PhD Thesis titles and completions
For information about Finance PhD programs, please visit the PhD in Finance webpage
June 2008:
Brett Shanahan (and his supervisors Paul Kofman, John Handley and Roberto Raimondo) for successfully completing all requirements for the degree of Doctor of Philosophy with his thesis Multi Dimensional Stochastic Volatility and its Application to Option Pricing.
April 2008:
Congratulations to Tariq Haque who has completed his PhD. His thesis titled Leader Stocks, Follower Stocks and Switching Effects in the Australian Market received very positive reviews from the examiners.
March 2008:
Congratulations to Hong Feng Zhang (and his supervisors Rob Brown, Greg Schwann, and Xin Chang) for successfully completing all requirements for the degree of Doctor of Philosophy with his thesis Shareholder Rights, Firm Performance and Information Flow.
Congratulations also to Kim Loong Choo (and his supervisors Kim Sawyer and Greg Schwann) for successfully completing all requirements for the degree of Doctor of Philosophy with his thesis Information, Day Trading and Market Behavior.
July 2007:
Congratulations to Iain Maclachlan (and his supervisors Christine Brown and Kevin Davis) for being awarded the degree of Doctor of Philosophy without further examination or amendment. In the words of one of the examiners, Iain's thesis "..is the first study to demonstrate that the implicit estimation of firm solvency and model parameters improves the predictive accuracy of credit risk structural models."
PhD Completions
| Name | Topic |
| Rayna May BROWN | Efficiency, Regulation and Financial Distress: Mergers between Australian Credit Unions in the 1990s: March, 2004 |
| En Te (John) CHEN | To Invest or not to Invest? Theory and Evidence on Stock Holdings over the Life-Cycle, March 2006 |
| Tuan Shew (Michael) CHNG | How Exchanges Compete: October, 2003 |
| Kim Loong CHOO | Information, Day Trading and Market Behavior: March 2008 |
| Kee-Kuan FOONG | Anatomy of Equity Markets Development and Economic Growth: November, 2002 |
| Andre Fred GYGAX | Learning Across Events and the Dynamics of Abnormal Returns: February, 2002 |
| Tariq HAQUE | Leader Stocks, Follower Stocks and Switching Effects in the Australian Market: April 2008 |
| Sandra JERICEVICH | Loan Contracting and the Credit Cycle: May, 2002 |
| Chang Han JOO | Value of Portfolio Theory: November, 2004 |
| Wai-Man LIU | Monitoring and Limit Order Submission Risks: March, 2005 |
| Krishnan MAHESWARAN | Some International Evidence on the Impact of Liquidity Constraints on Consumption Smoothing: June 2005 |
| Iain MACLACHLAN | An empirical study of corporate bond pricing with unobserved capital structure dynamics: July 2007 |
| Ian Patrick O'CONNOR | The Empirical Distribution of Time to Maturity Volatility: with Application to Option Pricing and Trading: June, 2004 |
| Piruna POLSIRI | The effects of concentrated ownership on firm restructurings: evidence from Thailand: April, 2004 |
| Callum SCOTT | Data Structure and Learning in Financial Markets: An Artificial Neural Network approach: March, 2004 |
| Brett SHANAHAN | Multi Dimensional Stochastic Volatility and its Application to Option Pricing. |
| George WONG | Risk aversion and conservatism. |
| Hong Feng ZHANG | Shareholder Rights, Firm Performance and Information Flow: March 2008 |