The Ability of Financial and Trading Information to Predict Bank Takeovers December 2003, David Sharpe Do Options Always Enhance the Liquidity of the Underlying Stock? December 2003, Cayne Holland Liquidity and the Neglected Firm Effect December 2003, Robert Athas Changes in Institutional Stock Holdings and the Effect on Liquidity May 2004, Christopher Valois The Effect of Price Limit Relaxation on Trading Characteristics in December 2004, Todd McEntee A Study in Event Studies: Unresolved Questions May 2005, Christopher Valois An Analysis of Intraday Liquidity Patterns on the Stock Exchange May 2005, External Examiner C.C. Sim, Doctor of Philosophy Behaviour Under Risk and Uncertainty: Role of Experience and “Financial Emotion” Dec 2011, University of Malaya, Kuala Lumpur, Malaysia T. Putnins, Doctor of Philosophy Price Manipulation and the Integrity of Stock “Closing Exchanges” Dec 2009, University of Sydney N. Zamani, Doctor of Philosophy the Role of Trading in the Dynamics of Price Formation in Financial “Investigating Markets” Jan 2009, University of Sydney E. Morton, BBus (Honours) Taking and Loan Pricing of Different Types of Lending Institutions: An Empirical Analysis of the Corporate “Risk Loan Market” Dec 2005, University of Technology, Sydney S. Ail, Ph.D. Return-Volume Relationship for Emerging Markets Analysis of the Internet Technology Bubble in the “The – ” Dec 2005, University of Adelaide C. Clarke, BCom (Honours) “A Measure of the Multi-Dimensional Market Liquidity as a Priced Asset Factor: Evidence from the Australian Stock Exchange” Sept 2005, U M. Hansen, BEcon (Honours) Discovery in Interest Rate Markets: A Lead-Lag “Price Relationship” Nov 2005, U
The Ability of Financial and Trading Information to Predict Bank Takeovers December 2003, David Sharpe Do Options Always Enhance the Liquidity of the Underlying Stock? December 2003, Cayne Holland Liquidity and the Neglected Firm Effect December 2003, Robert Athas Changes in Institutional Stock Holdings and the Effect on Liquidity May 2004, Christopher Valois The Effect of Price Limit Relaxation on Trading Characteristics in December 2004, Todd McEntee A Study in Event Studies: Unresolved Questions May 2005, Christopher Valois An Analysis of Intraday Liquidity Patterns on the Stock Exchange May 2005, External Examiner C.C. Sim, Doctor of Philosophy “Financial Behaviour Under Risk and Uncertainty: Role of Experience and Emotion” Dec 2011, University of Malaya, Kuala Lumpur, Malaysia T. Putnins, Doctor of Philosophy “Closing Price Manipulation and the Integrity of Stock Exchanges” Dec 2009, University of Sydney N. Zamani, Doctor of Philosophy “Investigating the Role of Trading in the Dynamics of Price Formation in Financial Markets” Jan 2009, University of Sydney E. Morton, BBus (Honours) “Risk Taking and Loan Pricing of Different Types of Lending Institutions: An Empirical Analysis of the Corporate Loan Market” Dec 2005, University of Technology, Sydney S. Ail, Ph.D. “The Return-Volume Relationship for Emerging Markets – Analysis of the Internet Technology Bubble in the ” Dec 2005, University of Adelaide C. Clarke, BCom (Honours) “A Measure of the Multi-Dimensional Market Liquidity as a Priced Asset Factor: Evidence from the Australian Stock Exchange” Sept 2005, U M. Hansen, BEcon (Honours) “Price Discovery in Interest Rate Markets: A Lead-Lag Relationship” Nov 2005, U
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