The following research essays are available for borrowing from reception by current Honours in Finance students.
For information about our Honours program, please visit the Honours in Finance webpage.
Honours Thesis - 2007 |
| Student Name |
Thesis Title |
| BELL Robert |
Style Switching within the S&P 100 |
| BORZINI Silvia |
Re-examining the Dual Listed Company Anomaly - A Case Study of BHP Billiton and Rio Tinto |
| FELMAN Samuel Elijah |
The Applicability of Fundamental Indexation to the Australia's Banking Sector |
| GRIFFIN Dermot Patrick |
Post-bid performance of Takeover Targets Following Withdrawn Bids: Australian Evidence 1990-2004 |
| HO Kim Seng |
Homogeneity of the Size Effect Across Industries |
| KENNEDY Dane |
Has Private Equity Changed? Targets of US Leveraged Buyouts in the 1980s and Today |
| KENNEDY Martin |
An Option-Based Re-Investigation of Announcement Period Returns and Signals for Australian Tender Offers |
| KHOTKAR Ashwin |
The Listing of Foreign Firms - The Case of London's AIM |
| LAW Che Kiat (Diana) |
The Influence of Institutional Ownership Composition on the Liquidity Impact of Stock Splits: An Australian Event Study |
| LEARNER James |
Index Returns and the Australian Business Cycle: The Impact on Diversification |
| LI Yinan |
Natural Rubber and Crude Oil Futures on Tokyo Commodity Futures Markets: Cross Market Return-Volume Relation |
| LIU Xing |
Testing the Stock Return Predictability by Debt to Equity Ratio through the Boferroni Q-test |
| LOH Yik Choong |
An Adjusted Lintner Model for 21st Century Australia |
| MCCUSKER Andrew J |
Multiple Choice? An Industry Level Analysis of Relative Valuation using Multiples |
| MINDOVA Mila Stefanova |
Effects of Gold Price Hedging on Firm Value in the Australian Gold Mining Industry |
| NASIAKOS Ashley Achilleas |
The Performance of PIN around Earnings Announcements: Australian Evidence |
| NORMAN Daniel T |
Predicting the Share Repurchase Behaviour of Australian Corporations |
| OCTAVIA Monica Y |
Determinants of Bank Capital Structure in Developing Countries: Regulatory Capital Requirement Versus the Standard Determinants of Capital Structure |
| ONG SU-Huey (Stephanie) |
Intermediaries in the IPO Process and their Impact on Underpricing: What do Investment Banks Truly bring to the Table? |
| PHUA Jia Ning |
Securitisation of Higher Education |
| PLATT Jonathon |
Superannuation: How Saving for the Future Affects the ASX |
| SARI Diana |
Examining the Effect of the G-Index on Firm's Leverage: A Corporate Governance Study |
| SMOLYANSKY Michael |
Cash Financed Acquisitions: The Source of Funds and Acquirer Returns |
| TAN Sheehan |
Correlations Around the Turn-of-the-Year |
| WONG Ken |
The Effect of Non-Executive Financial Directors on Firms' Financial Decisions |
| XIE Li |
Operating efficiencies of Chinese Commercial Banks: An Empirical Investigation |
| YU Min |
Do Takeover Targes Underperform their Competitors? Evidence from Australia on Market Takeovers |
| ZHANG Bo |
Worldwide Equity Market Integration: A Sector by Sector Analysis |
| ZHANG Qian |
A Valuation-Based Test of Equity Market Timing |
Honours Thesis - 2006 |
| Student Name |
Thesis Title |
| ANG Tze Chuan |
A Multifactor Model of Australian Resource Stock Returns |
| ANTONUCCI Nathan |
Equity Market Integration in the Asia-Pacific Region |
| BLAKEY Joshua Matthew Scanlan |
A Dynamic Analysis of Correlation in Collateralized Debt Obligation Tranches |
| BORG Matthew |
Earnings Management, Acquisitions and Long-Term Shareholder Returns |
| CHANG Kai Jia (Marie) |
Taking a Walk around the Boutiques: A Study on Non-traditional Property Trusts |
| CHRISTENSEN Rasmus |
Option Market Microstructure: The Effect of Re-Denomination on the Options Market |
| CHUAH Charng Yen |
Conditional Heteroskedasticity in the S&P/ASX 200 Index Returns: A GARCH Approach |
| DENHAM Sabriyah |
Warranting Attention: A Retrospective Study of Endowment Warrants |
| FILMER Sean |
The Realised and Implied Volatility Relationship with the Options on SFE SPI 200 Futures |
| FUNG Eugene |
Negative Cash Flows: More Insight into the Effects of Financial Constraints on Cash Flow Sensitivities |
| GAUNTLETT Jonathon |
The Profitability of Combined Momentum Strategies |
| HUANG Jay Jie |
The Dynamic Interaction between Compensation Flows and Long-term Firm Performance: The Case of Acquiring Firms |
| HUANG Zhen Tian |
The Effects of Financial Constraints on Corporate Investment Decisions and Demand for Liquidity: Evidence from Japan |
| HUI Hung Wa |
Wilkins What is the Motive for Venture Capital Syndication? A Re-Examination of the Project Selection and Value-Added Hypothesis |
| KUSWANTO Felix |
The Influence of Executive Stock Options on Multiple On-Market Share Buyback Programs: Australian Evidence |
| LAW Ka Li |
An Examination of the Implementation of the Heston Stochastic Volatility Option Pricing Model |
| LEE Peng Han |
Asian Financial Crisis: A Study of Momentum Trading Strategy |
| LI Yan Bin (Kathy) |
A Time-Series Study of Size and Book-to-Market Factors on US Corporate Bond Returns |
| LIU Zhu |
Announcement Effect of International Dual Listing. A Study of Australian Companies Listed on the Alternative Investment Market |
| LUCAS Matthew |
Underwriter Characteristics and Initial Return Predictability in Large Australian IPO’s |
| LUELF Stuart |
Corporate Bond Spreads and Observed Liquidity: An Alternative to Conventional Liquidity Proxies |
| MADAN Kriti |
Valuing Generator Notes: An Application of A Current Industry Methodology |
| MILNER Nicole |
Corporate Governance Mechanisms and the Cost of Equity in Australia |
| NGUYEN An |
The Regulation of Superannuation |
| PITT Rebecca |
The Effect of RBA Target Cash Rate Announcements on Financial Institution Stock Returns |
| POW Katherine |
Analyst Recommendations and Failing Firms: Are Analysts Biased? |
| RYAN Matthew Hugh Alfred |
Contagion and Competitive Effects of Analyst Recommendation Changes: Stock Pairs in the ASX 200 and Analysts’ Influence on the Stock’s TWIN |
| SAUNDERS Adam |
Small Bank Case Study: A Real Options Approach to Valuing an Investment in a Basel II-Compliant Advanced Risk Management System |
| SIBBISON Matthew |
Demand Based Index Option Pricing: Examination of a New Dataset |
| TAN Danny |
Risk Neutral Default Probabilities Modelled from Equity and Corporate Bond Yields |
| TAYLOR Jared |
The Announcement of a Share Buyback and the Market Under-reaction: Evidence in Australia |
| THIA Jeremy |
Are Share Buybacks Used as a Means of Managing Earnings? An Australian Study |
| TURNER Mark |
Motives and Incentives for Target Firms: An Investigation into the Role of Valuation, CEO Ownership, Boards and Blockholders |
| WAN Jie |
Analyst Forecast Accuracy: Do Ability, Resource, and Portfolio Complexity Matter? Evidence from Australia |
| WATERS Edward Alistair |
Insider Trading and the Profitability of Australian Directors’ Trades in their Own Companies |
| WEN Rui Qing |
Stephanie How Do Board Structures Influence the Post-Issue Performance in Australian IPO Firms? |
| WINARTO Andison |
An Investigation of Applying Splines onto Australian Corporate Bond Credit Spread |
| WIRAWATI |
The Impact of Debt Market Timing on Capital Structure |
| WONG Ju Kuong |
The Informational Content of the S&P 500 Index Options and Interrelation between the Volatility Series |
| XIE Xin |
Tests of Stock Returns Predictability with Dividend Initiation Ratios: Australian Evidence |
| XU Wei Yang |
An Investigation into the Influences of Banking Regulations and Legal Environments on Capital Market Efficiency |
| ZHANG James |
The Study of Liquidity and Signalling Following Security Splits on the ASX |
| ZHANG Ying |
An Investigation of the Investment and Hedging Properties of Commodity Futures Index. Australian Evidence |
| ZHAO Yinan |
Does Australian Low Residential Default Make Sense? Option Pricing of Mortgage Default in Australia |
| ZHU Amy |
The Implications of Information Leakage for the Choice of M&A Advisor |
