Completed topics 2004

David BICKNELL, Operating performance of rights – issuing firms: an alternative analysis of the new issues puzzle.

William BROUGHTON, Co-movement. An empirical analysis of S&P/ASX 200 additions/deletions using a model incorporating behavioural biases.

Jack CHAU, An examination of a mixture of lognormal densities as implied risk-neutral distributions.

Andrea CLIFFORD, The optimal bounds of price earnings ratios.

Nick CONSIGLIO, Share repurchases in Australia: a comparison of two groups.

Andrew CRAMER, Venture capital certification in initial public offerings: Australian evidence.

Ryan GAVIN, Stealth trading: testing for evidence prior to takeover announcements in the Australian equity market.

Anna GRIFFITHS, Do venture capitalists imitate portfolio size?

Ju H’NG, Credit spread dynamics in the Australian corporate bond market.

Matthew HAZELDINE, Applying case-based decision theory to establish predictability in intraday order submission strategy.

Andrew HO, Excess co-movement in the returns of a firm and the industry in which it is classified.

Cheng LAI, Can profit margin, asset turnover and value-price ratios predict returns?

Jeannette LEE, A risky proposition: an empirical investigation into the credit risk impact of the proposed maximum priority of employee entitlements.

Kok Wen LOONG, Liquidity effects of the introduction of single stock futures on the underlying US stocks.

Domenic MALVASO, Risk versus value: an investigation into the role of value factors in a Fama and French asset pricing context for the Australian equity market.

Sarah McCARTHY, Liquidity in Australian equity markets: an investigation of the components that explain the liquidity premium.

Joshua MENDOZA, Australian corporate governance: evidence from CEO turnover after acquisitions.

Jason MURPHY, The persistence of growth and predictability of long-term growth rates.

David NAUGHTIN, Executive stock options and corporate performance: Australian evidence.

Bee Choo NG, The impact of broker recommendation changes on stock prices in Australia.

William O’DAY, Are firms substituting share repurchases for dividends? Australian evidence.

Michael PIANTA, The long-term profitability of the large mergers in Australia (1990-2003).

Neal SARMA, The effect of CEO overconfidence on corporate acquisitiveness and corporate investment distortions.

Andrew SAUNDERSON, Commonality in liquidity. An empirical investigation using the Australia Stock Exchange.

Anthony STAFFORD, Portfolio selection: incorporating sentiment and value (appendix B – program attachment).

Cheow Han TAN, Relative valuation and the contrarian investment strategy.

Tek Jun TAN, An empirical essay into investment sensitivities in Australia using panel data.

Sarah TSAO, The earnings announcement drift: what has sales got to do with it?

Andrew WALTON, Plugging a hole in Black-Scholes: option pricing using Heston’s Stochastic Volatility model.

Scarlett WANG, Co-movement and its implication on diversification.

Kieran WHITTY, Nonparametric modelling of Australian short interest rate dynamics: an empirical study.

Thomas WU, Australian seasoned equity officer: a comparative study of private placements and rights issues.

Xiaosi ZHOU, Corporate diversification and firm value: evidence from Australia – Tobin’s q approach.