Masters Research Reports - Department of Finance

  • Completed topics 2010

    Tan Khoa Duong, Do Mergers and Acquisitions in the banking industry create value? The case of Japan.
    Supervisor(s):Dr Ian O'Connor

    Marcus Joseph Guzzardi
    , The Semi-Strong Efficiency of the Australian Thoroughbred Wagering Market: An Applied Test of Financial Theory
    Supervisor(s):Dr Les Coleman

    Yiying Han
    , Bank regulation, supervision, disclosure and the bank profitability
    Supervisor(s):Dr Rayna Brown

    Felix Chin Pui Ko
    , The Impact of Credit Event and Rating Actions on Implied Probability of Default
    Supervisor(s):Dr Harry Scheule

    Ying Li
    , CEO Compensation and Spin Offs
    Supervisor(s):Dr Qi Zeng

    Alvin Liaw
    , Net interest margins and risk factors: Evidence on US Commerical Banks
    Supervisor(s):Dr Zhen Shi

    Gregory Wiliam Lovell
    , Share Purchase Plans, Rights Issues and Placements: Australian evidence on the determinants of equity insurance methods
    Supervisor(s):Prof Rob Brown

    Ran Lu
    , Does international diversification really matter? - Empirical Analysis of A-REITs returns
    Supervisor(s):Assoc Prof Greg Schwann

    Lin Miao
    , Price Performance of Initial Public Offerings Before and During the Global Financial Crisis Period - Evidence from Australia IPO Market: 1998 - 2009.
    Supervisor(s):Dr Harald Scheule

    Ian Cameron Mitchell
    , An Insight into Calls of Convertible Bonds in a Dividend Poor, Information Rich Business Environment
    Supervisor(s):Prof Bruce Grundy

    Bo Pang
    , Bank Wholesale Funding Costs and the Cash Rate in "Noughties"
    Supervisor(s):Prof Kevin Davis

    Kagnavy Sim
    , Detecting False Financial Reports in U.S. Firms: Using Logistic Regression
    Supervisor(s):Dr Bryan Lim

    Yun Zhang
    , Unexpected Crude Oil Price Shocks and Stock Return Predictability
    Supervisor(s):Dr Liang Zhang

  • Completed topics 2009

    Ali Jafar Al Dawood, Determinants of Underpricing in Saudi Arabian IPOs
    Supervisor(s): Dr Les Coleman

    Jiahao Chen
    , Financial Experts and Payout Policies
    Supervisor(s): Dr Ali Akyol

    Jasenthu Liyana De Silva
    , Seasonality in the Colombo Stock Exchange: Empirical Evidence on Market and Industry Effects
    Supervisor(s): Dr Gil Aharoni

    Jasenthu Liyana Nimali De Silva
    , Seasonality in the Colombo Stock Exchange: Empirical Evidence on Market and Industry Effects
    Supervisor(s): Dr Gil Aharoni

    Wenjun Ding
    , The Relationship between Risk, CEO Compensation, and Firm Performance in the U.S Banking Industry
    Supervisor(s): Dr Harry Scheule

    Chi Chong Foo
    , Stock Price Performance Surrounding Actual Share Buybacks: Evidence from Australia
    Supervisor(s): Dr Ali Akyol

    Guilherme Rocha Gomes, Cross-sectional Behaviour of the Volatility Dynamics of Crude Oil and Natural Gas Futures with an Application to Value at Risk
    Supervisor(s): Dr Jonathan Dark

    Rangika Dissanayake Iddamalgoda
    , Systematic Risk and A-REIT Debt Characteristics
    Supervisor(s): Assoc Prof Greg Schwann

    Xiao Mei Jiang
    , An Empirical Analysis of Industry Effect in Capital Structure
    Supervisor(s): Dr Ali Akyol

    Yen Quynh Le
    , Dividend Catering Theory, Evidence in Australian Stock Market
    Supervisor(s): Dr Qi Zeng

    Monica Yoanita Octavia
    , Short Selling Constraints and Market Price Efficiency: the Case of the Australian Market
    Supervisor(s): Dr Bryan Lim

    Ju Shen
    , The Gender Gap in Top Executive Compensation
    Supervisor(s): Assoc Prof Asjeet Lamba

    Mintwab Mesfin Tafesse
    , Financial Contagion from Hedge-funds to Financial Markets
    Supervisor(s): Dr Rayna Brown

    Edwin Soekandar Tijoe
    , Bank Regulations and Supervisions: What Works Best During Systematic Banking Crisis?
    Supervisor(s): Dr Carsten Murawski

    Renxiang Wang
    , Globalization and bidder gains: A comparison study between US corporations that acquire targets from emerging countries and developed countries
    Supervisor(s): Assoc Prof Christine Brown

    Nan Yin
    , Do Quality of Earning and Cash Flows Reflect Stock Returns: An Event Study Using Japanese Market Data
    Supervisor(s): Dr Callum Scott

    Bo Zhou
    , Does the Positive Tradeoff Between Risk and Return Still Hold During Sub-prime Mortgage Crisis?
    Supervisor(s): Dr Jonathan Dark

    Jian Zhu
    , Underpricing of Foreign IPOs in the US Market: Comparison of American Depository Receipts (ADRs) IPOs and US IPOs
    Supervisor(s): Assoc Prof Greg Schwann

  • Completed topics 2008
    Bashar Basmaji, An Analysis of Contagion in the Pacific Rim during the current credit crisis: A hierarchical approach
    Supervisor(s): Assoc Prof Kim Sawyer

    Yuen Tak Hong
    , Rent-seeking in events of conflict: Evidence from the Iraq War of 2003
    Supervisor(s): Assoc Prof Asjeet Lamba

    Eric Lau
    , Underwriter Reputation and IPO Underpricing in Japan: Analysis of Auctions and Book-Building Offers
    Supervisor(s): Dr Qi Zeng

    Jenjang Sri Lestari
    , The Dividend Decision: Evidence from the Jakarta Stock Exchange
    Supervisor(s): Prof Rob Brown

    Jing Liao
    , Financial and Macroeconomic Variables' Predictability in the Australian Market
    Supervisor(s): Dr Jonathan Dark

    Bin Liu
    , The Integration Of Australian Real Estate Market and Stock Market
    Supervisor(s): Dr Rayna Brown

    Ping Liu
    , The Relationship Between Reputable Investment Bank and Underwriter Quality of IPO in Australian Market
    Supervisor(s): Assoc Prof Asjeet Lamba

    Qian Liu
    , The Price Response of REITs and Real Estate Stocks to Public Listing and Acquisition Announcements in Japanese Market
    Supervisor(s): Dr Callum Scott

    Geng Lv
    , Do Mutual Fund Managers Possess Hot Hands? Evidence from the UK
    Supervisor(s): Prof Rob Brown

    Jack Mok
    , How Equity Duration Impacts on the Cross Section of Realized Returns
    Supervisor(s): Dr Ali Akyol

    Jun Seong Park
    , Convergence of International Financial Markets
    Supervisor(s): Assoc Prof Greg Schwann

    Hayden Haibel Qian
    , Idiosyncratic Volatility and Cross-Section of Stock Returns: Australian Evidence
    Supervisor(s): Dr Carsten Murawski

    Aashna Rahman
    , Trading Dynamics in the Gold Market: The Lead-Lag Relationship Between the Gold Spot and Futures
    Supervisor(s): Dr Michael Ch'ng

    Ahmed Imtiaz Shahriar
    , Extending the VIX: Does and Industry-level Volatility Index Give Better Predictions of Future Returns?
    Supervisor(s): Prof Paul Kofman

    Henryk Adam Smyczynski
    , Do Investors Believe that Airlines are Disadvantaged by Competitors Entering Chapter 11 Bankruptcy Protection?
    Supervisor(s): Prof Paul Kofman

    Shu Qing Tao
    , Does Market Timing Affect Australian Firms' Capital Structure?
    Supervisor(s): Dr Howard Chan

    Fei Thomas Teng
    , Benefits of Global Diversification - Modelling the Case for Australian Listed Property Trusts
    Supervisor(s): Dr Callum Scott and Assoc Prof Greg Schwann

    Thapheatra Than
    , Remuneration Structure and Target CEO bargaining for bid premium in a friendly mergers: Evidence from "Mergers of Equals"
    Supervisor(s): Dr Ali Akyol

    Zheng Wang
    , International Financial Integration: A Panel Analysis
    Supervisor(s): Dr Ali Akyol

    Wei Wei
    , Can Discretionary Current Accruals Explain the Underperformance of Seasoned Equity Offerings in the Japanese Stock Market?
    Supervisor(s): Assoc Prof Greg Schwann

    Lan Xiang
    , Long Memory and Efficiency Of the Foreign Exchange Market: An Empirical Study of Euro Exchange Rates
    Supervisor(s): Prof Paul Kofman

    Zhu Ying
    , The Impact of Unit Seasoned Equity Offerings on the Underlying Stocks: Evidence from Australian Market
    Supervisor(s): Dr Sean Pinder

    Wu You
    , Unsuccessful Acquisitions and Overconfident CEO's Subsequent Investment Decisions
    Supervisor(s): Dr Chander Shekhar

    Tao Zhang
    , The Inflation Hedging Characteristics of A-REITs
    Supervisor(s): Assoc Prof Greg Schwann

    Yi Chao Zhu
    , A Systematic Study of Relative Size Effect on Mergers and Acquisitions: from the Perspective of Multiple Acquirers
    Supervisor(s): Dr Ali Akyol
  • Completed topics 2007
    Tzu Chuan Ang, The Profitability of Momentum Investing After Transaction Costs: Australian Evidence
    Supervisor(s): Prof Simon Wheatley

    Li Cai
    , An Empirical Investigation of IPO Returns and Subsequent Rights Issues in Australia
    Supervisor(s): Dr Qi Zeng

    Yinan Cai
    , Does Insider Manipulation Exist Around Open Market Stock Repurchase Announcements?
    Supervisor(s): Dr Qi Zeng

    Yang Yang Chen
    , Optionality and Determinants of Commodity Convenience Yields: An Australian Study
    Supervisor(s): Assoc Prof Greg Schwann

    Quoc Tuan Ho
    , Momentum Effect in Australia: Stock Characteristics-Based & Firm Characteristics-Based Momentum Strategies
    Supervisor(s): Dr Qi Zeng

    Shuang Huang
    , Does Dividend Catering Theory Work in Chinese Stock Markets?
    Supervisor(s): Dr Xin Chang

    Ahmad Fikri S Karimi
    , Intangible Assets and the Likelihood to Repurchase Shares in the Australian Market
    Supervisor(s): Assoc Prof Christine Brown

    Xiaozhi Liao
    , The Halloween Effect in Industry Sectors
    Supervisor(s): Dr Sean Pinder

    Xiao Jun Lin
    , Mean reversion of industry indices in Australia
    Supervisor(s): Prof Simon Wheatley

    , Motivation for Buying back Shares in Australia
    Supervisor(s): Assoc Prof John Handley

    Fei Qiao
    , The Usage of Derivatives & Financial Distress - A Study of gold Companies on the Australian Stock Exchange
    Supervisor(s): Dr Les Coleman

    Zheng Wu
    , An Investigation into Debt Maturity Structure
    Supervisor(s): Assoc Prof Christine Brown and Dr Xin Chang

    Jing Jing Xie
    , Which Ownership Structure Really Maximizes Shareholders' Wealth? The Case of Family Acquiring Firm Performance
    Supervisor(s): Dr Les Coleman

    Chao Yang
    , Pricing ASX 200 Index Options Under A GARCH Stochastic Volatility Model
    Supervisor(s): Assoc Prof John Handley
  • Completed topics 2006
    Vicky Siew See Chow, The Impact of liquidity Costs on the Australian Equity Options
    Supervisor(s): Assoc Prof John Handley

    Ka Shun Carlson Fung
    , Stock Market Driven Acquisitions Theory, Keiretsu Affiliation and Japanese Mergers and Acquisitions
    Supervisor(s): Assoc Prof Christine Brown

    Ala Khanbashi
    , An Index Fund to Beat the Index: An Empirical Application of Stochastic Portfolio Theory on the S&P 500
    Supervisor(s): Assoc Prof Christine Brown

    Pei Fun Liem
    , Downward Sloping Demand Curves for Stocks and Financing Decisions
    Supervisor(s): Dr Xin Chang

    Yu-Shan (Athena) Lin
    , Investigation into the Pricing of Risk-based Deposit Insurance Scheme for Authorised Deposit Taking Institutions in Australia
    Supervisor(s): Assoc Prof Christine Brown

    Kanabadee Pholyasrisawat
    , The Effects of Ownership Structure and Market Reaction to Seasoned Equity Offering Announcements: Empirical Evidence from Thailand
    Supervisor(s): Dr Andre Gygax

    Yuan Shi
    , Bankers on Board and Corporate Performance in Australia
    Supervisor(s): Dr Qi Zeng

    Ling Heng Henry Wong
    , Board Interlocking Networks and the Design of Executive Compensation Packages
    Supervisor(s): Dr Andre Gygax
  • Completed topics 2005

    Baofeng Liu, Forecasting and Trading Shanghai Stock Exchange A-Share Index: An evaluation of artificial neural network as a forecasting tool
    Supervisor(s): Callum Scott

    Ann Christina Sobfeldt-Hansen, Australian Floating Convertibles: An empirical investigation of announcement returns and price manipulation during the pricing period
    Supervisor(s): John Handley