Masters Research Reports - Department of Finance

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

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

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

Navjot, 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

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

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