Research publications

On this page is the list of 2011 Research Publications for the Department of Finance.

For previous years' and other publications, follow the links below:

• 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001
• PhD theses
• Masters Research Reports
• Honours research essays

2011 publications

• Brown, Rayna; Brown, Rob; O'Connor, I; Schwann, G. and Scott, C. 2011. 'The Other Side of Housing Affordability: The User Cost of Housing in Australia'. Economic Record.
• Phang, G. and Brown, R.L.. 2011. 'Rational Early Exercise of Call Options: Australian Evidence.' Accounting and Finance.51 (3): 732-744..
• Gygax, A. F., and S. Ong. 2011. 'What do investment banks truly bring to the table?' Abacus. 47 (2): 121-157.
• Dominic Taylor and Les Coleman. 2011. 'Price Determinants for Aboriginal Art, and its role as an alternative asset class’. ' Journal of Banking and Finance.6 (35): 1519-1529.
• Les Coleman. 2011. 'An Exploratory Analysis of Factors Influencing Initial Market Response and Media Reports Following Shock Corporate Events'. The Financial Review. (46): 313-336.
• Les Coleman. 2011. 'Losses from Failure of Stakeholder-sensitive Processes: Financial consequences for large US companies from breakdowns in product, environmental and accounting standards'. Journal of Business Ethics. 2 (98): 247-258.
• Chan, H.W.H., Faff, R., and Kofman, P.. 2011. 'Is Default Risk Priced in Australian Equity? Exploring the Role of the Business Cycle'. Australian Journal of Management. 36): 217-246.
• Docherty, P., Chan, H.W.H. and Easton, S.. 2011. 'Asset Tangibility, Industry Representation and the Cross Section of Equity Returns'. Australian Journal of Mangement.36): 75-87.
• Akyol, Ali C. 2011. 'Stock Returns around Non-Trading Periods: Evidence from an Emerging Market'. Applied Financial Economics. 21 (20): 1549-1560.
• Dark, J. 2011. 'Will tighter futures price limits reduce hedge effectiveness?'. Journal of Banking and Finance.
• Dark, J., Davis, K., and Brown, C. 2011. 'Contracts for Difference: Design, Pricing and Effects.' Journal of Futures Markets. 10 (12): 1108-1149.
• Joachim Inkmann, Paula Lopes, and Alexander Michaelides. 2011. 'How Deep is the Annuity Market Participation Puzzle?.' Review of Financial Studies..24 (1): 279-319
• J. Spencer Martin, Sam J. Henkel and Frederico Nardari. 2011. 'Time-Varying Short-Horizon Predictability.' Journal of Financial Economics.99 (3): 560-580.

Research Books

• KT Davis. 2011. 'The Global Financial Crisis: Antipodean Perspectives'. M Ariif and J Farrar (eds)
• KT Davis. 2011. 'Corporate Governance In Financial Institutions'. J Farrar and D Mayes (eds)