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 Installment Warrants offer "Value" to Investors?
Karen Wong, Tactical Asset Allocations: Does it Work in Australia?
Matthew Yim, The Long-Run Performance of Acquiring Firms.