Faculty of Economics and Commerce Department of Finance

2005 Research Publications

Journal Articles - Refereed

  1. Ahmed KA, Goodwin JG & Sawyer KR. 2005. Recognition versus disclosure: the case of land and buildings. Pacific Accounting Review. :. [Incomplete Record]
  2. Brown CA. 2005. Financing transport infrastructure: for whom the road tolls. Australian Economic Review. 38(4):431-438.
  3. Brown CA & Davis KT. 2005. Taxing capital protected equity products. Agenda - A Journal of Policy Analysis and Reform. 12(3):239-252.
  4. Brown CA & Pinder S. 2005. The Impact of net buying pressure on implied volatilities observed from SPI futures options. Review of Futures Markets. 14(2):199-216.
  5. Brown RL & Fang VF. 2005. Can the choice of interpolation method explain the difference between swap prices and futures prices? Accounting and Finance. 45(2):199-216.
  6. Buchanan BG & Yang TY. 2005. The benefits and costs of controlling shareholders: the rise and fall of Parmalat. Research in International Business and Finance. 19(1):27-52.
  7. Coleman L. 2005. Why explore for oil when it is cheaper to buy? Applied Economics Letters. 12(8):493-497.
  8. Davis KT. 2005. Credit unions and demutualisation. Managerial Finance. 31(11):6-25.
  9. Davis KT. 2005. PPPs and infrastructure investment. Australian Economic Review. 38(4):439-444.
  10. Davis KT. 2005. The systematic risk of debt: Australian evidence. Australian Economic Papers. 44(1):30-46.
  11. Handley JC. 2005. On the upper bound of a call option. Review of Derivatives Research. 8(2):85-95.
  12. Janakiramanan SJ, Lamba A & Bailey JB. 2005. International joint ventures and political risk. Journal of Business and Policy Research. 1(1):1-18.
  13. Janakiramanan SJ, Lamba A & Seneviratne CMS. 2005. A comparison of the shareholder wealth effects of firms announcing domestic and international joint ventures. Investment Management and Financial Innovations. 4:33-49.
  14. Kofman P, Bertin WB, Michayluk DM & Prather LP. 2005. Intraday REIT liquidity. Journal of Real Estate Research. 27(2):155-176.
  15. Kofman P, Esho NE & Sharpe IS. 2005. Diversification, fee income, and credit union risk. Journal of Financial Services Research. 27(3):259-281.
  16. Kofman P & McGlenchy PM. 2005. Structurally sound dynamic index futures hedging. The Journal of Futures Markets. 25(12):1173-1202.
  17. Lamba A. 2005. An analysis of the short- and long-run relationships between south asian and developed equity markets. International Journal of Business. 10(4):383-402.
  18. Lamba A & Ramsay IM. 2005. Comparing share buybacks in highly regulated and less regulated market environments. Australian Journal of Corporate Law. 17(3):261-280.
  19. Maheswaran K & Pinder S. 2005. Australian evidence on the determinants and impact of takeover resistance. Accounting and Finance. 45(4):613-633.
  20. Maheswaran K & Yeoh SC. 2005. The profitability of merger evidence: some Australian evidence. Australian Journal of Management. 30(1):111-126.
  21. Otchere IK. 2005. Do privatized banks in middle- and low-income countries perform better than rival banks? an intra-industry analysis of bank privatization. Journal of Banking and Finance. 29(8-9):2067-2093.
  22. Scheule H & Rosch DR. 2005. A multifactor approach for systematic default and recovery risk. The Journal of Fixed Income. 15(2):63-75.

Unrefereed Journal Articles

  1. Coleman L & Pinder S. 2005. Capturing value with real options. Journal of Banking and Financial Services. 119(4):44-47.
  2. Maheswaran K & Pinder S. 2005. Payback time. The Finance and Treasury Professional. 17(3):18-19.
  3. Maheswaran K & Pinder S. 2005. The debt vs equity decision. The Finance and Treasury Professional. 17(4):16-17.

Major Reference Works

  1. Kofman P. 2005. fat tails in finance. The blackwell encyclopedia of management: volume IV: finance. Malden, United States of America: Blackwell.

Chapters in Research Books

  1. Buchanan BG. 2005. Corporate governance and social responsibility: combating money laundering in the Asia Pacific region. In TA Fetherston & JAB Batten (eds), Contemporary studies in economics and financial analysis, volume 86: Asia Pacific financial markets in comparative perspective: issues and implications for the 21st century. Oxford, United Kingdom: Elsevier, pp. 435-452.
  2. Coleman L & McGrath MM. 2005. Biases and insider trading in exotic bets on thoroughbreds. In LV Williams (ed), Information efficiency in financial and betting markets. Cambridge, United Kingdom: Cambridge University Press, pp. 231-246.
  3. Davis KT. 2005. Designing banking sector saftey nets: the Australian experience. In BEG Gup (ed), Capital markets, globalization and economic development. New York, United States of America: Springer Science+Business Media, pp. 45-58.

 

Thesis Passed for Higher Degrees

  1. Liu WM. 2005. Monitoring and limit order submission risks.
  2. Maheswaran K. 2005. Some international evidence on the impact of liquidity constraints on consumption smoothing.

 

 

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