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

15

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2,327

SSRN CITATIONS
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SSRN RANKINGS

Top 34,797

in Total Papers Citations

11

CROSSREF CITATIONS

11

Scholarly Papers (15)

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 628 (65,601)

Abstract:

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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:

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

2.

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 448 (100,335)
Citation 7

Abstract:

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

3.

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 429 (105,617)
Citation 4

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

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 227 (207,004)

Abstract:

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Financial Distress, Book to Market, Correlation

5.

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 152 (294,934)

Abstract:

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6.

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 129 (335,527)
Citation 1

Abstract:

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

7.

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 124 (345,469)
Citation 3

Abstract:

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Pension Funds, Superannuation, Collaboration, Economies of Scale

8.

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 Hoang Vu, Christine A. Brown and Daniel Chai
RMIT University - School of Economics, Finance and Marketing, Department of Banking and Finance and Monash University
Downloads 99 (404,425)
Citation 1

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

9.

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 Do and Oscar Trevarthen
Department of Banking and Finance, Monash University - Department of Accounting and affiliation not provided to SSRN
Downloads 91 (427,191)

Abstract:

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liquidity risk, syndicated loans, syndicated composition

10.

Liquidity Shock Management: Lessons from Australian Banks

Australian Journal of Management, Vol. 42, No. 4, 2016
Posted: 02 Jun 2020
Christine A. Brown, Viet Do and Oscar Trevarthen
Department of Banking and Finance, Monash University - Department of Accounting and affiliation not provided to SSRN

Abstract:

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Australian domestic banks, competitive advantage, liquidity risk, syndicated loans

11.

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:

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

12.

Public Private Partnerships: Incentives, Risk Transfer and Real Options

Review of Financial Economics, Forthcoming
Posted: 26 Jun 2006
Rey Juan Carlos University, Department of Banking and Finance and Rey Juan Carlos University

Abstract:

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

13.

Real-Time Cost Management of Aircraft Operations

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

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Airline industry; Cost drivers; Optimisation techniques

14.

Skewness and Kurtosis Implied by Option Prices: A Correction

Posted: 28 Apr 2001
Christine A. Brown and David M. Robinson
Department of Banking and Finance and University of Queensland - Business School

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15.

Options in Mutually Exclusive Projects of Unequal Lives

Posted: 05 Nov 1998
Christine A. Brown and Kevin Thomas Davis
Department of Banking and Finance and University of Melbourne - Department of Finance

Abstract:

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