2003 publications

Refereed journal articles

• Brown CA & Burrows GH. 2003. 'Risk-adjusted discount rates and projects of unequal lives.' Australian Accounting Review. 13(1):57-65.
• Brown RL, Fang VF & In FI. 2003. 'Modeling volatility and changes in the swap spread.' International Review of Financial Analysis. 12(5):545-561.
• 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.
• Davis KT & Burrows GH. 2003. 'Protecting Employee Entitlements.' Australian Economic Review. 36(2):173-180.
• 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.
• Handley JC. 2003. 'An Empirical Test of the Pricing of VPO Contracts.' Australian Journal of Management. 28(1):1-21.
• 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.
• Kofman P & El-Hassan NE. 2003. 'Tracking error and active portfolio management.' Australian Journal of Management. 28(2):183-207.
• Kofman P & Sharpe IS. 2003. 'Using multiple imputation in the analysis of incomplete observations in finance.' Journal of Financial Econometrics. 1(2):216-249.
• Otchere IK. 2003. 'Accounting and Finance at forty: a retrospective evaluation.' Accounting and Finance. 43(2):211-230.
• 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.

• 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.
• Pinder S, Ivanovic II & Howley PH. 2003. 'An Examination of the Australian Wheat Futures Contract.' Accounting Research Journal. 16(1):68-79.
• Sawyer KR & Liu WL. 2003. 'How free are free trading options?' Pacific-Basin Finance Journal. 11(5):573-591.
• 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.
• Schwann G, MacGregor BDM & Geltner DG. 2003. 'Appraisal Smoothing and Price Discovery in Real Estate Markets.' Urban Studies. 40(5-6):1047-1064.
• 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

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

Chapters in research books

• 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.
• 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.