| Candidate |
Thesis Title |
Abstract |
Completed |
Supervisor |
| Craig Mellare |
Three Essays on Pricing and Market Behaviour around Corporate Acts and Information Releases |
Available |
2013 |
Prof Alex Frino |
| Richard Philip |
Doubling Times in Finance |
Available |
2012 |
Assoc Prof Graham |
| Min Zhu |
Return predictability and its implications for portfolio selection |
Available |
2012 |
Dr Maxwell Stevenson |
| Brad Wong |
The Interaction between Informed and Uninformed Agents in Securities Markets |
Available |
2011 |
Prof Alex Frino |
| Maria Kim |
The dynamic prediction of company failure - the influence of time, the economy and non-linearity |
Available |
2011 |
Assoc Prof Graham Partington; Prof Stewart Jones |
| Hamish Malloch |
The valuation of options on traded accounts: continuous and discrete time models |
Available |
2011 |
Assoc Prof Peter Buchen |
| Jun George Li |
Financial Market Intermediaries and Information Asymmetry in Equity Markets |
Available |
2011 |
Dr Andrew Lepone |
| Frank Sensenbrenner |
Three Essays on Informed Trading |
Available |
2011 |
Dr Kerry Pattenden |
| Jennifer Kruk |
Execution costs in money and futures markets |
Available |
2010 |
Prof Alex Frino |
| Danika Wright |
Heterogeneous asset pricing: An examination of the Australian residential real estate market |
Available |
2010 |
Dr Maurice Peat |
| Talis Putnins |
Closing price manipulation and the integrity of stock exchanges |
Available |
2010 |
Assoc Prof Carole Comerton-Forde |
| Huong Dieu Dang |
Rating History, Time and The Dynamic Estimation of Rating Migration Hazard |
Available |
2010 |
Assoc Prof Graham Partington |
| Abhishek Das |
Essays on Hedge Funds: Performance and Trading Strategies |
Available |
2009 |
Dr Elvis Jarnecic; Prof Alex Frino |
| James Cummings |
Three essays on price formation and liquidity in financial futures markets |
Available |
2009 |
Prof Alex Frino |
| Aelee Jun |
Essays on the value of Australian dividends and imputation tax credits |
Available |
2008 |
Assoc Prof Graham Partington; Dr Max Stevenson |
| Luke Bortoli |
Three essays on the impact of electronic trading in futures markets |
Available |
2008 |
Prof Alex Frino; Dr Elvis Jarnecic |
| Kar Mei Tang |
An Empirical Analysis of Anonymous Trading in Equity Markets |
Available |
2008 |
Assoc Prof Carole Comerton-Forde; Prof David Johnstone |
| Andrew Grant |
Statistical and Financial Evaluation of Subjective Probability Forecasts: Empirical Applications in Betting Markets |
Available |
2008 |
Prof David Johnstone; Prof Alex Frino |
| Kevin Lo |
Modelling Order Flow, Price Impact and Market Resiliency in the Australian Stock Market |
Available |
2006 |
Dr Richard Coggins |
