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