Faculty of Economics and Commerce Department of Finance

2003 Research Publications

Journal Articles - Refereed

  1. Brown CA & Burrows GH. 2003. Risk-adjusted discount rates and projects of unequal lives. Australian Accounting Review. 13(1):57-65.
  2. Brown RL, Fang VF & In FI. 2003. Modeling volatility and changes in the swap spread. International Review of Financial Analysis. 12(5):545-561.
  3. Brown RL, In FI & Fang VF. 2003. Links among interst rate swap markets: U.S., U.K. and Japan. The Journal of Fixed Income. 13(3):84-95.
  4. Davis KT & Burrows GH. 2003. Protecting Employee Entitlements. Australian Economic Review. 36(2):173-180.
  5. Gannon GL & Chng TS. 2003. Contemporaneous intraday volume, option, and futures volatility transmissions across parallel markets. International Review of Financial Analysis. 12(1):49-68.
  6. Handley JC. 2003. An Empirical Test of the Pricing of VPO Contracts. Australian Journal of Management. 28(1):1-21.
  7. Hendershott PH, Pryce GP & White MW. 2003. Household leverage and the deductibility of home mortgage interest: evidence from U.K. house purchasers. Journal of Housing Research. 14(1):49-82.
  8. Kofman P & El-Hassan NE. 2003. Tracking error and active portfolio management. Australian Journal of Management. 28(2):183-207.
  9. Kofman P & Sharpe IS. 2003. Using multiple imputation in the analysis of incomplete observations in finance. Journal of Financial Econometrics. 1(2):216-249.
  10. Otchere IK. 2003. Accounting and Finance at forty: a retrospective evaluation. Accounting and Finance. 43(2):211-230.
  11. Otchere IK & Chan JSM. 2003. Intra-industry effects of bank privatization: A clinical analysis of the privatization of the Commonwealth Bank of Australia. Journal of Banking and Finance. 27(5):949-975.
  12. Pinder S. 2003. An empirical examination of the impact of market microstructure changes on the determinants of option bid-ask spreads. International Review of Financial Analysis. 12(5):563-577.
  13. Pinder S, Ivanovic II & Howley PH. 2003. An Examination of the Australian Wheat Futures Contract. Accounting Research Journal. 16(1):68-79.
  14. Sawyer KR & Liu WL. 2003. How free are free trading options? Pacific-Basin Finance Journal. 11(5):573-591.
  15. Schwann G & Chau KWC. 2003. News Effects and Structural Shifts in Price Discovery in Hong Kong. Journal of Real Estate Finance and Economics. 27(2):257-271.
  16. Schwann G, MacGregor BDM & Geltner DG. 2003. Appraisal Smoothing and Price Discovery in Real Estate Markets. Urban Studies. 40(5-6):1047-1064.
  17. Scott C. 2003. The south-east Asia crisis, neural networks and market behavior: an exploratory study. Review of Pacific Basin Financial Markets and Policies. 6(3):349-379.

Unrefereed Journal Articles

  1. Brown CA. 2003. Transurban city link - hindsight view. The Finance and Treasury Professional. 15(3):18-20.
  2. Davis KT. 2003. Government debt guarantee fees. The Finance and Treasury Professional. 15(3):21-26.

Chapters in Research Books

  1. Brown CA & Davis KT. 2003. Prudential regulation and competition in banking. In AS Sidorenko & CF Findlay (eds), Regulation and market access. Canberra, Australia: Asia Pacific Press, pp. 190-206.
  2. Davis KT. 2003. Financial reform in Australia. In MJBH Hall (ed), The international handbook on financial reform. Cheltenham, United Kingdom: Edward Elgar Publishing, pp. 1-30.

Thesis Passed for Higher Degrees

Chng TS. 2003. How exchanges compete.

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