Faculty of Economics and Commerce Department of Finance

Honours research essays 2006

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.

Research essays for 2005 are also on this page.

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

Honours research essays 2005

AGAR John Earnings Quality, Unexpected Volume and Opinion Divergence: A Study of Post-earnings Announcement Drift
ALLAN Cameron The Effect of Acquisition Strategies on Earnings Growth
BASUKI Regina Sari An Investigation of the Determinants of Risk Exposures in Australian Gold-mining Industry
BEAUMONT James Empirical Evidence Regarding the Significance of Idiosyncratic Risk on Australian Equity Returns
BOYLE Matt Stockholder Reactions to CEO Successions in Large Australian Companies
CAO Xiao The Implications of Delisting Bias for the Size Effect and the January Effect in CRSP’s Nasdaq Data
CHEN Xilu Nancy Determinants of the Choice of Payment Method: Comparing Australian and Japanese Mergers and Acquisitions
CHOO Yen Chu Intra-industry Information Transfers in the Australian Banking Sector
CROWLEY James The Sensitivity of Australian Banking Stocks to Interest Rate and Foreign Exchange Risks: An Event Study Approach
CURTIS Jessica A An Investigation of Break Fees in Australian Mergers
DAGLEY Andrew Australian Initial Public Offering Mispricing and Underwriter Market Share and Competition
EIMANY Ashkan Linear and Nonlinear Exchange Rate Determination using Fundamentals: Evidence from Australia
FIDLER James Home Bias in Australian Equity Portfolios and Information Asymmetry Effects
FISHER Guy Is the Dow Jones Predictable?
HONG Harry The Effect of Media Commentaries on Mergers
HOUNG Brendan Chih-ha Bid Ask Spread Cost Components and Dual-listed Companies: Rio Tinto, BHP and Brambles
LAI Nge Kong 52-Week High Momentum in International Indices
PANG Wendy Marching to a Different Drum: Initial Public Offerings of ASX Listed Property Trusts
QUEK Tricia The Role of Analyst Recommendations in Mergers and Acquisitions in Australia
RAO Neha The Impact of Australia’s Recent Corporate Governance Initiatives on Shareholder Wealth: Evidence from Mergers and Acquisitions
SAKTI David Markov Chain Monte Carlo Simulations of Nonparametric Models of the Australian Short Rate and the Market Price of Interest Rate Risk: An Empirical Study
SALDANHA Gerson Hedging, Speculating and price Volatility in Commodity Futures Markets
SEAH  Zuoxin Jason 52-Week High Momentum Profits: A Transaction-Costs Based Analysis
SHI Minda Capital Investment, Tobin’s Q and Stock Market Mispricing – Evidence from Chinese A-B Share Premium
SHIH Chia Mei Keiretsu Membership, Market Timing and Capital Structure
TANUWIDJAJA Stefanie Should Terrorism Risk Insurance Act of 2002 be Renewed? An Event Study Approach
TAYLOR Daniel Who Really Wins in Stock Market Driven Acquisitions?
TIANG Aaron The Effect of Ownership Structure on Firm Payout Policy: An Empirical Analysis of Australian Firms
TSERIOTIS Robert An Examination of pricing Dynamics in Housing Markets using Factor Volatilities: Evidence from Sydney
VERRROCCHI Philip Stock Price Response of Rivals of Takeover Targets and the Source of these Returns
YAUWALUDDIN Inggrid The Effect of Female Directors on Firm Performance and Risk: An Australia Evidence
ZHANG Wei Market Sentiment, Divergence of Opinion and Stock Returns
ZHU Leyi Relative Valuation and Stock Return

 
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