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PROF ROB BROWN



Contact Details

Organization: Finance
Position: CHAIR OF FINANCE
Email:
Homepage: http://www.finance.unimelb.edu.au/about/staff/fin_staff_webpage.cfm?StaffNo=20

Qualifications, Honours, Fellowships and Other Awards

Qualifications

Title Institution Date Awarded Abbreviation
Master of Economics University of Sydney 31-Dec-1979

Memberships

Membership Type Membership Body Description Start Date End Date
Associate CPA Australia Fellow 03-Jul-2001
Associate Financial Services Institute of Australasia Senior Fellow 06-Nov-2006

Government Research Classifications

Research Fields, Courses and Discipline Classifications

Socio-Economic Objective Classifications

Publications

Publications produced at the University of Melbourne and reported in the Annual Publications Collection and 'Research Report' since 2001. The Themis Publications module, released in November 2006, allows additional publications from previous institutions and publications from past years to be entered.

Publications in 2009

Journal Articles

  • Analysts' recommendations: from which signal does the market take its lead?
    Year: 2009
    Journal: Review of Quantitative Finance and Accounting
    Volume: 33
    Issue: 2
    Page numbers: 91-111
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Publications in 2008

Book Chapters

  • Finance
    Year: 2008
    Book: The MBA Companion
    Publisher: Palgrave Macmillan(New York)
    Authors(s):
    Editors(s):

Publications in 2007

Journal Articles

  • Initiating coverage, broker reputation and management earnings forecasts in Australia
    Year: 2007
    Journal: Accounting and Finance
    Volume: 47
    Issue: 3
    Page numbers: 401-421
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Publications in 2006

Journal Articles

  • Initiation of brokers' recommendations, market predictors and stock returns
    Year: 2006
    Journal: Journal of Multinational Financial Management
    Volume: 16
    Issue: 3
    Page numbers: 213-231
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Publications in 2005

Journal Articles

  • Can the choice of interpolation method explain the difference between swap prices and futures prices?
    Year: 2005
    Journal: Accounting and Finance
    Volume: 45
    Issue: 2
    Page numbers: 199-216
    Publisher: Blackwell Publishers
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Publications in 2004

Journal Articles

  • Australian and US interest rate swap markets: comparison and linkages
    Year: 2004
    Journal: Accounting and Finance
    Volume: 44
    Issue: 1
    Page numbers: 45-56
    Publisher: Blackwell Publishers
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  • Rights issues versus placements in Australia: regulation or choice?
    Year: 2004
    Journal: Company and Securities Law Journal
    Volume: 22
    Issue: 5
    Page numbers: 301-312
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  • Using forward rate agreements to price and hedge interest rate swaps
    Year: 2004
    Journal: Accounting Research Journal
    Volume: 17
    Issue: 1
    Page numbers: 71-76
    Publisher: Royal Melbourne Institute of Technology, Department of Economics and Finance(Melbourne)
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Publications in 2003

Journal Articles

  • Links among interst rate swap markets: U.S., U.K. and Japan
    Year: 2003
    Journal: The Journal of Fixed Income
    Volume: 13
    Issue: 3
    Page numbers: 84-95
    Publisher: Institutional Investor(New York)
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  • Modeling volatility and changes in the swap spread
    Year: 2003
    Journal: International Review of Financial Analysis
    Volume: 12
    Issue: 5
    Page numbers: 545-561
    Publisher: Elsevier Science
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Publications in 2002

Journal Articles

  • Determination of the maximum affordable price for negatively geared investments in residential property
    Year: 2002
    Journal: Pacific Rim Property Research Journal
    Volume: 8
    Issue: 4
    Page numbers: 300-312
    Publisher: University of Western Sydney(Penrith South )
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  • Modeling the Determinants of Swap Spreads
    Year: 2002
    Journal: The Journal of Fixed Income
    Volume: 12
    Issue: 1
    Page numbers: 29-40
    Publisher: Institutional Investor(New York)
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