Christine Ann Brown : Citation Profile

Are you Christine Ann Brown?

Monash University

7

H index

5

i10 index

163

Citations

RESEARCH PRODUCTION:

28

Articles

1

Chapters

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 6
   Journals where Christine Ann Brown has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 6 (3.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr597
   Updated: 2023-03-02    RAS profile: 2021-10-04    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Christine Ann Brown.

Is cited by:

moretto, michele (8)

Negrea, Bogdan (4)

Nourani, Mohammad (4)

Renneboog, Luc (4)

Maillet, Bertrand (4)

Guarín López, Alexander (3)

Lozano-Espitia, Ignacio (3)

faff, robert (3)

Theissen, Erik (3)

Twomey, Cian (2)

Mok, Junghwan (2)

Cites to:

Vermaelen, Theo (14)

michaely, roni (11)

Scholes, Myron (8)

Jensen, Michael (7)

Miller, Merton (6)

merton, robert (5)

Hodrick, Laurie (5)

Scharfstein, David (4)

Rau, Raghavendra (4)

Hirshleifer, David (4)

Harvey, Campbell (3)

Main data

Where Christine Ann Brown has published?

Journals with more than one article published# docs
Australian Journal of Management4
Journal of Futures Markets3
International Review of Finance3
Accounting and Finance2
Journal of Financial Research2
Agenda - A Journal of Policy Analysis and Reform2

Recent works citing Christine Ann Brown (2022 and 2021)

YearTitle of citing document
2021A Quantum algorithm for linear PDEs arising in Finance. (2019). Oumgari, Mugad ; Jacquier, Antoine ; Fontanela, Filipe. In: Papers. RePEc:arx:papers:1912.02753.

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2021Analyzing CFD Retail Investors Performance in a Post MiFID II Environment. (2021). Peshev, Petar. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:4:p:53-73.

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2022The Capitalization Effect of Imputation Credits on Expected Stock Returns. (2022). Zhao, Jing ; Yin, Xiangkang ; Le, Anh. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:3:p:523-566.

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2021Do exit options increase the value for money of public–private partnerships?. (2021). moretto, michele ; Dosi, Cesare ; Buso, Marco. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:30:y:2021:i:4:p:721-742.

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2022Desirable Banking Competition and Stability. (2022). Benchimol, Jonathan ; Bozou, Caroline. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2022.18.

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2021Capital ratios and banking crises in the European Union. (2021). Labondance, Fabien ; Refait-Alexandre, Catherine ; Cardot-Martin, Raphael. In: Working Papers. RePEc:crb:wpaper:2021-05.

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2021Excess returns in Public-Private Partnerships: Do governments pay too much?. (2021). Zormpas, Dimitrios ; moretto, michele ; Buso, Marco. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001759.

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2021Agency problems in public-private partnerships investment projects. (2021). Sarkar, Sudipto ; Silaghi, Florina. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:3:p:1174-1191.

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2021The impact of trade and financial openness on bank loan pricing: Evidence from emerging economies. (2021). Shen, Yinjie ; Qian, Ningyu ; Ashraf, Badar Nadeem. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014121000017.

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2022Do firms manipulate earnings after winning public-private partnership bids? Evidence from China. (2022). Zhong, Huijie ; Yan, Chao ; Majeed, Muhammad Ansar. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014121000881.

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2022Risk and benefit sharing schemes in oil exploration and production. (2022). Lerdahl, Thomas ; Hagspiel, Verena ; Lavrutich, Maria ; Fedorov, Semyon. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005308.

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2021The anatomy of buyer–seller dynamics in decentralized markets. (2021). Giovannetti, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001836.

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2021Global banking stability in the shadow of Covid-19 outbreak. (2021). Trinh, Vu Quang ; Elnahass, Marwa ; Li, Teng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s104244312100041x.

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2022Attention triggers and investors’ risk-taking. (2022). Subrahmanyam, Marti G ; Pelster, Matthias ; Arnold, Marc. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:2:p:846-875.

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2021Share repurchases on the Tokyo Stock Exchange Trading Network. (2021). Lau, David ; Ota, Koji. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:61:y:2021:i:c:s0889158321000277.

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2021Modeling of Crisis Processes in the Financial Market. (2021). Ivanyuk, Vera. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:144-:d:650962.

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2022.

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2022Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: A Gram–Charlier density approach. (2022). Zhang, Jin E ; Aschakulporn, Pakorn. In: Review of Derivatives Research. RePEc:kap:revdev:v:25:y:2022:i:3:d:10.1007_s11147-022-09187-x.

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2022Gambling with lottery stocks?. (2022). Schneider, Julian ; Oehler, Andreas. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:6:d:10.1057_s41260-022-00268-y.

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2021Portfolio of Volatility Smiles versus Volatility Surface: Implications for pricing and hedging options. (2021). Kim, Sol. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1154-1176.

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2021Quality incentive contract design in government procurement of public services under dual asymmetric information. (2021). Xu, Lan ; Zhang, Yuting. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:1:p:34-44.

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Works by Christine Ann Brown:

YearTitleTypeCited
2005Taxing Capital Protected Equity Products In: Agenda - A Journal of Policy Analysis and Reform.
[Full Text][Citation analysis]		article0
2006Credit Markets and the Sons of Gwalia Judgement In: Agenda - A Journal of Policy Analysis and Reform.
[Full Text][Citation analysis]		article0
2015The Dividend Substitution Hypothesis: Australian Evidence In: Abacus.
[Full Text][Citation analysis]		article8
2010Management choice of buyback method: Australian evidence In: Accounting and Finance.
[Full Text][Citation analysis]		article4
2012Taxes, tenders and the design of Australian off-market share repurchases In: Accounting and Finance.
[Full Text][Citation analysis]		article7
2003Risk-Adjusted Discount Rates and Projects of Unequal Lives In: Australian Accounting Review.
[Full Text][Citation analysis]		article0
1999VALUE-AT-RISK MODELS AND OPTION PORTFOLIOS In: Economic Papers.
[Full Text][Citation analysis]		article0
2014Off-Market Buybacks in Australia: Evidence of Abnormal Trading around Key Dates In: International Review of Finance.
[Full Text][Citation analysis]		article2
2021Rights issues: Retail shareholders and their participation decisions In: International Review of Finance.
[Full Text][Citation analysis]		article0
2005Effect of Taxation on Equal Access Share Buybacks in Australia* In: International Review of Finance.
[Full Text][Citation analysis]		article6
2002Skewness and Kurtosis Implied by Option Prices: A Correction In: Journal of Financial Research.
[Full Text][Citation analysis]		article29
2009KEIRETSU AFFILIATION AND STOCK?MARKET?DRIVEN ACQUISITIONS In: Journal of Financial Research.
[Full Text][Citation analysis]		article2
2002Credit risk: The case of First Interstate Bankcorp In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2014Banking crises: Identifying dates and determinants In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article14
2009Capital management in mutual financial institutions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article18
1997A test of the Asay model for pricing options on the SPI futures contract In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article3
1998Options in Mutually Exclusive Projects of Unequal Lives In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2007Public private partnerships: Incentives, risk transfer and real options In: Review of Financial Economics.
[Full Text][Citation analysis]		article33
2007Public private partnerships: Incentives, risk transfer and real options.(2007) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		article
2015Regulatory change in Australia and New Zealand following the global financial crisis In: Journal of Financial Economic Policy.
[Full Text][Citation analysis]		article1
1999The Volatility Structure Implied by Options on the SPI Futures Contract In: Australian Journal of Management.
[Full Text][Citation analysis]		article3
2007The Announcement Effects of Off-Market Share Repurchases in Australia In: Australian Journal of Management.
[Full Text][Citation analysis]		article6
2011The collapse of Pasminco: misjudgment, misfortune and miscalculation In: Australian Journal of Management.
[Full Text][Citation analysis]		article1
2017Liquidity shock management: Lessons from Australian banks In: Australian Journal of Management.
[Full Text][Citation analysis]		article1
2016Partial differential equations for Asian option prices In: Quantitative Finance.
[Full Text][Citation analysis]		article3
2010Exchange traded contracts for difference: Design, pricing, and effects In: Journal of Futures Markets.
[Full Text][Citation analysis]		article16
2013A Closer Look at Barrier Exchange Options In: Journal of Futures Markets.
[Citation analysis]		article0
2014The Relation Between Market Liquidity and Anonymity in the Presence of Tick Size Constraints In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2015Regulatory Change in Australia and New Zealand Following the Global Financial Crisis In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter2

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