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.
| 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 |