2004 publications

Refereed journal articles

• Brown CA. 2004. 'The forensics of share buybacks.' JASSA - Journal of the Securities Institute of Australia . 4(Summer 2004):30-34.
• Brown RL & Chan HWC. 2004. 'Rights issues versus placements in Australia: regulation or choice?' Company and Securities Law Journal. 22(5):301-312.
• Brown RL & Fang VF. 2004. 'Using forward rate agreements to price and hedge interest rate swaps.' Accounting Research Journal. 17(1):71-76.
• Buchanan BG. 2004. 'Money laundering - a global obstacle.' Research in International Business and Finance. 18(1):115-127.
• Buchanan BG & Arnold TA. 2004. 'Interest Rate Parity in Excel.' Journal of Financial Education. 30(Fall):28-41.
• Davis KT. 2004. 'The design of regulatory pricing models for access arrangements: inflation, tax and decpreiation considerations.' Accounting Research Journal. 17(1):6-17.
• Davis KT & Brown CA. 2004. 'Dividend protection at a price.' Journal of Derivatives. 12(2):62-68.
• Gannon GL & Au Yeung SP. 2004. 'Structural effects and spillovers in HSIF, HSI and S&P500 volatility.' Research in International Business and Finance. 18(3):305-317.
• In FI, Fang VF & Brown RL. 2004. 'Australian and US interest rate swap markets: comparison and linkages.' Accounting and Finance. 44(1):45-56.
• Zeng Q, Brandt MWB & Zhang LZ. 2004. 'Equilibrium stock return dynamics under alternative rules of learning about hidden states.' Journal of Economic Dynamics and Control. 28(10):1925-1954.

Chapters in research books

• Buchanan BG. 2004. Australian corporate casualties. In MH Hirschey, KJ John & AKM Makhija (eds), Corporate Governance (Advances in Financial Economics, Volume 9). Amsterdam, The Netherlands: Elsevier, pp. 55-79.
• Davis KT & Brown CA. 2004. The new basel accord and advanced IRB approaches: is there a case for capital incentives? In BEG Gup (ed), The New Basel Capital Accord. California, United States of America: Texere, pp. 125-149.
  

Major reports

• Davis KT. 2004. Study of Financial System Guarantees. For Department of Treasury, Commonwealth Government of Australia. Canberra, Australia: Commonwealth of Australia.
  

Theses passed for Higher Degrees

• Brown RM. 2004. Efficiency, regulation and financial distress: mergers between Australian credit unions in the 1990s.
• Joo CH. 2004. Value of portfolio theory.
• O'Connor IP. 2004. The empirical distribution of time to maturity volatility: an application to option pricing and trading.
• Polsiri P. 2004. The effects of concentrated ownership on firm restructurings: evidence from Thailand.
• Scott C. 2004. Data structure and learning in financial markets: an artificial neural network approach.