Derivatives, Financial Engineering and Innovation 

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(with Christine Brown and Jonathan Dark) "Exchange Traded Contracts for Difference: Design, Pricing and Effects" Journal of Futures Markets, Dec 2010

 

(with Christine Brown) "Distortions in the Tax Treatment of Rights Issues", JASSA, 1, 2008

 

(with Christine Brown) "Taxing Capital Protected Equity Products" Agenda, 12, 3, 2005, 239-252

 

(with Christine Brown) "Dividend Protection at a Price: Lessons from Endowment Warrants" Journal of Derivatives, Winter 2004, 12, 2, pp 62-68

 

"Derivatives: Developments and Dangers" (with Guay Lim) Proceedings of the 6th  Melbourne Money and Finance Conference, Supplement to the Journal of Applied Finance and Investment, July 1996

 

"Innovations in Derivative Securities Successes and Failures" Proceeding of the 6th  Melbourne Money and Finance Conference, Supplement to the Journal of Applied Finance and Investment, July 1996

 

"Converting Preference Shares: An Australian Capital Structure Innovation" Accounting and Finance, 36, 2, November 1996, 213-228

 

"The Pricing of Options on Australian Bank Bill Futures: A Test using Transactions Data",  Review of Futures Markets. vol 10, No 3, 1991.

 

"The Informational Content of the Implied Interest Rate from Stock Index Futures: Commentary" The Review of Futures Markets, Volume 9, 1990, Supplement, 190-191.