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Christine Brown - Researcher Profile
Christine Brown
MONASH Finance
Professor
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Publications Title Journal Name Year ABDC Ranking
Equity in capital raising? Empirical evidence from structured private placements Journal of Banking & Finance 2024 A*
Raising equity capital during the COVID-19 pandemic in Australia: the efficacy of regulatory interventions Company and Securities Law Journal 2022 A
Disclosure, transparency and regulation of open market repurchases in Australia Company and Securities Law Journal 2020 A
Rights issues: retail shareholders and their participation decisions International Review of Finance 2020 A
Tax-driven Off-Market Buybacks (TOMBs): time to lay them to rest Australian Tax Forum 2020 A*
Liquidity shock management: Lessons from Australian banks Australian Journal of Management 2017 A
Partial differential equations for Asian option prices Quantitative Finance 2016 A
Regulatory change in Australia and New Zealand following the global financial crisis Journal of Financial Economic Policy 2015 B
The dividend substitution hypothesis: Australian evidence Abacus 2015 A
Banking crises: Identifying dates and determinants Journal of International Financial Markets, Institutions and Money 2014 A
Off-market buybacks in Australia: Evidence of abnormal trading around key dates International Review of Finance 2014 A
The relation between market liquidity and anonymity in the presence of tick size constraints The Journal of Futures Markets 2014 A
A closer look at barrier exchange options The Journal of Futures Markets 2013 A
Dynamic currency hedging for international stock portfolios Review of Futures Markets 2012 B
Taxes, tenders and the design of Australian off-market share repurchases Accounting and Finance 2012 A
The collapse of Pasminco: Misjudgment, misfortune and miscalculation Australian Journal of Management 2011 A
Exchange traded contracts for difference: Design, pricing, and effects The Journal of Futures Markets 2010 A
Managed investment scheme regulation: Lessons from the Great Southern failure JASSA: The Finsia Journal of Applied Finance 2010 B
Management choice of buyback method: Australian evidence Accounting and Finance 2010 A
Capital management in mutual financial institutions Journal of Banking & Finance 2009 A*
Keiretsu Affiliation and Stock-Market-Driven Acquisitions Journal of Financial Research 2009 A
Distortions in the tax treatment of rights issues JASSA: The Finsia Journal of Applied Finance 2008 B
The sub-prime crisis down under Journal of Applied Corporate Finance 2008 A
Public private partnerships: Incentives, risk transfer and real options Review of Financial Economics 2007 B
The announcement effects of off-market share repurchases in Australia Australian Journal of Management 2007 A
Financing transport infrastructure: For whom the road tolls The Australian Economic Review 2005 B
The effect of taxation on equal access share buybacks in Australia International Review of Finance 2005 A
The impact of net buying pressure on implied volatilities observed from SPI futures options Review of Futures Markets 2005 B
Dividend protection at a price The Journal of Derivatives 2004 A
The forensics of share buybacks JASSA: The Finsia Journal of Applied Finance 2004 B
Risk-adjusted discount rates and projects of unequal lives Australian Accounting Review 2003 B
Credit risk: The case of First Interstate Bankcorp International Review of Financial Analysis 2002 A
Skewness and kurtosis implied by option prices: A correction Journal of Financial Research 2002 A
Real-time cost management of aircraft operations Management Accounting Research 2001 A*
The successful redenomination of a futures contract: The case of the Australian all ordinaries share price index futures contract Pacific-Basin Finance Journal 2001 A
The volatility structure implied by options on the SPI futures contract Australian Journal of Management 1999 A
Value-at-risk models and option portfolios Asian Economic Papers 1999 B
Options in mutually exclusive projects of unequal lives Quarterly Review of Economics and Finance 1998 B
A test of the Asay model for pricing options on the SPI futures contract Pacific-Basin Finance Journal 1997 A