Completed topics 2006

Tze Chuan ANG , A Multifactor Model of Australian Resource Stock Returns

Nathan ANTONUCCI , Equity Market Integration in the Asia-Pacific Region

Joshua BLAKEY , A Dynamic Analysis of Correlation in Collateralized Debt Obligation Tranches

Matthew BORG , Earnings Management, Acquisitions and Long-Term Shareholder Returns

Kai Jia (Marie) CHANG , Taking a Walk around the Boutiques: A Study on Non-traditional Property Trusts

Rasmus CHRISTENSEN , Option Market Microstructure: The Effect of Re-Denomination on the Options Market

Charng Yen CHUAH , Conditional Heteroskedasticity in the S&P/ASX 200 Index Returns: A GARCH Approach

Sabriyah DENHAM , Warranting Attention: A Retrospective Study of Endowment Warrants

Sean FILMER , The Realised and Implied Volatility Relationship with the Options on SFE SPI 200 Futures

Eugene FUNG , Negative Cash Flows: More Insight into the Effects of Financial Constraints on Cash Flow Sensitivities

Jonathon GAUNTLETT , The Profitability of Combined Momentum Strategies

Jay Jie HUANG , The Dynamic Interaction between Compensation Flows and Long-term Firm Performance: The Case of Acquiring Firms

Zhen Tian HUANG , The Effects of Financial Constraints on Corporate Investment Decisions and Demand for Liquidity: Evidence from Japan

Hung Wa HUI , Wilkins What is the Motive for Venture Capital Syndication? A Re-Examination of the Project Selection and Value-Added Hypothesis

Felix KUSWANTO , The Influence of Executive Stock Options on Multiple On-Market Share Buyback Programs: Australian Evidence

Ka Li LAW , An Examination of the Implementation of the Heston Stochastic Volatility Option Pricing Model

Peng Han LEE , Asian Financial Crisis: A Study of Momentum Trading Strategy

Yan Bin (Kathy) LI , A Time-Series Study of Size and Book-to-Market Factors on US Corporate Bond Returns

Zhu LIU , Announcement Effect of International Dual Listing. A Study of Australian Companies Listed on the Alternative Investment Market

Matthew LUCAS , Underwriter Characteristics and Initial Return Predictability in Large Australian IPO’s

Stuart LUELF , Corporate Bond Spreads and Observed Liquidity: An Alternative to Conventional Liquidity Proxies

Kriti MADAN , Valuing Generator Notes: An Application of A Current Industry Methodology

Nicole MILNER , Corporate Governance Mechanisms and the Cost of Equity in Australia

An NGUYEN, The Regulation of Superannuation

Rebecca PITT , The Effect of RBA Target Cash Rate Announcements on Financial Institution Stock Returns

Katherine POW , Analyst Recommendations and Failing Firms: Are Analysts Biased?

Matthew RYAN , Contagion and Competitive Effects of Analyst Recommendation Changes: Stock Pairs in the ASX 200 and Analysts’ Influence on the Stock’s TWIN

Adam SAUNDERS , Small Bank Case Study: A Real Options Approach to Valuing an Investment in a Basel II-Compliant Advanced Risk Management System

Matthew SIBBISON , Demand Based Index Option Pricing: Examination of a New Dataset

Danny TAN , Risk Neutral Default Probabilities Modelled from Equity and Corporate Bond Yields

Jared TAYLOR , The Announcement of a Share Buyback and the Market Under-reaction: Evidence in Australia

Jeremy THIA , Are Share Buybacks Used as a Means of Managing Earnings? An Australian Study

Mark TURNER , Motives and Incentives for Target Firms: An Investigation into the Role of Valuation, CEO Ownership, Boards and Blockholders

Jie WAN , Analyst Forecast Accuracy: Do Ability, Resource, and Portfolio Complexity Matter? Evidence from Australia

Edward WATERS , Insider Trading and the Profitability of Australian Directors’ Trades in their Own Companies

Rui Qing WEN , Stephanie How Do Board Structures Influence the Post-Issue Performance in Australian IPO Firms?

Andison WINARTO , An Investigation of Applying Splines onto Australian Corporate Bond Credit Spread

WIRAWATI , The Impact of Debt Market Timing on Capital Structure

Ju Kuong WONG , The Informational Content of the S&P 500 Index Options and Interrelation between the Volatility Series

Xin XIE , Tests of Stock Returns Predictability with Dividend Initiation Ratios: Australian Evidence

Wei Yang XU , An Investigation into the Influences of Banking Regulations and Legal Environments on Capital Market Efficiency

James ZHANG , The Study of Liquidity and Signalling Following Security Splits on the ASX

Ying ZHANG , An Investigation of the Investment and Hedging Properties of Commodity Futures Index. Australian Evidence

Yinan ZHAO , Does Australian Low Residential Default Make Sense? Option Pricing of Mortgage Default in Australia

Amy ZHU , The Implications of Information Leakage for the Choice of M&A Advisor