| Tom is particularly proud of all of his PhD students and the fact that they have more than 50 tier 1 publications in the Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Financial and Quantitative Analysis and Journal of Business.
A list of Tom’s PhD students appears below:
Akhtar, Shumi
“A Study of Capital Structure and Dividend Policy Determinants in
Multinational and Domestic Corporations – a Cross-Country Comparison”
Backus, Steve
"A Bayesian Model of Price Discovery on the New York Stock Exchange".
Barraclough, Kate
“A State-Contingent Claim Approach to Asset Pricing”
Bettman, Jenni
“Fundamental and Technical Analysis: Substitutes or Complements?”
Chaudhry, Ashraf
“Quantitative Performance Evaluation of Benchmarked
Active Funds”
Cotter, James
"Effects of Parameter Stability on Tests of Financial Models".
Daniel, John
“A Model of Prepayment in the Australian Mortgage Backed
Security Market”
Ellis, David
"Conditional Risk Measures and Tests of Asset Pricing Theory".
Fleming, Jeff
"The Valuation and Information Content of S&P 100 Index Options".
Graham, John
"Correlated Information and Corporate Finance".
Gray, Phil
“Essays on Bayesian Methods in Asset Pricing”
Hameed, A.
"An Investigation of the Sources of Predictability in Short Horizon Stock Returns".
Johnson, Kevin
"An Examination of the Role of Firm Specific Information in Conditional
Moments of Security Returns".
Kalotay, Egon
“Portfolio Efficiency and Model Uncertainty”
Kirby, Chris
"Interpreting the Evidence on Predictability in Stock and Bond Returns".
Molano, Walt
"A Comparative Analysis of the Process of Privatization".
Monaco, Susan
"Information and Liquidity Trading in Time Varying Market Structure"
Naik, Narayan
"Stochastic Asset Pricing with Time Non-Separable Preferences and Diverse Beliefs"
Ngo, Phong
"Essays in Banking and Prudential Regulation".
Ostdiek, Barbara
"Essays in International Asset Pricing"
Parameswaran, Sunil
"Implications of Market Microstructure Effects for Tests of Financial Models"
Pattenden, Kerry
“Essays on a Firm’s Financial Decisions”
Pholsena, Souliphone
“Three Essays in Microstructure of Derivative Markets”
Sault, Steve
“Movements in Global Stock Volatility – A Disaggregated Approach”
Schultz, Emma
“Rethinking the Relationship Between Owenership Structure and Coporate Performance”
Stewart, Mark
“Takeovers and Returns to Shareholders of Target Firms”
Tanthanongsakkun, Suparantana
“Essays on Default Risk: Australian Evidence”
Thurecht, Linc
“Models of the Bid-Ask Spread and Informed Trading on the Australian
Stock Exchange”
Walsh, Kathy
"Essays in Asset Pricing”
Wang, Qi
“Volatility: A Market-Based Approach”
Xi, He
“Addressing Endogeneity: An Empirical Analysis of the Relationship between Corporate Diversification and Firm Value”
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1. Sidhu, B, Smith, T., Whaley, R.E. and Wills, R “Regulation fair disclosure and the cost of adverse selection”, Journal of Accounting Research, 2008, 46 (3), 697-728.
2. Bollen, N.P.B., Smith, T. and Whaley, R.E., “Modelling the bid/ask spread: Measuring the inventory-holding premium”, Journal of Financial Economics, 2004, 72(1), 97-141.
3. Boudoukh, J., Richardson, M., Smith, T. and Whitelaw, R., “Ex ante bond returns and the yield curve”, Journal of Finance, 1999, 54(3), 1153-1167.
4. Foster, F.D., Smith, T. and Whaley, R.E., “Assessing goodness of fit of asset pricing models: The distribution of the maximal R2”, Journal of Finance, 1997, 52(2), 591-607.
5. Smith, T., “Econometrics of financial models and market microstructure effects”, Journal of Financial and Quantitative Analysis, 1994, 29(4), 519-540.
6. Smith, T. and Whaley, R. E., "Assessing the costs of regulation: the case of dual trading", Journal of Law and Economics , 37, April 1994, pp. 215-246.
7. Richardson, M. and Smith, T., "A unified approach to testing for serial correlation in stock returns", Journal of Business 67 (3), July 1994, pp. 371-399.
8. Richardson, M. and Smith, T., “A direct test of the mixture of distributions hypothesis: Measuring the daily flow of information”, Journal of Financial and Quantitative Analysis, 1994, 29(1), 101-116.
9. Boudoukh, J., Richardson, M. and Smith, T., “Is the ex ante risk premium always positive? A new approach to testing conditional asset pricing models”, Journal of Financial Economics, 1993, 34(3), 387-408.
10. Richardson, M and Smith, T., “A test for multivariate normality in stock returns”, Journal of Business, 1993, 66(2), 295-321.
11. Richardson, M., Richardson, P. and Smith, T., “The monotonicity of the term premium: Another look”, Journal of Financial Economics, 1992, 31(1), 97-105.
12. Richardson, M. and Smith, T., “Tests of financial models in the presence of overlapping observations”, The Review of Financial Studies, 1991, 4(2), 227-254.
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