2009

• Determinants of Ratings in Banking and Financial Industry
  Banita Bissoondoyal-Bheenick, Monash University
  Sirimon Treepongkaruna, Monash University

• Predicting Bank Financial Distress
  Richard Heaney, RMIT University
  Malick Sy, RMIT University
  Tony Naughton, RMIT University
  Terrance Hallahan, RMIT University
  Dirk Hollaender, zeb/rolfes.schierenbeck.associates

2008

• A Bayesian network structure for operational risk modelling in structured finance transaction management
  Andrew Sanford, Monash University
  Imad Moosa, Monash University

• Operational risk modelling and organizational learning in structured finance transaction management: A Bayesian Network Application
  Andrew Sanford, Monash University
  Imad Moosa, Monash University

• Financial Innovation, Bank Default Risk and Banking System Stability
  Carsten Murawski, University of Melbourne
  Markus Leippold, Imperial College

• Optimal management of operational risk using a Bayesian Decision Network model
  Andrew Sanford, Monash University
  Imad Moosa, Monash University

2007

• Migration and its contribution to the size and value premiums: Australian evidence
  Philip Gharghori, Monash University
  Yusuf Hamzah, Monash University
  Madhu Veeraraghavan, Monash University
  

• Busy Boards: The Effect of Multiple Directorships on Corporate Governance, Firm Monitoring and Performance in Australia
  Chander Shekhar, University of Melbourne
  Chongwoo Choe, Monash University

• Rights Offerings, Renounceability Underwritten Status, Ownership Structure and Liquidity
  Balasingham Balachandran, Monash University
  Robert Faff, Monash University
  Michael Theobald, Monash University

• Board Structure, Fee-setting and Performance of Australian Superannuation Funds
  Madhu Veeraraghavan, Monash University
  Vijaya Marisetty, Monash University
  Robert Faff, Monash University
  Richard Heaney, RMIT
  Francis In, Monash University

• The relationship between corporate governance and management earnings forecasts being informative in a continuous disclosure environment
  Howard Chan, University of Melbourne
  Robert Faff, Monash University
  Paul Mather, Monash University
  Alan Ramsay, Monash University

2006

Round 2

• Is a mandatory ‘Quiet Period’ appropriate in the new issues market?
  Victor Fang, Dept. of Acc. and Fin, Monash University

• The Costs of Financial Services Regulation in Australia:The Price of Consuming Regulation
  Heather Mitchell, Sch. of Eco, Fin and Marketing, RMIT
  Terrence Hallahan, Sch. of Eco, Fin and Marketing, RMIT
  Bruce Cowling, Sch. of Eco, Fin and Marketing, RMIT

• The role of trust and competence in the supply of external advice to SMEs in Australia
  George Tanewski, Dept. of Acc. & Fin, Monash University
  Peter Carey, Dept. of Acc. & Fin, Monash University

• A Consistent Framework for Stressing Credit Risk Parameters
  Harald Scheule, Dept of Fin, Melbourne University
  Daniel Roesch, Dept. of Statistics, University of Regensburg, Germany

• An Investigation into the Chinese Exchange Rate Regime and its Implications for International Financial and Trading Relations
  Imad Moosa, Dept of Acc & Fin, Monash University
  Larry Li,Dept of Eco & Fin, La Trobe University
  Tony Naughton, Sch. of Eco, Fin and Marketing, RMIT

Round 1

• Director Share Trading: Disclosure and Market Integrity
  Robert Faff, Dept. of Accounting and Finance, Monash University
  Steve Easton, School of Business, University of Newcastle

• Corporate Governance and Risk-Taking of US Banks
  Michael Skully, J. Wickramanayake, Dept. of Accounting and Finance, Monash University

• Alternative Methods of Issuing Equity in Australia: Effects of Rights Issues and Private Placements on Shareholder Wealth and Ownership Structure
  Chander Shekhar, University of Melbourne
  Vladimir Atanasov, College of William & Mary, USA

• Dividend Strip and Information Revelation
  Qi Zeng, Dept. of Finance, University of Melbourne

2005

• South East Asian Corporate Board Size
  Richard Heaney, School of Econ, Fin. & Marketing, RMIT

2009

• Rating performance and agency incentives of structured finance transactions
  Harald Scheule, University of Melbourne

• Rankings for Australian Managed Funds: A case of Performance Index Failure?
  Mike Dempsey, Monash University
  John Vaz, Monash University

• A new approach to detect suspicious funds
  Francis In, Monash University

• The relationship between beta and equity returns: Evidence from up and down markets
  Philip Gharghori, Monash University
  

2008

• The Relation between Asset Volatility, Credit Quality and Recovery
  Harald Scheule, University of Melbourne

• Is there market timing in the Australian Mutual funds?
  Francis In, Monash University

• Dividend Reductions and Signaling in an Imputation Environment
  Balasingham Balachandran, Monash University
  Chandra Krishnamurti, Auckland University of Technology
  Michael Theobald, University of Birmingham

• Fund style analysis with time varying exposures
  Philip Gharghori, Monash University
  Robert Faff, Monash University

• Investing in negative book equity stocks that do not default
  Paul Lajbcygier, Monash University
  Philip Gharghori, Monash University

• A Study of Companies Listed on the Australian Securities Exchange based on the Commitments Test Entity Rule
  Madhu Veeraraghavan, Monash University
  Zoltan Murgulov, Monash University

• Dividend Reductions and Signaling in an Imputation Environment
  Balasingham Balachandran, Grad Sch of Management, La Trobe University
  Chandrasekhar Krishnamurti, Auckland University of Technology
  Michael Theobald, Dept of Acc & Fin, University of Birmingham
  Berty Vidanapathirana, Grad Sch of Management, La Trobe University

2007

• Understanding the risks in and the rewards for pairs-trading
  Michael Chng, University of Melbourne

• Issues with Non-Market Capitalization Weighted Indices in the US
  Paul Lajbcygier, Monash University
  Madhu Veeraraghavan, Monash University
  Mike Dempsey, Monash University
  L. Irlicht, VFMC
  L. de Bever, VFMC

• Time aggregation properties of tail dependence between hedge funds and the equity market
  Francis In, Monash University

• Migration, Size and Value Premium: Australian Evidence
  Philip Gharghori, Monash University
  Madhu Veeraraghavan, Monash University

• The Characteristics and Performance of Listed Managed Investment Companies in Australia
  Terrence Hallahan, RMIT University

• Conditional Performance Evaluation incorporating Time Changing Alpha and Beta in Australian Managed Funds: A Kalman Filter Approach
  Terrence Hallahan, RMIT University
  Heather Mitchell, RMIT University

2006

Round 2

• The Impact of Anonymous Trading on SFE Market Microstructure
  Sean Pinder, Dept of Fin, Melbourne University
  Christine Brown, Dept of Fin, Melbourne University

• Intraday and Interday Time-Zone Volatility Forecasting
  Petko KaLev, Dept of Acc. and Fin, Monash University

• The Identification of Issues Relating to the Marketing Orientation of Managed Funds
  Kate Westberg, Sch. of Eco, Fin and Marketing, RMIT
  Terrence Hallahan, Sch. of Eco, Fin and Marketing, RMIT
  Michael Schwartz, Sch. of Eco, Fin and Marketing, RMIT

• Fundamental Indexation Down Under: An Examination of the Performance of Non-Capitalization Weighted Indexation in the Australian Equity Market
  Terrence Hallahan, Sch. of Eco, Fin and Marketing, RMIT
  Norm Sinclair, Sch. of Eco, Fin and Marketing, RMIT

• Does Investor Disagreement Explain Stock Returns or Managed Fund Returns?
  Philip Gharghori, Dept. of Acc. & Fin, Monash University
  Quin See, Dept. of Acc. & Fin, Monash University
  Madhu Veeraraghavan, Dept. of Acc. & Fin, Monash University

• Is Difference of Opinion among Investors a Source of Risk?
  Philip Gharghori, Dept. of Acc. & Fin, Monash University
  Quin See, Dept. of Acc. & Fin, Monash University
  Madhu Veeraraghavan, Dept. of Acc. & Fin, Monash University

• International Evidence on the Other January Effect
  Sean Pinder, Dept of Fin, Melbourne University
  Steve Easton, School of Bus, Newcastle University

• Revealing Market Expectations with Derivatives
  Bruce Grundy, Dept of Fin, Melbourne University
  Paul Kofman, Dept of Fin, Melbourne University

• Reversing the Lead, or a Series of Unfortunate Events? NYMEX, ICI and Amaranth
  Paul Kofman, Dept of Fin, Melbourne University
  David Michayluk, University of Technology Sydney
  James T. Moser, Commodity Futures Trading Commission

• Understanding the Risks in and Rewards for Pairs Trading
  Michael T. Chng, Department of Finance, Melbourne University
  Aihua Xia, Dept of Mathematics and Statistics, Melbourne University

• The Nature and Impact of Short Selling in the Hong Kong Stock Market
  Michael McKenzie, School of Econ, Fin and Marketing, RMIT University
  Olan Henry, Department of Economics, Melbourne University

• The Information Content of Trading Volume and Short Sales
  Michael McKenzie, CERF, Cambridge University
  ¨Žlan T. Henry, Department of Economics, The University of Melbourne

Round 1

• Validating the characteristics based asset pricing approach using a statistical clustering asset pricing model
  Prof. Steven Brown, New York University
  Prof. Robert Faff, Dept. of Accounting and Finance, Monash University
  Dr. Paul Lajbcygier, Faculty of Information Technology, Monash University
  Assoc. Prof. Madhu Veeraraghavan, Dept. of Accounting and Finance, Monash University

• A new approach to the evaluation of mutual fund performance: the case study of Australia and US mutual funds
  Francis In, Dept. of Accounting and Finance, Monash University

• Optimal Fund Size, Funds Flows and Fund Performance in the Presence of Structural Breaks
  Dr Petko S. Kalev, Dept. of Accounting and Finance, Monash University
  Assoc. Prof. Mark Harris, Dept. of Econometrics and Business Statistics, Monash University

• Alternative Risk Indices for the Mutual Fund Industry
  Mike Dempsey, Dept. of Accounting and Finance, Monash University
  Mohammad Ariff, Dept. of Accounting and Finance, Monash University

• Rankings for Australian Managed Funds: Contrariness and Performance Index Failure

• Towards a Reconciliation of Portfolio Theory and Empirical Outcomes in Stock Price Behaviour: Australian Evidence
  Mike Dempsey, Dept. of Accounting and Finance, Monash University
  Madhu Veeraraghavan, Dept. of Accounting and Finance, Monash University

• Are Beta, Firm Size, Liquidity and Idiosyncratic Volatility related to Stock Returns? - Australian Evidence

• The Fama and French Model and Leverage: Compatibility with the Modigliani and Miller Propositions

• The Significance of Beta for Australian Stock Return

• The Book-to-Market Equity Ratio as a Proxy for Risk: Evidence from Australian Markets

• An Investigation into the Smart Money Effect in Australian Superannuation Funds
  Madhu Veeraraghavan, Dept. of Accounting and Finance, Monash University
  Philip Gharghori, Dept. of Accounting and Finance, Monash University

• Foreign entry into the Australian funds management industry through investment advisory alliances
  Robert Faff, Dept. of Accounting and Finance, Monash University
  Jerry Parwada, School of Banking and Finance, University of New South Wales

• Dynamic Hedge Funds Allocation – An Adaptive Neuro-fuzzy Inference System (ANFIS) Approach
  Dr Victor Fang, Dept. of Accounting and Finance, Monash University
  Dr Vincent Lee, Clayton School of IT, Monash University
  Dr K. F. Phoon, Dept. of Accounting and Finance, Monash University

2005

• Rating Transitions: How Do They Vary With the Business Cycle?
  Guay Lim, Melbourne Institution of Applied Econ. & Soc. Research, University of Melbourne
  Michael Chua, Melbourne Institution of Applied Econ. & Soc. Research, University of Melbourne
  Penny Smith, Melbourne Institution of Applied Econ. & Soc. Research, University of Melbourne

• Analyst Incentive and Signals: The Role of the Institutional and Disclosure Environment
  Howard Chan, Dept. of Finance, University of Melbourne
  Rob Brown, Dept. of Finance, University of Melbourne
  Robert Faff, Dept. of Accounting & Finance, Monash University

• Modelling Time-Varying Asymmetric Foreign Exchange Exposures
  Robert Faff, Dept. of Accounting & Finance, Monash University
  Robert Brooks, Dept. of Accounting & Finance, Monash University
  Jonathan Dark, Dept. of Econometrics & Bus. Stat.s, Monash University
  Amalia Di Iorio, School of Econ., Fin. and Marketing, RMIT University
  Tim Fry, School of Econ., Fin. and Marketing, RMIT University
  Yovina Joymungul, Dept. of Econometrics & Bus. Stat.s, Monash University

• The Systematic Risk Effect of Hybrid Securities Classifications
  Jayne Godfrey, Dept. of Accounting & Finance, Monash University
  Farshid Navissi, Dept. of Accounting & Finance, Monash University
  Keryn Chalmers, Dept. of Accounting & Finance, Monash University

• Are Actively Managed Funds Really that Bad?
  Terry Hallahan, School of Econ., Fin. & Marketing, RMIT University
  Richard Heaney, School of Econ., Fin. & Marketing, RMIT University
  Tom Josev, School of Econ., Fin. & Marketing, RMIT University
  Heather Mitchell, School of Econ., Fin. & Marketing, RMIT University

• Price Discovery in Spot and Derivative Equity Markets
  Dr Petko Kalev, Dept. of Accounting & Finance, Monash University
  Prof. Sugato Chakravarty, Dept. of Consumer Sciences & Management, Purdue University

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New Financial Markets and Instruments

2007

• Macroeconomic analysis of market prices for Collateralized Debt Obligations
  Harald Scheule, University of Melbourne

2006

Round 2

• An Exploratory Study in the Pricing of Credit Default Swaps
  Vikash Ramiah, School of Econ., Fin. and Marketing, RMIT University
  Tony Naughton, School of Econ., Fin. and Marketing, RMIT University
  George Tawadros, School of Econ., Fin. and Marketing, RMIT University

2005

• Integrated Framework for Financial Ship Risk
  Daniel Rosch, Leibniz University
  Harald Scheule, Dept. of Finance, University of Melbourne

• Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking

• The price formation of substitute markets: Theory and empirical applications
  Michael T Chng, Dept. of Accounting and Finance, Monash University
  Aihua Xia, Dept. of Maths & Stat.s, University of Melbourne

• Electricity Pricing
  Richard Heaney, School of Econ., Fin. & Marketing, RMIT University
  Heather Mitchell, School of Econ., Fin. & Marketing, RMIT University
  Vikash Ramiah, School of Econ., Fin. & Marketing, RMIT University
  Stuart Thomas, School of Econ., Fin. & Marketing, RMIT University

• Seasonal Factors and Outlier Effects in Returns on Electricity Spot Prices in Australia’s National Electricity Market
  Stuart Thomas, Vikash Ramiah, Heather Mitchell and Richard Heaney

• The end of non-tradable shares in China: Modeling the impact on existing shareholders
  Prof. Tony Naughton, Dept. of Econ., Fin. & Marketing, RMIT University
  Assoc. Prof. Madhu Veeraraghavan, Dept. of Acc. & Fin., Monash University
  Prof. Charles Corrado, Dept. of Commerce, Massey University
  Dr. Larry Li, Dept. of Econ. & Fin., School of Business, LaTrobe University

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Other Areas

2009

• The Costs of Corporate Litigation in Australia
  Asjeet S. Lamba, University of Melbourne
  Ian M. Ramsay, University of Melbourne
  

• Investment in Real Estate
  Richard Heaney, RMIT University
  David Higgins, RMIT University
  Amalia Di Iorio, RMIT University

• CEO Compensation and Corporate Governance: Empirical Evidence from Australia
  Richard Heaney, RMIT University
  Larry Li, RMIT University
  Vicar Valencia, RMIT University

• Brands, Emotions and the Neural Basis of Financial Risk-taking
  Carsten Murawski, University of Melbourne
  Philip Harris, University of Melbourne

2008

• The Impact of Tax Provisions on the Probability of Investment in Residential Real Estate by Private Investors
  Callum Scott, University of Melbourne
  Greg Schwann, University of Melbourne
  Rob Brown, University of Melbourne
  Ranya Brown, University of Melbourne

• The Interest Rate Setting Behaviour of Australian Banks
  Guay Lim, MIAESR
  Sam Tsiaplias, MIAESR
  Michael Chua, MIAESR

• Synergystic gains in the 21st century: The role of R&D in Australian Mergers and Acquisitions from 2000 to 2008
  Amalia Di Iorio, RMIT
  Richard Heaney, RMIT
  Michael Graham, RMIT
  Terrence Hallahan, RMIT

2006

• Do Australian firms have a lower propensity to undertake R&D?
  Sinclair Davidson, RMIT University

2005

• Dynamic Capital Structure Choice
  Xin Chang, Dept. of Finance, University of Melbourne
  Sudipto Dasgupta, Dept. of Finance, Hong Kong University of Science and Technology

• Does the diversification penalty crowd out R&D value?
  Sinclair Davidson, School of Econ., Fin. & Markets, RMIT
  Robert Brooks, Dept. of Econometrics & Bus. Stat.s, Monash University
  Matt Taylor, Social Policy Analysis, Evaluation and Research Centre, Australian National University

• Improving Techniques for Evaluating Financial Literacy and Inclusion Programs
  Tim Fry, School of Econ., Finance & Marketing, RMIT University
  Roslyn Russell, Research Dev. Unit Bus., RMIT University
  Robert Brooks, Dept. of Econometrics & Bus. Stat.s, Monash University
  Sandra Mihajilo, School of Econ., Finance & Marketing, RMIT University

• Succession Financing in Small and Medium Sized Enterprises in Australia
  Asjeet Lamba, Dept. of Finance, University of Melbourne
  Andre Gygax, Dept. of Finance, University of Melbourne