Honours Theses and Postgraduate Coursework: Recent submissions
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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 ...Thesis, Honours -
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 ...Thesis, Honours -
The Disposition Effect and the Ability of Investors to Learn
Published 2009-02-26This paper provides an in depth analysis of investors’ reluctance to crystallise losses and propensity to realise gains, a behavioural bias dubbed the disposition effect. We examine a comprehensive data set comprised of ...Thesis, Honours -
Performance of Active Extension Strategies in the Australian Equities Market
Published 2009-02-26This dissertation examines the performance of active extension strategies, also known as ‘130/30’, in the Australian equities market. This strategy involves introducing short positions to 30% of the value of a fund while ...Thesis, Honours -
Effects on Fragmentation and Market Quality When ASX Moves Towards a More Anonymous Market
Published 2009-02-26This thesis addresses the question of whether the anonymization of broker identifiers has an effect on market quality through the natural experiment on the Australian Securities Exchange. We show that the removal of broker ...Thesis, Honours