2010 publications

Refereed journal articles

• KT Davis, 2010. 'Why Pre-Tax Discount Rates Should be Avoided'. Journal of Applied Research in Accounting and Finance. 2 (5): 2-5.
• KT Davis, 2010. 'Regulatory Responses to the Financial Crisis'. Griffith Law Review. .1 (19): 117-138.
• KT Davis, 2010. 'Rethinking Financial Regulation.' Insights - Melbourne Business and Economics (8).
• KT Davis, C Brown and C Trusler. 2010. 'Managed Investment Scheme Regulation: Lessons from the Great Southern Failure.' JASSA. (2): 23-28.
• KT Davis, C Brown and J Dark. 2010. 'Contracts for Difference: Design, Pricing and Effects'. Journal of Futures Markets. (4): 1108-1149.
• Les Coleman and Sean Pinder, 2010. 'What Were They Thinking: Reports from interviews with senior finance executives in the year preceding the GFC.' Applied Financial Economics.20 (1): 7-14.
• Gygax, A. F., and I. Otchere. 2010. 'Index composition changes and the cost of incumbency". Journal of Banking and Finance. 34 (10): 2500-2509.
• Sawyer, K. R., Gygax, A. F., and M. Hazledine. 2010. 'Pricing errors and estimates of risk premia in factor models'. Annals of Finance. 6 (3): 391-403.
• Les Coleman, 2010. 'The Price Gold Shareholders Place on Market Risk'. Applied Financial Economics . 20: 795-802.
• Les Coleman, Sean Pinder and Krishnan Maheswaran. 2010. 'Narratives in Managers� Corporate Finance Decisions'. Accounting & Finance.

• Sean Pinder, Les Coleman and Jess Curtis. 2010. 'An Analysis of the Link Between Performance and Effort Focusing on Student Engagement with Non-assessable Material'. Journal of Financial Education . 3-4 (36): 67-83.
• Chan, H.W.H., Chang, X., Faff, R., and Wong, G. 2010. 'Financial Constraints and Stock Returns - Evidence from Australia'. Pacific Basin Finance Journal. 18: 306-318.
• Docherty, P., Chan, H.W.H. and Easton, S. 2010. 'Tangibility and investment irreversibility in asset pricing'. Accounting and Finance. 50: 809-827.
• Phua, V., Chan, H.W.H., Faff, R., and Hudson, R. 2010. 'The influence of time, seasonality and market state on momentum: Insights from the Australian stock market'. Applied Financial Economics. 20, 1547-1563
• Roesch, D./ Scheule, H. 2010. 'Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives.' International Review of Finance. 2 (10): 185-207.
• Dark, J. 2010. 'Impact of capital control measures on the Malaysian stock market: A multiresolution analysis'. International Journal of Managerial Finance. 6, (2): 116-127.
• Dark, J. 2010. 'Estimation of time varying skewness and kurtosis with an application to Value at Risk.' Studies in Nonlinear Dynamics and Econometrics. 14(2): Article 3.
• Dark, J. 2010. 'Influence diagnostics for multivariate GARCH processes.' Journal of Time Series Analysis. 31: 278-291.
• Dark, J., Mirbagheri, N., and Watters, D. 2010. 'How do Patients Aged 85 and older fare with abdominal surgery.' Journal of the American Geriatric Society. 58 (1): 104-108.
• Bryan Lim and Joao Rosario. 2010. 'The performance and impact of stock picks mentioned on 'Mad Money.'' Applied Financial Economics.
• Joachim Inkmann. 2010. 'Estimating Firm Size Elasticities of Product and Process R&D.' Economica. 77 (306): 384-402.

Research Chapters

• KT Davis and C Brown. 2010. �Australia's Experience in the Global Financial Crisis" Chapter 66 in�Lessons from� 'Lessons from the Financial Crisis: Causes, Consequences and Our Economic Future'. Robert Kolb (ed). 537-544.
• Les Coleman, 2010. 'Megacrises'
• Les Coleman, 2010. 'Prediction markets'.

Research Books

• Gygax, A. F. 2010. 'Financial Markets, Investment Analysis, and Trading in Primary and Secondary Markets, Greg Gregoriou (ed.) in Handbook of Trading. McGraw-Hill: New York, pp. 403-415.
• Roesch, D./ Scheule, H. (eds.) 2010. Model Risk � Identification, Measurement and Management