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Recently Completed PhD Theses

Candidate Thesis Title Abstract Completed Supervisor
Maria Jahromi Essays on Islamic Assets Available 2015 Dr M. Shumi Akhtar; Assoc Prof Barry Oliver
Daniel Maroney Price Discovery and the Influence of the ASX Continuous Disclosure Regulation Available 2015 Assoc Prof Suk-Joong; Dr Elvis Jarnecic
Alexander Sacco Order Submission Strategy and Market Structure Available 2014 Dr Angelo Aspris; Prof Andrew Lepone
Adam Corbett Essays on Equity Portfolio Management Available 2014 Dr Andrew Ainsworth; Prof Stephen Satchell
Peter Edney Liquidity Risk and Bank Regulation: Basel III and Beyond Available 2014 Assoc Prof Maurice Peat; Dr Hamish Malloch
Jue Wang The Pricing of Sovereign Credit Risk: Theory and Applications Available 2014 Dr Jiri Svec; Assoc Prof Maurice Peat
Rizwan Rahman Market Integrity Issues in Financial Markets Available 2014 Prof Andrew Lepone; Dr Angelo Aspris
Wang Wei Essays on Information Asymmetry and Price Impact in Market Microstructure Available 2014 Dr Quan Gan
Yubo Liu Essays on Institutional Trading and Order Flow Competition in Equity Markets Available 2014 Assoc Prof Suk-Joong Kim; Dr Elvis Jarnecic
Sean Foley The impact of regulation on market quality Available 2014 Dr Angelo Aspris
Bruno Rodrigues An Investment Strategy for Prediction of Takeover Targets using High Frequency Data Available 2013 Dr Maxwell Stevenson; Assoc Prof Maurice Peat
Craig Mellare Three Essays on Pricing and Market Behaviour around Corporate Acts and Information Releases Available 2013 Prof Alex Frino
Annica Rose An Analysis of Investor Trading Behaviour and Its Impact on Trade Execution, Market Quality and Stock Returns Available 2013 Assoc Prof Joakim Westerholm
Kevin Liu Australian Superannuation: Operational Structure, Investment Performance and Trustee Governance Available 2013 Prof Michael McKenzie; Dr Reuben Segara
Kassim Durrani Australian Bank Credit Risk Management: A Regulatory Examination of Provisioning, Capital Adequacy & Stress-Testing Available 2013 Assoc Prof Maurice Peat; Dr Jiri Svec
Abraham Akra Modelling the Four-Party Billing Payment Scheme: The Case of BPAY Available 2013 Dr Maxwell Stevenson; Assoc Prof Maurice Peat
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
Hee Soo Lee Evaluation of Financial Risk of Hedge Funds and Funds-of-Hedge Funds Available 2011 Dr Maxwell Stevenson; Dr Juan Yao
Jun George Li Financial Market Intermediaries and Information Asymmetry in Equity Markets Available 2011 Dr Andrew Lepone
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
Brad Wong The Interaction between Informed and Uninformed Agents in Securities Markets Available 2011 Prof Alex Frino
Frank Sensenbrenner Three Essays on Informed Trading Available 2011 Dr Kerry Pattenden
Talis Putnins Closing price manipulation and the integrity of stock exchanges Available 2010 Assoc Prof Carole Comerton-Forde
Danika Wright Heterogeneous asset pricing: An examination of the Australian residential real estate market Available 2010 Dr Maurice Peat
Jennifer Kruk Execution costs in money and futures markets Available 2010 Prof Alex Frino
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
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
Aelee Jun Essays on the value of Australian dividends and imputation tax credits Available 2008 Assoc Prof Graham Partington; Dr Max Stevenson
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