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Research

Working Paper Series
Accounting, Finance, Financial Planning and Insurance

Working papers are in draft form. Please contact the author for more details. The working papers are in PDF format require Adobe Acrobat Reader. If you don't have it you can download it free of charge.

2008_02 Gerard L. Gannon, School of Accounting, Economics and Finance Market Makers V's The General Public: A First
Look at S&P500 Futures Trade Data
2008_01 Michael T. Chng and Gerard L. Gannon, School of Accounting, Economics and Finance The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects
2007_20

Marcus Clements, Harminder Singh, Antonie Van Eekelen, School of Accounting, Economics and Finance

Trading in Target Stocks Before Takeover Announcements: An Analysis of Stock and Option Markets

2007_19 Lisa Hotson, Navjot Kaur and Harminder Singh, School of Accounting, Economics and Finance The Information Content of Directors’ Trades: Empirical analysis of the Australian Market
2007_18

Sang-Hoon Kang and Hoa Nguyen, School of Accounting, Economics and Finance

Long Memory in the Australian Stock Market

2007_17 Hoa Nguyen, William Dimovski, School of Accounting, Economics and Finance and Robert Brooks Underpricing, Risk Management, Hot Issue and crowding out Effects: Evidence from the Australian Resources Sector Initital Public Offerings
2007_16

Cheny Chen, Ming-Hua Liu and Hoa Nguyen, School of Accounting, Economics and Finance

The information content of implied volatility
in the Hong Kong and Singapore covered warrants markets

2007_15

Hoa Nguyen, School of Accounting, Economics and Finance and Robert Faff

Does the Type of Derivative Instrument used by Companies Impact Firm Value?

2007_14

Hoa Nguyen, School of Accounting, Economics and Finance and Robert Faff

Are Financial Derivates Really Value Enhancing? Australian Evidence
2007_13 Kannan Thuraisamy, Gerry Gannon, School of Accounting, Economics and Finance and Jonathan A. Batten Hong Kong University of Science and Technology Credit Spread Dynamics: Evidence from Latin America

Submitted to Journal of Multinational Financial Management

2007_12

Kannan Thuraisamy, Gerry Gannon, School of Accounting, Economics and Finance and Jonathan A. Batten Hong Kong University of Science and Technology

The Credit Spread Dynamics of Latin American Euro Issues in International Bond Markets.

This paper was presented at the INFINITY conference, June 2007, Dublin Ireland
2007_11

Michael Clark, Gerard Gannon and Russell Vinning, School of Accounting, Economics and Finance

The Impact of Warrant Introduction Australian Experience

2007_10

Chee Jin Yap and Gerard Gannon, School of Accounting, Economics and Finance

Factors affecting the Credit spreads behaviour of USD Malaysian Bonds

2007_09

Gerard Gannon, School of Accounting, Economics and Finance and Yuwei Zhou

Conflicts of Interest and China's A- Share Underpricing
2007_08 Gerard Gannon, School of Accounting, Economics and Finance and Chi-Ying Chang

Regulatory Change and Micro Structure Effects in SPI Futures

2007_07

Daniel Pullen, University of Melbourne and Gerard Gannon, School of Accounting, Economics and Finance

The Index Effect: An Investigation of the Price, Volume and Trading Effects Surrounding Changes to the S & P Australian Indices

2007_06

Gerard Gannon School of Accounting, Economics and Finance and Siu Pang Au-Yeung

Modelling Regulatory Change V's Volume of Trade Effects in HSIF and HSI Volatility: A Note
2007_05

Frank Lin and Gerard Gannon, School of Accounting Economics and Finance

Private Placement and Share Price Reaction: Evidence from the Australian Biotechnology and Health Care Sector
2007_04

Campbell Heggen, Gerard Gannon and Tony Van Eekelen, School of Accounting, Economics and Finance

Information Leakage and Informed Trading Around Unscheduled Earnings Annoucnements
2007_03

Julian Fishman, Gerard Gannon and Russell Vinning, School of Accounting, Economics and Finance

Ownership Structure and Corporate Performance: Australian Evidence
2007_02 Tom McDonald, School of Accounting, Economics and Finance

The Public Liability Crisis - Why did it occur and how has it been resolved

2007_01 Prasad S. Bhattacharya and Michael Graham, School of Accounting, Economics and Finance

Institutional Ownership and Firm Performance: Evidence from Finland

2006 5 Zahirul Hoque and Bronwyn Rossingh, School of Accounting, Economics and Finance and Department of Local Government Housing and Sports, Northern Territory Government, Australia.

Organizational Change and Management Control in a Not-For-Profit Organization:A Qualitative Field Study

2006 4 Graeme Wines School of Accounting, Economics and Finance

Fiscal Responsibility and Australian Commonwealth , State and Territory Government Budgets

2006 3 Prasad Bhattacharaya, Harminder Singh and Gerard Gannon, School of Accounting, Economics and Finance Time-Varying Hedge Ratios: An Application to the Indian Stock Futures Market
2006 2 Prasad Bhattacharaya and Harminder Singh, School of Accounting, Economics and Finance Estimating Forward Pricing Function: How Efficient is Indian Stock Index Futures Market?
2006 1 Zahirul Hoque, School of Accounting, Economics and Finance, and Acklesh Prasad, Department of Accounting and Financial Management, University of South Pacific The Level of Non-Mandatory Disclosures in Developing Countries: a Fijian Perspective
2005 20 Tom McDonald, School of Accounting , Economics and Finance The Public Liability Crisis: Why did it occur and how has it been resolved
2005 19 Zahirul Hoque, School of Accounting, Economics and Finance Changing Forms of Performance Measures and Management in the Context of New Public Management Reform in Australia: Evidence from Four Selected Government Agencies
2005 10 Zahirul HOQUE, School of Accounting, Economics and Finance Securing institutional legitimacy or organisational effectiveness? A case examining the impact of public sector reform initiatives in an Australian local authority
2005 09 Zahirul HOQUE, School of Accounting, Economics and Finance New public management ideals, accounting and performance management within an Australian Government services agency
2005 08 Zahirul HOQUE, School of Accounting, Economics and Finance Accounting for managing change in the public sector: a case examining issues of organisational and social accountability and employee resistance
2005 07 Zahirul HOQUE, School of Accounting, Economics and Finance The industrial relations and budgeting interface: an empirical study
2005 06 Zahirul HOQUE, School of Accounting, Economics and Finance Cost information in the new public sector environment: a case study of cost accounting change within a state owned teaching and research hospital
2005 05 Zahirul HOQUE, School of Accounting, Economics and Finance Linking environmental uncertainty to non-financial performance measures and performance: a research note
2004_21 Graeme WINES, Helen SCARBOROUGH, School of Accounting, Economics and Finance Deakin University. Australian Commonwealth, State and Territory Government Budgets and the Selective Announcement of Budget Surplus/Deficit Numbers
2004_20 Christopher Viney, Deakin University The conceptualisation of operational risk management models. Published in The 2004 International Business and Economics Research Conference and the 2004 College Teaching and Learning Conference.
2004_16 Samson Ekanayake, Deakin University Information Signalling of Share Buy-Back Announcements - Recent Australian Evidence. Published as Information Signalling of Common Stock Repurchase Announcements, The ICFAI Journal of Applied Finance 2004 Vol 10. No.3 pp.5-16.
2004_15 Matt Pinnuck, Deakin University and Brad Potter, Department of Accounting and Business Information Systems The University of Melbourne The Financial Performance of AFL Football Clubs
2004_13 William Dimovski and Christopher Kelly, School of Accounting, Economics and Finance, Deakin University

The Importance of Audit Committees in Initial Public Offerings.
Published in The ICFAI Journal of Audit Practice 2004 Vol 1 No 4. pp.7-11.

2004_11 Gerard Gannon, School of Accounting, Economics and Finance, Deakin University, Siu Pang Au-Yeung, Department of Finance, Faculty of Economics and Commerce, University of Melbourne. Regulatory Change, Structural Breaks and Transmission Effects in HSIF abd HSI Volatility
2004_10 Gerard Gannon, School of Accounting, Economics and Finance, Deakin University Simultaneous Volatility Transmissions and Spillover Effects
2004_09 Gerard Gannon, School of Accounting, Economics and Finance, Deakin University Simultaneous Volatility Transmissions and Spillover Effects: US and Hong Kong Stock and Futures Markets

2004_08

Gerard Gannon, School of Accounting, Economics and Finance, Deakin University, Siu Pang Au-Yeung, Department of Finance, Faculty of Economics and Commerce, University of Melbourne.

Structural Effects and Spillovers in HSIF, HSI and S&P500 Volatility

2004_07

Courtney Clowes, School of Accounting, Economics and Finance, Deakin University

Health, Safety and Environmental Issues and Reporting also know as:
Management Accounting and How We Measure and Report Occupational Health and Safety Information

2004_05

Jean Raar, School of Accounting, Economics and Finance, Deakin University

Financial Reporting for Environmental and Social responsibility: A Normative Strategic Concept

2004_04

William Dimovski, School of Accounting, Economics and Finance, Deakin University, Robert Brookes, Research Development Unit, RMIT Business

Board Composition Changes After an Initial Public Offering. Published in Emerging Financial Markets & Services Asia-Pacific Conference 2004.

2001_01

Batten, Jonathan, Deakin University, Craig Ellis, University of Western Sydney

Scaling foreign exchange volatility

2001_02

Batten, Jonathan, Deakin University, with Craig Ellis, University of Western Sydney

Scaling relationships of Gaussian processes

2001_03

Batten, Jonathan, Deakin University, with Warren Hogan, University of Technology, Sydney

The spot AUD/USD foreign Exchange Market:  Evidence from high frequency data

2001_04

Hutchinson, Marion, Deakin University

An analysis of the association between firms’ investment opportunities, board composition, and firm performance

2001_05

Hutchinson, Marion, Deakin University

A contracting-agency analysis of the association between firm risk, incentives and firm performance: An Australian perspective

2001_06

Brown, Kym Deakin University

Closing the Divide - Issues When Developing a Bond Market: The Case of Sri Lanka