research 5

PhD and M.Com theses supervised at Edith Cowan University in recent years. (27 in total)

I. Chau, "An Empirical Comparison using both the term structure of interest rates and alternative models in pricing options on 90-Day Bab Futures", M.Com (1999). (On graduation Irene was employed by Goldman Sachs in Sydney)

T. Gumanti, "An Analysis of Initial Public Offerings in Indonesia", Ph.D, (November 2000).

Joey Wenling Yang, M.Com, "Futures hedging" (February 2001).

Jocelyn Chimhini M.Com "Conditional asset pricing in developing markets", (March 2002).

V. Soucik, "Finding the True Performance of Australian Managed Funds " Ph.D (November 2002). On graduation Victor set up a successful Management Consultancy and Software Business in Singapore Erideon Group

Fidelia Ghandiya, "An Investigation into the Validity of the Intra-continental and inter-continental Casselian hypothesis (PPP) and uncovered interest rate parity (UIP) in South African development community (SADC) countries: A long-run structural modelling approach". M.Bus (September 2002).

Auxilia T. Nyangoni, MPF student, project on forecasting the term structure of interest rates: "A Cointegration Approach To Test The Dynamic Linkages Of The Term Structure Of Interest Rates: Evidence From South Africa" (June 2002).

Gift Chirozhva, M.Com,"Stock Market Development and Economic Development in Zimbabwe", M.Com,"Stock Market Development and Economic Development in Zimbabwe", ( June 2003).

P. Gerrans, Ph.D thesis: "Qualitative and Quantitative Measures of Managed Fund Performance" awarded (September 2003). Paul was an Associate Professor at Edith Cowan University and has recently been appointed to a Professorship at UWA

Jerry Parwada, Ph.D thesis: "Strategic and Institutional Influences on Fund Manager Investment Flows", awarded (March 2004). Jerry is an Associate Professor in the School of Banking and Finance at the University of New South Wales UNSW

Wenling Yang, Ph.D on "Modelling Transaction Durations: Price Process and Market Impact Costs using irregularly spaced High Frequency Data", (August 2004). Joey is now employed as a Senior Lecturer at UWA

L. DeMello, M.Com, "Forecasting the Equity Premium in Australia", (March 2005). Lurion is undertaking a PhD at Macquarie UniversityLurion

Valli Batchelor, Ph.D: "A Comparable Cross-System Bank Productivity Measure: Empirical Evidence from the Malaysian Dual Banking System" (March 2006).

Amporn Soongswang, Ph.D: "Control Issues and Effects on the Stock Exchange of Thailand" (March 2006).

Heazry Salim, Ph.D "Dynamics of Corporate Profitability: A study of the UK Market: 1981-2000", (December 2006). Heazry is a Director of The Comedy Club.Asia and the Chief Financial Officer at Aureliant Pte Ltd. See Orsiso

Matarr Njie, Ph.D: "The Impact of Financial Liberalization on the Banking Industry in Malaysia", (February 2007).

Robert Powell, PhD: "Industry Value at Risk in Australia", Completed (March 2008). Awarded Faculty Medal, Edith Cowan University, (March 2009.) Robert is an Associate Professor and Post-Doctoral Fellow at Edith Cowan University Robert

Thilak Samararatne, Ph.D, "Exchange Rate Options for Sri Lanka in the Context of Financial Integration". (March 2009).

Ghialy Choy Yap, Ph.D, " An econometric analysis of Australian domestic tourism demand" PhD (March 2010). Ghialy is a lecturer at Edith Cowan University Ghialy

Imbarine Bujang, Ph.D. "Predicting and detecting Stock Market Returns and the Equity Premium in Malaysia", PhD (June 2010). Imbarine is an Associate Professor at the University Teknologi MARA, Malaysia. Universiti Teknologi MARA

Pipat Wongsaart, PhD Thesis, UWA, (Co-supervised with Professor Jiti Gao), "Semiparametric Approaches in Duration Models: Methodology and Practice", (October 2011). Pipat Wongsaart

Abhay Kumar Singh, PhD Thesis, "Modelling Extreme Market Risk - A Study of Tail Related Risk Measures", (November 2011). Abhay Singh

Josephine Sudiman, PhD thesis, “Empirical Market Microstructure Studies of the Indonesian Stock Exchange (IDX)”, (September 2012).

Barry O’Grady, PhD thesis, “The Profitability of Technical Analysis and Stock Returns from a Traditional and Bootstrap Perspective: Evidence from Australia, Hong Kong, Malaysia and Thailand, (October, 2012) Barry O'Grady

Anna Golab,, PhD thesis, "An investigation into the volatility and cointegration of European Emerging Markets", (June 2013).

Jaime Wong, PhD thesis, "Economic linkages between Australian REITs and the commercial real estate market", (July 2013).