Dissertations / Theses on the topic 'Australian Stock Exchange'
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Winn, Roland. "Trading halts and the quality of exchange traded markets." Thesis, The University of Sydney, 2000. https://hdl.handle.net/2123/27742.
Full textHovey, Delia. "Idiosyncratic Risk and Corporate Governance: An Empirical Analysis of Australian Listed Firms." Thesis, Griffith University, 2015. http://hdl.handle.net/10072/366089.
Full textThesis (PhD Doctorate)
Doctor of Philosophy (PhD)
Griffith Business School
Griffith Business School
Full Text
Chen, Gary. "Behavioural heterogeneity in ASX 200 a dissertation submitted to Auckland University of Technology in fulfilment of the requirements for the degree of Master of Business (MBus), 2009 /." Click here to access this resource online, 2009. http://hdl.handle.net/10292/758.
Full textCoffey, Josephine Margaret. "Continuous Disclosure for Australian Listed Companies." Thesis, The University of Sydney, 2002. http://hdl.handle.net/2123/510.
Full textCoffey, Josephine Margaret. "Continuous Disclosure for Australian Listed Companies." University of Sydney. School of Business, 2002. http://hdl.handle.net/2123/510.
Full textLoh, Elaine Y. L. "A comparative study of technical trading rules, time-series trading rules and combined technical and time-series trading strategies in the Australian Stock Exchange." University of Western Australia. Dept. of Economics, 2005. http://theses.library.uwa.edu.au/adt-WU2006.0001.
Full textAvila, Kristoffer Kevin. "Does market depth concentration matter? Evidence from the Australian Stock Exchange." Thesis, Discipline of Finance, 2009. http://hdl.handle.net/2123/4074.
Full textLoh, Elaine. "A comparative study of technical trading rules, time-series trading rules and combined technical and time-series trading strategies in the Australian Stock Exchange /." Connect to this title, 2005. http://theses.library.uwa.edu.au/adt-WU2006.0001.
Full textLecce, Steven. "The Impact of Trading Halts on the Australian Equities Markets." Thesis, Finance, 2008. http://hdl.handle.net/2123/2213.
Full textJayawardena, Nirodha Imali. "Essays on Stock Market Volatility using High-Frequency Data: The Role of Overnight Information." Thesis, Griffith University, 2017. http://hdl.handle.net/10072/367621.
Full textThesis (PhD Doctorate)
Doctor of Philosophy (PhD)
Griffith Business School
Griffith Business School
Full Text
Janari, Emile. "The behaviour of style anomalies on the Australian Stock Exchange : a univariate and multivariate analysis." Master's thesis, University of Cape Town, 2005. http://hdl.handle.net/11427/15905.
Full textRecent attempts to empirically verify the Sharpe (1964), Lintner (1965), Moss in (1966), and Black (1972) Capital Asset Pricing Model (CAPM) have identified numerous inconsistencies with the model's predictions. A number of variables have displayed evidence of the ability to explain the cross-sectional variation in share returns beyond that explained by data. These anomalous effect have become known as "style effects " or "style characteristics". This thesis sets out to examine the existence and behaviour of these style-characteristics over the period June 1994 to May 2004. A data set of 207 firm-specific attributes is created for all Australian Stock Exchange (ASX) All Ordinaries stocks listed on 1 September 2004. The data are adjusted for both thin trading and look-ahead bias. The study largely follows the tests of van Rensburg and Robertson (2003) who adopt the characteristic-based approach of Fama and Macbeth (1973). Attributes are tested for the ability to explain the cross-sectional variation in ASX share returns beyond that explained by the CAPM and a principal-components-derived APT model. Similar significant characteristics are found when unadjusted and both risk-adjusted returns sets are examined. The set of significant characteristics d e rived from the unadjusted returns test is then simplified using correlation analysis and an agglomerative hierarchical clustering algorithm, resulting in a list of 27 variables that are not highly correlated with each other. These characteristics are divided into nine interpretation groups or combinations thereof, namely: (1) Liquidity; (2) Momentum; (3) Performance; (4) Size; (5) Value; (6) Change in Liquidity; (7) Change in Performance; (8) Change in Size; and (9) Change in Value. While the existence of the anomalies found in prior Australian literature (size, price-per-share, M/B, cashflow-to-price, and short- to medium-term momentum) is confirmed, the PIE effect is not found to be significant in this study. As these previously documented anomalies only cover five of the final 27 characteristics, this paper identifies 2 2 new Australian anomalies. Six style-timing models are evaluated for the ability to forecast the monthly payoffs to the 27 characteristics. A twelve-lag autoregressive model convincingly displays the best performance against moving average and historic mean models. Parametric and nonparametric tests find inconclusive evidence of seasonality in the monthly payoffs to the attributes. The 27 significant style characteristics are then used to construct a multifactor style-characteristics model which comprises a set of factors that are significant when simultaneously cross-sectionally regressed on share returns. The employed construction method yields a five-factor style model for the ASX and comprises: (1) prior twelve-month momentum; (2) book-to-market value; (3) two-year percentage change in dividends paid; (4) cashflow-to-price; and (5) two-year percentage change in market-to-book value. Finally, a step wise procedure is performed using six style-timing models. Five dynamic multifactor expected return models are created and contrast with a static multifactor expected return model similar to that used in van Rensburg and Robertson (2003). The derived expected return models have between three and thirteen factors. While all six models display good forecasting ability, the dynamic (trailing moving average) models all perform better than the static (historic mean) model. This is convincing evidence that the asset pricing relationship follows a dynamic model.
Murgulov, Zoltan, and n/a. "New Economy Initial and Seasoned Equity Offers in Australia." Griffith University. Griffith Business School, 2006. http://www4.gu.edu.au:8080/adt-root/public/adt-QGU20070717.160534.
Full textMurgulov, Zoltan. "New Economy Initial and Seasoned Equity Offers in Australia." Thesis, Griffith University, 2006. http://hdl.handle.net/10072/366884.
Full textThesis (PhD Doctorate)
Doctor of Philosophy (PhD)
Griffith Business School
Griffith Business School
Full Text
Diemont-Ebes, Anja, and adiemont51@hotmail com. "From second board to angels : an analysis of government support for new ventures, 1984-1994." Swinburne University of Technology, 1996. http://adt.lib.swin.edu.au./public/adt-VSWT20060317.113350.
Full textAli, Searat. "Corporate Governance and Firm Risk in Australia." Thesis, Griffith University, 2017. http://hdl.handle.net/10072/368178.
Full textThesis (PhD Doctorate)
Doctor of Philosophy (PhD)
Griffith Business School
Griffith Business School
Full Text
Wee, Marvin. "Institutional versus retail traders : a comparison of their order flow and impact on trading on the Australian Stock Exchange." UWA Business School, 2006. http://theses.library.uwa.edu.au/adt-WU2006.0026.
Full textTilakaratne, Chandima University of Ballarat. "Stock market predictions based on quantified intermarket influences." University of Ballarat, 2007. http://archimedes.ballarat.edu.au:8080/vital/access/HandleResolver/1959.17/12798.
Full textDoctor of Philosophy
Tilakaratne, Chandima. "Stock market predictions based on quantified intermarket influences." Thesis, University of Ballarat, 2007. http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/58733.
Full textDoctor of Philosophy
Tilakaratne, Chandima. "Stock market predictions based on quantified intermarket influences." University of Ballarat, 2007. http://archimedes.ballarat.edu.au:8080/vital/access/HandleResolver/1959.17/15394.
Full textDoctor of Philosophy
Tilakaratne, Chandima University of Ballarat. "A neural network approach for predicting the direction of the Australian stock market index." University of Ballarat, 2004. http://archimedes.ballarat.edu.au:8080/vital/access/HandleResolver/1959.17/12804.
Full textMaster of Information Technology by Research
Tilakaratne, Chandima. "A neural network approach for predicting the direction of the Australian stock market index." Thesis, University of Ballarat, 2004. http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/66591.
Full textMaster of Information Technology by Research
Tilakaratne, Chandima. "A neural network approach for predicting the direction of the Australian stock market index." University of Ballarat, 2004. http://archimedes.ballarat.edu.au:8080/vital/access/HandleResolver/1959.17/15397.
Full textMaster of Information Technology by Research
Bellamy, David Ewan. "An analysis of ex-dividend day abnormal trading volumes and share price changes in the Australian equity market /." [St. Lucia, Qld. : s.n.], 2002. http://www.library.uq.edu.au/pdfserve.php?image=thesisabs/absthe16648.pdf.
Full textPham, Hai Yen. "Essays on Corporate Governance and Stock Returns in Australia." Thesis, Griffith University, 2017. http://hdl.handle.net/10072/367909.
Full textThesis (PhD Doctorate)
Doctor of Philosophy (PhD)
Griffith Business School
Griffith Business School
Full Text
Cooney, Mary Rose. "Seasoned equity offerings in Australia : the market performance of rights issuing firms /." [St. Lucia, Qld.], 2001. http://www.library.uq.edu.au/pdfserve.php?image=thesisabs/absthe16203.pdf.
Full textSimon, Marta. "The two bears : how down markets get you down." University of Western Australia. Financial Studies Discipline Group, 2004. http://theses.library.uwa.edu.au/adt-WU2005.0022.
Full textO'Grady, Thomas A. "The profitability of technical analysis and stock returns from a traditional and bootstrap perspective : evidence from Australia, Hong Kong, Malaysia and Thailand." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2012. https://ro.ecu.edu.au/theses/506.
Full textKinuthia, Wanyee. "“Accumulation by Dispossession” by the Global Extractive Industry: The Case of Canada." Thèse, Université d'Ottawa / University of Ottawa, 2013. http://hdl.handle.net/10393/30170.
Full textThurecht, Linc. "Models of the bid-ask spread and informed trading on the Australian Stock Exchange." Phd thesis, 2005. http://hdl.handle.net/1885/151181.
Full textPather, Devon Thavendran. "Derivatives use among non-financial firms listed on the Australian stock exchange." Thesis, 2014.
Find full textBertram, William Karel. "Modelling asset dynamics via an empirical investigation of Australian Stock Exchange data." Thesis, 2005. http://hdl.handle.net/2123/1593.
Full textJarnecic, Elvis. "Market microstructure of the Australian Stock Exchange Options Market and its relationship with the underlying equity market." Thesis, 1999. http://hdl.handle.net/2123/1144.
Full textPerera, Kotalawala Liyanage Wasantha. "Evaluation of Market Performance of Initial Public Offerings (IPOs) and Its Determinants: Evidence from Australian IPOs." Thesis, 2014. https://vuir.vu.edu.au/25676/.
Full textAlahakoon, Dona. "Factors Influencing the Business Acquisition Decision (the Deal Value) of Listed Companies in Australia." Thesis, 2021. https://vuir.vu.edu.au/42453/.
Full textBorromeo, John. "Stock Market Anomalies for Companies Listed on the National Stock Exchange of Australia." Thesis, 2018. https://vuir.vu.edu.au/38627/.
Full text"A study of merger and acquisition activities in Australia and Singapore." 2001. http://library.cuhk.edu.hk/record=b5890579.
Full textThesis (M.B.A.)--Chinese University of Hong Kong, 2001.
Includes bibliographical references (leaf 38).
Acknowledgment --- p.5
Chapter I. --- Introduction --- p.6
Chapter II. --- Long-term objectives for Mergers and Acquisitions --- p.15
Chapter III. --- Data Source and Terms --- p.21
Chapter IV. --- Statistical Summary and Characteristics of Deals --- p.22
Chapter V. --- Literature Review on Stock Market Reactions --- p.29
Chapter VI. --- Stock Market Reactions --- p.30
Chapter VII. --- Effects of Payment methods on M&A transactions --- p.33
Conclusion --- p.37
References --- p.38
Appendices --- p.39
Prasad, Mason. "Analysing the effect of private and public information on sectoral return volatility : a case study of the Australian stock market." Thesis, 2018. http://hdl.handle.net/1959.7/uws:50568.
Full textHodgson, Allan Clement. "Information transfer, microstructures and arbitrage in related stock and futures markets." Phd thesis, 1995. http://hdl.handle.net/1885/128733.
Full textAlmutairi, Abdullah Mushkus. "Protecting the Rights of Local Shareholders under the Saudi rules for Qualified Foreign Financial Institutions Investments in Listed Shares." Thesis, 2017. https://vuir.vu.edu.au/35975/.
Full textNyasha, Sheilla. "Financial development and economic growth : new evidence from six countries." Thesis, 2014. http://hdl.handle.net/10500/18576.
Full textEconomics
DCOM (Economics)