2008

• 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

• 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

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 Signalling 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 Lajbcgier, 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

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

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

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 Unviersity

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

• The Identification ofIssues 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?

• 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

• Understanding the Risks in and Rewards for Pairs Trading
Michael T. Chng, Department ofFinance, 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

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, Mohammad Ariff. Dept of Accounting and Finance, Monash University

• Towards a Reconciliation of Portfolio Theory and Empirical Outcomes in Stock Price Behaviour: Australian Evidence
  Mike Dempsey, 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

• An Investigation into the Smart Money Effect in Australian Superannuation Funds
  Madhu Veeraraghavan, 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, Michael Chua and 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 and Rob Brown, Dep. Of Finance, University of Melbourne
  Robert Faff, Dept. of Accounting & Finance, Monash University

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

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

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

• 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, Sch. of Eco, Fin and Marketing, RMIT
  Tony Naughton, Sch. of Eco, Fin and Marketing, RMIT
  George Tawadros, Sch. of Eco, Fin and Marketing, RMIT

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 & Stats, University of Melbourne

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

• 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. And Marketing, RMIT
  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

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 Tsiaolias, 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, Dep. Of Finance, University of Melbourne
  Sudipto Dasgupta, Dep. 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. Stats, 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 Eco, Finance & Mark, RMIT
  Roslyn Russell, Research Dev. Unit Bus, RMIT
  Robert Brooks, Dept. of Econometrics & Bus. Stats, Monash University
  Sandra Mihajilo, School of Eco, Finance & Mark, RMIT

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