Honours Theses and Postgraduate Coursework: Recent submissions
-
Drama, Narrative and Charismatic Leadership
Published 2009-03-11Since the 1970s, management scholars have been captivated by the emotional and symbolic aspects of leadership, particularly charismatic leadership — a form of influence independent of tradition and formal authority. More ...Open AccessThesis -
How much volume will an illegal insider trade? Evidence from options markets
Published 2009-02-26Modelling the volume traded by illegal inside traders is a fairly new area of research. Previous research into insider trading has focused not a comprehensive study on the determinants of volume, but empirical and theoretical ...Open AccessThesis -
STATISTICAL AND ECONOMIC TESTS OF EFFICIENCY IN THE ENGLISH PREMIER LEAGUE SOCCER BETTING MARKET
Published 2009-02-26This thesis investigates the weak and semi-strong form efficiency of the fixed odds English Premier League soccer betting market between 2002-03 and 2007-08. Recent structural changes – including a reduction in taxes, and ...Open AccessThesis -
Order Placement and Performance: A Comparative Analysis of Institutional and Retail Traders
Published 2009-02-26This thesis seeks to identify systematic differences in the order placement of institutional and retail traders in the Australian market. With institutions exhibiting a greater awareness of market conditions, this analysis ...Open AccessThesis -
Pairs Trading: A Cointegration Approach
Published 2009-02-26This study uses the Johansen test for cointegration to select trading pairs for use within a pairs trading framework. A long-run equilibrium price relationship is then estimated for the identified trading pairs, and the ...Open AccessThesis