Details about Christine Ann Brown

Access statistics for papers by Christine Ann Brown.

Last updated 2024-07-07. Update your information in the RePEc Author Service.

Short-id: pbr597

Journal Articles

2024

1. Equity in capital raising? Empirical evidence from structured private placements
   Journal of Banking & Finance, 2024, 159, (C)

2021

2. Rights issues: Retail shareholders and their participation decisions
   International Review of Finance, 2021, 21, (3), 917-944 View citations (1)

2017

3. Liquidity shock management: Lessons from Australian banks
   Australian Journal of Management, 2017, 42, (4), 637-652 View citations (4)

2016

4. Partial differential equations for Asian option prices
   Quantitative Finance, 2016, 16, (3), 447-460 View citations (3)

2015

5. Regulatory change in Australia and New Zealand following the global financial crisis
   Journal of Financial Economic Policy, 2015, 7, (1), 8-28 View citations (1)
   See also Chapter Regulatory Change in Australia and New Zealand Following the Global Financial Crisis, World Scientific Book Chapters, 2015, 219-248 (2015) View citations (2) (2015)
6. The Dividend Substitution Hypothesis: Australian Evidence
   Abacus, 2015, 51, (1), 37-62 View citations (11)

2014

7. Banking crises: Identifying dates and determinants
   Journal of International Financial Markets, Institutions and Money, 2014, 32, (C), 150-166 View citations (17)
8. Off-Market Buybacks in Australia: Evidence of Abnormal Trading around Key Dates
   International Review of Finance, 2014, 14, (4), 551-585 View citations (3)
9. The Relation Between Market Liquidity and Anonymity in the Presence of Tick Size Constraints
   Journal of Futures Markets, 2014, 34, (1), 56-73

2013

10. A Closer Look at Barrier Exchange Options
    Journal of Futures Markets, 2013, 33, (1), 29-43

2012

11. Taxes, tenders and the design of Australian off-market share repurchases
    Accounting and Finance, 2012, 52, 109-135 View citations (9)

2011

12. The collapse of Pasminco: misjudgment, misfortune and miscalculation
    Australian Journal of Management, 2011, 36, (2), 287-312 View citations (1)

2010

13. Exchange traded contracts for difference: Design, pricing, and effects
    Journal of Futures Markets, 2010, 30, (12), 1108-1149 View citations (18)
14. Management choice of buyback method: Australian evidence
    Accounting and Finance, 2010, 50, (4), 767-782 View citations (7)

2009

15. Capital management in mutual financial institutions
    Journal of Banking & Finance, 2009, 33, (3), 443-455 View citations (19)
16. KEIRETSU AFFILIATION AND STOCK‐MARKET‐DRIVEN ACQUISITIONS
    Journal of Financial Research, 2009, 32, (4), 479-503 View citations (2)

2007

17. Public private partnerships: Incentives, risk transfer and real options
    Review of Financial Economics, 2007, 16, (4), 335-349 View citations (34)
    Also in Review of Financial Economics, 2007, 16, (4), 335-349 (2007) View citations (5)
18. The Announcement Effects of Off-Market Share Repurchases in Australia
    Australian Journal of Management, 2007, 32, (2), 369-385 View citations (8)

2006

19. Credit Markets and the Sons of Gwalia Judgement
    Agenda - A Journal of Policy Analysis and Reform, 2006, 13, (3), 239-252

2005

20. Effect of Taxation on Equal Access Share Buybacks in Australia*
    International Review of Finance, 2005, 5, (3‐4), 199-218 View citations (9)
21. Taxing Capital Protected Equity Products
    Agenda - A Journal of Policy Analysis and Reform, 2005, 12, (3), 239-252

2003

22. Risk-Adjusted Discount Rates and Projects of Unequal Lives
    Australian Accounting Review, 2003, 13, (29), 57-65

2002

23. Credit risk: The case of First Interstate Bankcorp
    International Review of Financial Analysis, 2002, 11, (2), 229-248 View citations (4)
24. Skewness and Kurtosis Implied by Option Prices: A Correction
    Journal of Financial Research, 2002, 25, (2), 279-282 View citations (27)

1999

25. The Volatility Structure Implied by Options on the SPI Futures Contract
    Australian Journal of Management, 1999, 24, (2), 115-130 View citations (3)
26. VALUE-AT-RISK MODELS AND OPTION PORTFOLIOS
    Economic Papers, 1999, 18, (4), 107-121

1998

27. Options in Mutually Exclusive Projects of Unequal Lives
    The Quarterly Review of Economics and Finance, 1998, 38, (3, Part 2), 569-577 View citations (1)

1997

28. A test of the Asay model for pricing options on the SPI futures contract
    Pacific-Basin Finance Journal, 1997, 5, (5), 579-594 View citations (4)

Chapters

2015

1. Regulatory Change in Australia and New Zealand Following the Global Financial Crisis
   Chapter 8 in The First Great Financial Crisis of the 21st Century A Retrospective, 2015, pp 219-248 View citations (2)
   See also Journal Article Regulatory change in Australia and New Zealand following the global financial crisis, Emerald Group Publishing Limited (2015) View citations (1) (2015)