Christine A. Brown

Department of Banking and Finance

Professor

Building 11E

Clayton, Victoria 3800

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

www.firn.org.au

SCHOLARLY PAPERS

19

DOWNLOADS
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CITATIONS
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Top 24,109

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11

Scholarly Papers (19)

The Collapse of Pasminco: Misjudgment, Misfortune and Miscalculation

Number of pages: 35 Posted: 26 Jun 2006 Last Revised: 16 Jan 2008
Christine A. Brown and james ma
Department of Banking and Finance and University of Melbourne - Department of Finance
Downloads 580 (34,840)

Abstract:

Value-at-risk, hedging, exposure, market risk

The Collapse of Pasminco: Misjudgment, Misfortune and Miscalculation

Australian Journal of Management, Vol. 36, No. 2, 2011
Posted: 05 Feb 2012
Christine A. Brown
Department of Banking and Finance

Abstract:

exposure, hedging, market risk, value-at-risk

The Dividend Substitution Hypothesis: Australian Evidence

Number of pages: 32 Posted: 26 Jun 2006
Christine A. Brown and James William O'Day
Department of Banking and Finance and University of Melbourne - Department of Finance
Downloads 370 (61,447)
Citation 1

Abstract:

payout, imputation, franking, buyback, repurchase, off-market, equal access

The Dividend Substitution Hypothesis: Australian Evidence

Abacus, Vol. 51, Issue 1, pp. 37-62, 2015
Number of pages: 26 Posted: 07 Mar 2015
Christine A. Brown and John C. Handley
Department of Banking and Finance and University of Melbourne - Department of Finance
Downloads 0
Citation 1

Abstract:

Buyback, Dividend imputation, Equal access, Franking, Off‐market, On‐market, Payout, Repurchase

3.

Exchange Traded Contracts for Difference: Design, Pricing and Effects

Number of pages: 58 Posted: 18 Jun 2009 Last Revised: 24 Jul 2009
Christine A. Brown, Jonathan Dark and Kevin Thomas Davis
Department of Banking and Finance, University of Melbourne and University of Melbourne - Department of Finance
Downloads 345 (60,451)
Citation 1

Abstract:

Contracts for Difference, CFDs, futures, Bid-Ask Spreads, arbitrage

4.

Two Paths to Financial Distress

Number of pages: 44 Posted: 07 Apr 2008
Gil Aharoni, Qi Zeng and Christine A. Brown
University of Melbourne, University of Melbourne - Department of Finance and Department of Banking and Finance
Downloads 204 (115,354)

Abstract:

Financial Distress, Book to Market, Correlation

5.

Is Pension Fund Collaboration Possible and Sustainable? Insights from Australian Experience

Number of pages: 19 Posted: 01 Apr 2009
Christine A. Brown and Kevin Thomas Davis
Department of Banking and Finance and University of Melbourne - Department of Finance
Downloads 88 (219,846)

Abstract:

Pension Funds, Superannuation, Collaboration, Economies of Scale

6.

Liquidity Advantage of Domestic Banks: Evidence from Australian Syndicated Loans

25th Australasian Finance and Banking Conference 2012
Number of pages: 32 Posted: 20 Aug 2012
Christine A. Brown, Viet Minh Do and Oscar Trevarthen
Department of Banking and Finance, Monash University - Department of Accounting and affiliation not provided to SSRN
Downloads 57 (268,960)

Abstract:

liquidity risk, syndicated loans, syndicated composition

7.

The Overhang Cost of Long and Short Term Debt in the Presence of Default Risk

26th Australasian Finance and Banking Conference 2013
Number of pages: 45 Posted: 19 Aug 2013 Last Revised: 09 Dec 2013
Van H. Vu, Christine A. Brown and Daniel Chai
affiliation not provided to SSRN, Department of Banking and Finance and Monash University
Downloads 51 (277,894)

Abstract:

corporate finance, agency conflicts, debt overhang, debt maturity, financial distress

Off-Market Buybacks in Australia: Evidence of Abnormal Trading around Key Dates

2013 Financial Markets & Corporate Governance Conference
Number of pages: 27 Posted: 21 Jan 2013
Hue Hwa Au Yong, Christine A. Brown and Chloe Choy Yeing Ho
Monash University - Department of Banking and Finance, Department of Banking and Finance and Monash University - Department of Accounting and Finance
Downloads 50 (318,207)

Abstract:

tax arbitrageurs, off-market share buybacks, imputation credits, trading volume

Off‐Market Buybacks in Australia: Evidence of Abnormal Trading Around Key Dates

International Review of Finance, Vol. 14, Issue 4, pp. 551-585, 2014
Number of pages: 35 Posted: 03 Dec 2014
Hue Hwa Au Yong, Christine A. Brown and Chloe Choy Yeing Ho
Monash University - Department of Banking and Finance, Department of Banking and Finance and Monash University - Department of Accounting and Finance
Downloads 0

Abstract:

9.

Financing Transport Infrastructure: For Whom the Road Tolls

Australian Economic Review, Vol. 38, No. 4, pp. 431-438, December 2005
Number of pages: 8 Posted: 27 Nov 2005
Christine A. Brown
Department of Banking and Finance
Downloads 27 (391,906)
Citation 1

Abstract:

10.

Effect of Taxation on Equal Access Share Buybacks in Australia

International Review of Finance, Vol. 5, No. 3-4, pp. 199-218, September/December 2005
Number of pages: 20 Posted: 02 Nov 2006
Christine A. Brown and Katrina Efthim
Department of Banking and Finance and University of Melbourne
Downloads 14 (456,726)
Citation 5

Abstract:

11.

Taxes, Tenders and the Design of Australian Off‐Market Share Repurchases

Accounting & Finance, Vol. 52, pp. 109-135, 2012
Number of pages: 27 Posted: 06 Oct 2012
Christine A. Brown and Kevin Thomas Davis
Department of Banking and Finance and University of Melbourne - Department of Finance
Downloads 1 (522,841)

Abstract:

Repurchases, Taxation, Tenders, Shareholder heterogeneity

12.

Management Choice of Buyback Method: Australian Evidence

Accounting & Finance, Vol. 50, No. 4, pp. 767-782, December 2010
Number of pages: 16 Posted: 08 Nov 2010
Christine A. Brown and Daniel Norman
Department of Banking and Finance and University of Melbourne
Downloads 1 (522,841)
Citation 2

Abstract:

13.

The Sub-Prime Crisis Down Under

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 18, No. 1, 2008
Number of pages: 13 Posted: 09 Dec 2015
Christine A. Brown and Kevin Thomas Davis
Department of Banking and Finance and University of Melbourne - Department of Finance
Downloads 0 (310,363)

Abstract:

14.

Short-term Institutional Investors and Firm Cash Holdings

Number of pages: 40 Posted: 14 Aug 2010 Last Revised: 01 Dec 2016
Christine A. Brown, Yangyang Chen and Chander Shekhar
Department of Banking and Finance, Hong Kong Polytechnic University - Faculty of Business and University of Melbourne
Downloads 0 (75,441)
Citation 1

Abstract:

Cash holdings; precautionary motives; institutional ownership.

15.

The Effect of Taxation on Equal Access Share Buy Backs in Australia

International Review of Finance, Forthcoming
Posted: 27 Jun 2006
Christine A. Brown and Katrina Efthim
Department of Banking and Finance and University of Melbourne

Abstract:

imputation, franking, buyback, repurchase, off-market, equal access

16.

Public Private Partnerships: Incentives, Risk Transfer and Real Options

Review of Financial Economics, Forthcoming
Posted: 26 Jun 2006
Ana Belen-Alonso, Christine A. Brown and Javier Rojo-Suarez
Universidad Rey Juan Carlos de Madrid, Department of Banking and Finance and Universidad Rey Juan Carlos de Madrid

Abstract:

Public Private Partnership, infrastructure projects, deferred payments, real options, Internal Rate of Return, non-recombining binomial tree, Monte Carlo simulation

17.

Real-time Cost Management of Aircraft Operations

Management Accounting Research, Vol. 12, No. 3, September 2001
Posted: 25 Oct 2001
University of Melbourne - Department of Accounting and Business Information Systems, Department of Banking and Finance, 133 Nelson Place, Aviation and Tourism Managaement Pty Ltd and Korean Airlines

Abstract:

Airline industry; Cost drivers; Optimisation techniques

18.

Skewness and Kurtosis Implied by Option Prices: A Correction

The Journal of Financial Research, Forthcoming
Posted: 28 Apr 2001
Christine A. Brown and David M. Robinson
Department of Banking and Finance and University of Queensland - Business School

Abstract:

19.

Options in Mutually Exclusive Projects of Unequal Lives

1998 Special Issue of The Quarterly Review Of Economics And Finance, I. Extensions to the Traditional Capital Budgeting Framework
Posted: 05 Nov 1998
Christine A. Brown and Kevin Thomas Davis
Department of Banking and Finance and University of Melbourne - Department of Finance

Abstract: