market changed the way it perceives dividend announcements as a result of the Global Financial Crisis of 2008?
• Matthew TUNSTILL, Convenience Yields in the European Emission Trading Scheme: Are they just hot air?
• Yao Wilson WANG, An Empirical Investigation of the Post-Merger Performance of Special Purpose Acquisition Companies
• Anna ZHANG, The Market Reaction to the Prolonged Short Selling Ban in Australia
• Mengyu ZHOU, An Investigation into the Performance of Dynamic Macro-Hedging
• Xin ZHOU, Australia CEO’s risk-taking behaviours and the GFC

Completed topics 2009

• Yoon Sang BAE, What determines Capital Structure: Firm-and-Country-Specific factors; Evidence from Asia Pacific region.
• Christopher David BURTON, The Accuracy and Bias of Equity Analysts
• Melissa Yue CHIN, Investigating the Impact of Contracts For Difference on Option Expiration-day Effects
• Woosung Edward CHOI, The empirical examination on the association between analyst reputation and the investment value of recommendations in Australia
• Lee James CROSSINGHAM, The Temporal Stability of Swap Spread Determinants
• Max Otto ECROYD, Cost Drivers In Australian Fund Management: Survey Evidence
• Matthew James FIDGE, Transmission of returns and volatility across international real estate securities markets: A multivariate GARCH approach
• Lucas James GODFREY, An Increasingly Risky Allocation: The Australian Managed Fund Industry 1988-2009
• Ozcan HASSAN, Testing for an optimal mine life in the gold sector
• Choy Yeing HO, Tax-Induced Trading around Important Dates for Off-Market Share Buybacks in Australia
• Ying Yi HO, Regulatory Uncertainty and its Effect on Market Reactions to Rate Case Decisions
• Yi-Sheng HO, Investor reactions to CEO race and gender: an examination of CEO appointment announcements
• Erling Haugan KISE, Efficiency in the Online Sports Betting Market: Evidence from the 2008/2009 FA Premier League
• Ling LI, Human Capital Costs of Bankruptcy, Unemployment and Firm Leverage
• Richard Xin LIM, 52 Week High Momentum in the Chinese Stock Market
• Wei Fen LIM, Who is Afraid of Shareholders? An Empirical Analysis of the SEC’s Proposed Rule Facilitating Shareholder Director Nominations
• Adam Nickolas LOIZOU, Credit Ratings and CEO Compensation: Do CEO’s Require Danger Money
• Matthew James MILLER, Supplier Return Behaviour after Major Customer Shocks
• Ian Cameron MITCHELL, Information Content of Convertible Debt Contract Design
• Timothy Dale MONAHAN, How effective are electricity futures in hedging electricity price risk? An investigation into the PJM Interconnection
• Hung Ki Keith PANG, Investor Sentiment and Stock Returns: Australian Evidence
• Matthew PAWLUK, Maritime shipping costs and Australian industry equity returns
• Andrew Run TAN, Can the Purchasing Power of Major Oil Exporting Countries’ Exchange Rates Predict Oil Prices?
• Yi Faye TAN, Information Asymmetry and its Effect on Underpricing in Reverse Leveraged Buyouts
• Dominic Timothy TAYLOR, Under the hammer: Financial returns & price determinants of the Aboriginal art auction market and its role as an alternative asset
• Adrian TOO, What makes barbarians hungry? A study into the relationship between target firm characteristics and transactional pricing behaviour amongst leveraged buyouts
• Daniel Ivo VERBLUN, To resume or not to resume? The information content of insider trades around dividend omissions
• Yue WANG, Institutional Ownership and Overinvestment
• Zai Liang Liam WANG, Who buys whom? A study of the market to book ratio differential between bidders and targets in Australia
• Liang YU, Firm Performance, Board of Directors in China’s Split Share Structure Reform
• Li-Ren YU, A theoretical investigation into the price & liquidity discover roles played by stockmarket preopening periods in the possible presence of manipulation

Completed topics 2008

• Macarius BUCCELLATO, Partially Protected Shares. Are They Correctly Priced?
• Lanny CHANDRA, The Effects of the Sarbanes-Oxley Act on the Use of Anti-Takeover Provisions in IPO Firms
• Jiahao CHEN, Investor Demand for Dual-listed IPOs and Aftermarket Performance
• Raymond Po-Sing CHOO, Value Price Ratios: A Portfolio Approach to Returns Predictability
• Wong Yuen CHOW, Candlesticks in Emerging and Developed Futures Markets: Are Two-day Reversal Patterns Predictable and Profitable?
• Chamath DE SILVA, Special Purpose Acquisition Companies: Valuing a Blank Check
• Xavier Gerard EID, The Profitability and Characteristics of Merger Arbitrage in an Australian Setting
• Yen Min GOH, The Accuracy and Robustness of Real Estate Price Index Methods
• Sasha Shirley GU, Do Australian banks benefit from Revenue Diversification
• Ta-Loong Lyndon HENG, Information Asymmetry and Adverse Selection in Acquisition Markets: The Role of IPO-based Signals and Advisor Reputation
• Sarah Amanda HEWER, An Investigation into Private Equity Consortiums
• Stephanus HIERONYMUS, The Impact of Cross Delisting on Security Prices and the Cost of Equity
• Wenqing Wendy HU, The Impact of Merger Activity on Executive Compensation of Acquiring Firms
• Weiliang JIANG, Testing and Comparing Stock Returns Predictability between Dividend Yield Ratio and Total Payout Ratio: The Australian Evidence
• Wei Min Edwin KOH, The Long Run Performance of Off-Market Share Buybacks
• Jason KORMAN, Underpricing in Private Equity Backed IPOs
• Adhi LAKSMANAPUTRA, The Analysis of Cross-Market Dynamics between Gold and Platinum Futures : Evidence from the Toyko Commodity Exchange
• Mo Wen LI, Does Hedging Create Value for the Australian Oil and Gas Companies? Evidence from Australian Major Oil and Gas Producers
• Fei Zhi LIU, Capital Structure and Managerial Overconfidence
• Yi Ling Michelle Joy LOW, Value at Risk of Stock Portfolios: A Practical Alternative to RiskMetrics
• Wei Chiang Jason NG, The Effects of Privatisation Activity and Country Risk on Emerging Stock Market Development
• James A NUNN, Stock Market-Driven Acquisitions in Australia
• Grace Ching Zhen PHANG, Taxes and the Early Exercise of Call Options: Australian Evidence
• Daniel SELIOUTINE, A Solution to the Overinvestment Problem Intrinsic to Overconfident Managers
• Mitheran SELVENDRAN, Are There Still Benefits from International Diversification? – The Australian Perspective
• Wen Ming TAN, The Predicative Power of Australian Morningstar Ratings: Do Morningstar’s “5 star” Rated Funds Offer Greater Net Returns Persistently?
• Yu Ki Eric TONG, The Relation Between B/M, Irreversibility and Return: An Explanation of Value Premium
• Andrew David TRUMBLE, Options Backdating in Australia
• Yun Jung TSAI, The Impact of Increased Derivative Concentration at US Commercial Banks upon the US Financial Sector Risk
• Choon Kit Billy WONG, Corruption: Is it Really Bad for Business?
• Patrick Boyd WYATT, Dividend in Australia: An Historic Perspective
• Jessica XU, The Superior Information and Forecast Ability of Reputable Analysts’ Bold Forecasts over other Forecasts
• Yun ZHANG, The impact of Oil Price Shocks on the Stock Returns of Oil Supply Chain Industries
• Jian Winter ZHAO, Does Option-based Compensation Promote Bank Risk?
• Kai ZHOU, Does market liquidity explain asset pricing? – An investigation through the Chinese discount puzzle

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