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Research Interests
- Mergers and Acquisitions
- Behavioural Finance
- Initial Public Offerings
- Bankruptcy
Publications
- A Markov Switching Model for UK Acquisition Levels.
Working Paper 2004-01, produced for the School of Banking and
Finance, UNSW, January 2004
- Modeling the Impact of Trend-Chasing Behaviour on Share
Prices. Currently under review at Mathematical Finance.
- A Feedback Model for Trend-Chasing Behaviour. Working
Paper 2003-21, produced for the School of Banking and Finance,
UNSW, December 2003
- Behavioural Finance and the Decision to Invest in High
Tech Stocks. Working Paper 119, produced for the School
of Finance and Economics, UTS. September 2002
- The Rise and Fall of the Dot.com: The Impact of Growth
Rates and Funding Options on the Mortality of Internet Start-ups.
Proceedings of the International Conference in Electronic Commerce.
Vienna, Austria. November 2001
- Failures in B2C Companies; Two Examples and Lessons for
New Players. Working Paper 113 produced for the School
of Finance and Economics, UTS. November 2001
- A Comparison of Bidders and Targets in UK Acquisitions:
An Application of the Trinomial Logit Model. Discussion
Paper 99-15 produced for the Department of Economics and Finance,
Brunel University, Uxbridge, UK.
- The Influence of Economic Decisions on the Nature of Firms
that become Involved in Acquisition Activity. Discussion
Paper 99-02 produced for the Department of Economics and Finance,
Brunel University, Uxbridge, UK
- The Rationale for Takeover: An Analysis of Bidders, Targets,
Non-Bidders and Non- Targets. Discussion Paper 98-15 produced
for the Department of Economics and Finance, Brunel University,
Uxbridge, UK.
- The Characteristics of Firms Involved in UK Acquisitions.
Discussion Paper 98-14 produced for the Department of Economics
and Finance, Brunel University, Uxbridge, UK.
- The Cyclic Behaviour of UK Acquisition Activity and the
Influence of Macro- Economic Conditions. Discussion Paper
98-13 produced for the Department of Economics and Finance,
Brunel University, Uxbridge, UK.
- Three article reviews in Current Research in Finance edited
by C Mansell and L Skerratt. Published by Financial Times Financial
Publishing in 1995
Working Papers
- A Markov Switching Model for UK Acquisition Levels.
Working Paper 2004-01, produced for the School of Banking and
Finance, UNSW, January 2004. Click
Here to Download (PDF file)
- A Feedback Model for Trend-Chasing Behaviour. Working
Paper 2003-21, produced for the School of Banking and Finance,
UNSW, December 2003. Click
Here to Download (PDF file).
- Behavioural Finance and the Decision to Invest in High
Tech Stocks. Working Paper 119, produced for the School
of Finance and Economics, UTS. September 2002. Click
Here to Download (PDF file)
- Failures in B2C Companies; Two Examples and Lessons for
New Players. Working Paper 113 produced for the School
of Finance and Economics, UTS. November 2001. Click
Here to Download (PDF file)
- A Comparison of Bidders and Targets in UK Acquisitions:
An Application of the Trinomial Logit Model. Discussion
Paper 99-15 produced for the Department of Economics and Finance,
Brunel University, Uxbridge, UK.
- The Influence of Economic Decisions on the Nature of Firms
that become Involved in Acquisition Activity. Discussion
Paper 99-02 produced for the Department of Economics and Finance,
Brunel University, Uxbridge, UK.
- The Rationale for Takeover: An Analysis of Bidders, Targets,
Non-Bidders and Non- Targets. Discussion Paper 98-15 produced
for the Department of Economics and Finance, Brunel University,
Uxbridge, UK.
- The Characteristics of Firms Involved in UK Acquisitions.
Discussion Paper 98-14 produced for the Department of Economics
and Finance, Brunel University, Uxbridge, UK.
- The Cyclic Behaviour of UK Acquisition Activity and the
Influence of Macro- Economic Conditions. Discussion Paper
98-13 produced for the Department of Economics and Finance,
Brunel University, Uxbridge, UK.
Teaching Responsibilities
- FINS1613 Business Finance (Lecturer-in-charge Semester 1 and
Semester 2 2003)
- FINS5514 Capital Budgeting and Financing Decisions
Administrative Responsibilities
- Current Administrative Responsibilities -
- Assistant Directors of Undergraduate Studies
- Career Day, Open Day & HSC Day Coordinators
- Past Administrative Responsibilities (2003) -
- Faculty Education Committee (Representing the School of
Banking and Finance) (jointly with David Gallagher)
- MCom Review, Member of the Professional Skills Taskforce
(Representing the School of Banking and Finance)
- Joint Faculty Teaching Skills Program - Coordinator (jointly
with Henry Yip)
- Assistant Director of Undergraduate Studies (jointly with
Donghui Li and Li Yang)
- Career Day, Open Day and HSC Day Coordination (jointly with
Shirley Webster and Jason Zein)
Other Information
Research works in progress include:
- A Feedback Model for Trend-Chasing Investor Behaviour
- A Markov Switching Model for Levels of UK Acquisition Activity.
- An Analysis of the Characteristics of Bidding Companies
- The Prediction of Takeovers: An Application of Cox's Proportional
Hazard Function
- The Performance of Companies after Divestitures (with Alfred
Yawson)
Continuing supervision includes:
- The Impact of Bid Structure on Takeover Transactions (Student:
Daniel Chersky)
Recent supervision includes (2003):
- The Analysis of Limit Order Trading (Student: Alexander Anderson,
jointly supervised with Julia Henker)
- Predicting Australian Takeovers using Hazard Function Analysis
(Student: Nathan Gee, jointly supervised with Alfred Yawson)
This page last up-dated March 2004
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