Honours Theses and Postgraduate Coursework: Recent submissions
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What Determines Australia's Foreign Equity Investment?
Published 2008-03-12In light of the recent changes to superannuation policy in Australia, the corresponding heightened exposure to equity markets has highlighted the importance of portfolio diversification as a means to reduce income risk. ...Open AccessThesis -
A deconstruction of Cox’s proportional hazards model and an inquiry into its ability to predict the outcome of Chapter 11 bankruptcy proceedings
Published 2008-02-21Set against the backdrop of Chapter 11 proceedings in the United States, a specification of Cox’s proportional hazards model proposed by Partington, Stevenson, Russel and Torbey (2001) was examined for its stability over ...Open AccessThesis -
THE PREDICTION OF AUSTRALIAN TAKEOVER TARGETS: A BINOMIAL AND MULTINOMIAL LOGIT ANALYSIS
Published 2008-02-05This thesis provides the first attempt to predict takeover targets in the Australian context using binomial and multinomial logit models, extending the relatively small amount of work focused in the United States, Canada, ...Open AccessThesis -
The Impact of Trading Halts on the Australian Equities Markets
Published 2008-02-05This dissertation examines the impact of trading halts on the trading behaviour for a sample of halted stocks listed on the Australian Stock Exchange (ASX). A detailed analysis of returns, liquidity and volatility around ...Open AccessThesis -
Liquidity and Information Asymmetry Around Preliminary Final Reports
Published 2008-02-05This thesis seeks to examine changes in liquidity and information asymmetry around earnings and dividend announcements, using evidence from the Australian market. Unlike previous studies conducted, this thesis examines a ...Open AccessThesis