Honours Theses and Postgraduate Coursework: Recent submissions
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Illegal Insider Trading and its Differential Impact on Liquidity on the CBOE, NYSE, and NASDAQ
Published 2009-02-26This study examines the differential impact of illegal insider trading on liquidity in the alternative market structures of the NYSE (specialist), NASDAQ (dealer), and the CBOE (hybrid). Using US Securities and Exchange ...Open AccessThesis -
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 ...Open AccessThesis -
Does market depth concentration matter? Evidence from the Australian Stock Exchange
Published 2009-02-26In considering the behaviour of market participants, this paper introduces a new variable into the model for the determinants of institutional trading costs. By using an ex-ante measure of the concentration in the opposite-side ...Open AccessThesis -
THE IMPACT OF BLOCKS TRADES IN THE UNDERLYING MARKET ON OPTION PRICES: EVIDENCE FROM THE ASX
Published 2009-02-26This dissertation examines the impact a block trade in the underlying stock market has on options listed on that stock in the options market. There is significant debate in previous literature in regards to which market ...Open AccessThesis -
The Introduction of Clerp 9 Audit Regulation and its Impact on the Auditing Profession
Published 2008-10-21This study examines the introduction of legally enforceable Australian Auditing Standards (ASAs) and the impact on the audit profession after their first year of implementation. This study is informed by regulation theories ...Open AccessThesis