Faculty of Economics and Commerce Department of Finance

2002 Research Publications

Journal Articles - Refereed

  1. Brown CA & Potaznik DS. 2002. Capital Plus Warrants: The Capital Gains-Dividend Trade-off. The Journal of Alternative Investments. 4(4):70-80.
  2. Brown CA & Robinson DM. 2002. Skewness and Kurtosis Implied by Option Prices: A Correction. Journal of Financial Research. XXV(2):279-282.
  3. Brown CA & Wang YS. 2002. Credit Risk: The Case of First Interstate Bankcorp. International Review of Financial Analysis. 11(2):229-248.
  4. Brown RL, Flaherty JF & Lombardo RL. 2002. Determination of the maximum affordable price for negatively geared investments in residential property. Pacific Rim Property Research Journal. 8(4):300-312.
  5. Brown RL, In FI & Fang VF. 2002. Modeling the Determinants of Swap Spreads. The Journal of Fixed Income. 12(1):29-40.
  6. Davis KT. 2002. Access Pricing and Asset Valuation. Agenda - A Journal of Policy Analysis and Reform. 9(3):223-235.
  7. Gannon GL & Tan OG. 2002. "Information Effect" of Economic News: SPI Futures. International Review of Financial Analysis. 11(4):467-489.
  8. Handley JC. 2002. On the Valuation of Warrants. The Journal of Futures Markets. 22(8):765-782.
  9. Handley JC, Dyl EAD & Elliott WBE. 2002. Do share prices matter? Accounting and Finance. 42(3):225-237.
  10. Otchere IK. 2002. Two Decades of Information Transfer Studies: A Review. Accounting Research Journal. 15(1):21-38.
  11. Otchere IK & Ross MR. 2002. Do share buy back announcements convey firm-specific or industry-wide information?: A test of the undervaluation hypothesis. International Review of Financial Analysis. 11(4):511-531.
  12. Sawyer KR & Nandha MSN. 2002. Ex-Ante Uncertainty in Initial Public Offerings: The Indian Market. Finance India. XVI(3):961-976.
  13. Sweeney M. 2002. Corporate Treasury Governance: The Trade-Off Between Knowledge Transfer Costs and Agency Costs. International Journal of Business Studies. 10(1):19-36.

Chapters in Research Books

  1. Connell SD. 2002. Valuation of Petroleum Reserves with Quantity and Price Uncertainties: The Case of Woodside Energy. In EIR Ronn (ed), Real Options and Energy Management: Using Options Methodology to Enhance Capital Budgeting Decisions. London, United Kingdom: Risk Books, pp. 505-528

 

 

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