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 An Analysis of Returns in Success and Withdrawn Takeover Attempts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