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Completed PhD Students

As of January 2008

* Supervisory staff from outside the department

Student

Title of Thesis

Supervisors

Rubi Ahmed

 

"Bank Capital, Risk and Performance: Malaysian Evidence"

Michael Skully, Mohamed Ariff

Oraluck Arsiraphongphisit

"Capital Structure and Australian listed Family and Non-family Firms"

Mohamed Ariff

Hue Hwa Au Yong

 

"Asia-Pacific banks' derivative activities: disclosure, usage and risk consequences"

Robert Faff, Keryn Chalmers

 

Sehne Gulay Avsar

 

"Simultaneity, Price Determination and Liquidity in Spot and Future Markets"

Robert Faff, Barry Goss

Karen Leigh Benson

 

"Australian International Equity Funds: Performance Evaluation and Related Issues"

Robert Faff

Timothy John Brailsford

 

"An Empirical Examination of Stock Market Volatility in the Australasian Region"

Robert Brown, Keith McLaren

 

Kym Brown

 

"Financial development and bank efficiency in the Asia Pacific Region pre and post the 1997/1998 Asia financial crisis "

Michael Skully

Emilyn Cabanda

 

"A Comparative Study of Privatisation of Selected Major Asian Telecommunication Entities"

Mohamed Ariff, John McKay*

 

Van Luc Can

 

"The Bank restructuring in Asean, East Asia and Australia: Approaches, achievements, issues and reform agenda."

Mohamed Ariff

 

Andrzej Stefan Ceglowski

"Data-and process-directed decision support for an acute care hospital emergency department"

Leonid Churilov

Howard Wei-Hong Chan

 

"The Pricing of Australian Equity and Equity-linked Securities"

 

Sheng-Yao Chang

 

" A study of the effect of merger and acquisition activities on the short-long term stockholders wealth and performance of Business Operation in Taiwan, one of emerging markets"

Mohamed Ariff

Tong Gunn Chew

 

"Incentives for Voluntary Disclosures of Derivative Financial Instruments by Financial Institutions in Singapore"

Jayne Godfrey

Warren Gregory Dean

 

"Essays in Asset Pricing: Evidence for Australian Equity and Bond Markets"

Robert Faff

Stephen Andrew Easton

 

Market Features and Tests of Efficiency"

 

 

Robert William Faff

 

"Empirical Investigations into Asset Pricing in the Australian Equity Market"

 

 

Victor KF Fang 

 

"Studies in the Pricing of Interest Rate Swaps"

Rob Brown, Roger Gay, Francis In

 

Philip Gharghori

"Is it default risk? Australian evidence on the risk-based nature of the Fama-French model"

Robert Faff, Howard Chan*

Matthew Hall

 

"Strategic Performance Measurement Systems and Individual Work Behaviour"

Robert Chenhall

 

Jane Hamilton

 

"Accounting and Auditing Restrictions in Private Debt Contracts: Their Association with Borrowers' Investments in Intangible Assets"

Jayne Godfrey, Paul Mather

Harijono Harijono

 

"Capital Structure Decisions of Australian Family Controlled Firms"

George Tanewski

Joseph Hillier

 

"An analysis of time-varying risk models in financial markets"

Robert Faff

Soke Fun Ho

"Exchange Rate Determination; a Re-examination Beyond the Parity Theorems"

Mohamed Ariff

Yuen-Ching Ho

 

"An Examination of Leadership and Employee Commitment in Fast-Growth Family Businesses"

George Tanewski, Robert Chenhall

 

Kathryn Holmes

"Australian multi-sector managed funds: Essays on Performance Evaluation and Related Issues"

Robert Faff

Sung Hung Hui

"Evaluation and Application of Models in Pricing Contingent Claims"

Graham Peirson, Roger Gay, Kais Hamza

Sangbae Kim

 

"Essays on Asset Pricing Theory"

Francis In and Howard Chan

Darren Lee

 

"An analysis of the sustainability investment strategy employing the Dow Jones world sustainability index"

Robert Faff, Howard Chan

Ting Kiong Lim

 

"Earnings and Cash Flow Forecasts in Malaysia:A Study on Price Effects, Time Series Behaviour and Comparative Accuracy"

Mohamed Ariff, Michael Skully

 

Benjamin Liu

 

"Mortgage Securitisation in Australia : Its Effects on Yield Spreads, Fees and Lender Pricing Behaviour"

Michael Skully

Xinsheng Lu

 

"Australian Monetary Policy, Open Market Operations and Financial Market Reactions"

Francis In, Heather Anderson*

Vijaya Bhaskar Marisetty

 

"Performance Evaluation of Australian Superannuation Funds"

Mohamed Ariff, Roger Gay

Marwata

 

"Understanding governmental accounting change: The case of accrual-based accounting systems by Indonesian local government"

Manzural Alam

Paul Rohan Mather

 

"The Use of Financial Covenants in Australian Private Debt Contracts"

Robert Chenhall, Clive Peirson

Helen Rosemary Mignot

 

"Impact of Output Management within Management Control Systems on Performance in Victorian Government Departments"

Robert Chenhall, Clive Peirson

Nicholas Mroczkowski

"Initial Public offerings in Australia: An Empirical Examination of the Initial Price and Aftermarket Operating Performance of Family and Non-family Controlled Companies"

George Tanewski, Clive Peirson

Shams Tabrize Pathan

 

"Bank board structure and risk-taking: An investigation into the US bank holding companies"

Michael Skully, Jayasinghe Wickramanayake

 

Shrimal Perera

 

"Competitive conduct and efficiency of South Asian banking 1990-2004"

Michael Skully, J. Wickramanayake

 

Kien Pham

 

"The Ownership-performance Relation of Newly Listed Corporations: An Investigation into Post-listing Shareholding Trends"

Michael Skully, Adam Steen*, Balasingham Balachandram

Victor Phua

 

"The momentum effect in the Australian equity market "

Robert Faff, Howard Chan

Grant Andrew Richardson

 

"The Influence of Culture on the Design of National Taxation Systems: A Theoretical and Empirical Analysis"

Clive Peirson

 

Graeme Charles Rose

 

"Investigating the role of state school principals' feelings of empowerment affecting transformational leadership in effective school governance: Empirical testing of a structural model"

Kim Langfield-Smith

Amale Scally

 

"The Impact of Regional Integration on FDI: the case of AFTA"

Jayasinghe Wickramanayake, Phillip Adams

 

Lukas Setia-Atmaja

 

"Ownership, board structure and the governance role of dividends "

George Tanewski, Michael Skully

 

David Alan Smith

 

"Antecedents and Outcomes of Multiple Dimensions of Accountants' Organisational Commitment"

Kim Langfield-Smith

 

Charly Sujoto

 

"Investigating commonality in liquidity: determinants and empirical features"

Petko Kalev, Robert Faff

 

Mega Valensi

"Banking - Risk Management"

Michael Skully, Jayasinghe Wickramanayake

Rita Viverita

 

"Corporate Performance of Indonesia's Public and Private Sector Firms: Financial Production Efficiency"

Mohamed Ariff

 

Carly Maree Webster

"An empirical analysis of the relationships between the interactive use of performance measurement systems and individual performance"

Robert Chenhall

Jai Hyung Yoon

 

"Four Essays on International Real Business Cycle and Asset Pricing Models"

Francis In

Cheng (David) Zhang

 

" Wavelet applications in finance"

Alan Farley, Robert Faff

 
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