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?