Completed topics 1999

Yianni Agisilaou, Mining - 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.