1997 Research and Publications Report table of contents faculty of Engineering 4

Business Computing

Book, Authored - other

Tatnall A, & Davey B, 1997, Systems implementation - creating business information systems, Data Publishing, Heidelberg, Victoria, ISBN: 1-875415-51-3

Tatnall A, Davey B, & McConville D, 1997, Visual Basic for business applications, Data Publishing, Heidelberg, Victoria, ISBN: 1-875415-52-1

Journal article in scholarly refereed journal

Abi-Raad M, 1997, 'Rethinking approaches to teaching with telecommunication technologies', Journal of Information Technology for Teacher Education, vol. 6, no.2, Davis, N (ed.), Triangle Journals Ltd., Wallingford, Oxfordshire, pp. 205-214

Conference publication, Full written paper - non refereed proceedings

Abi-Raad M, 1997, 'Is information systems marketing different?', Proceedings of the conference on telecommunications and information markets (COTIM '97), Dholakia, N, Kruse, E, & Fortin, D (eds.), Research institute for telecommunications and information marketing (RITIM), Rhode Island, USA, pp. 123-130

Abi-Raad M, 1997, 'Never mind policing the Internet, feel the ethics of its users', Proceeding of the world multiconference on systemics, cybernetics and informatics (SCI '97), vol. 2, Callaos, N, Khoong, C, & Cohen, E (eds.), International institute of Informatics and Systemics, Caracas, Venezuela, pp. 241-248

Davey B, & Tatnall A, 1997, 'Distributed ITEM for the future: moving towards client-server systems', Information technology in educational management for the schools of the future, Fung A, Visscher A, & Barta B (eds.), Chapman & Hall, London, pp. 117-121

Conference publication, Extract of paper

Finegan A D, 1997, 'From meta-models to contingency frameworks: Applying soft systems methodology to technology management', Coexistence between human, natural & technological resources: The fourth conference of the Association of Asian-Pacific Operational Research Societies, within IFORS, Melbourne

Finegan A D, & Henschke K, 1997, 'SSM and software requirements definition: A soft systems solution to a hard problem', The Fourth Conference of the Association of Asian-Pacific Operational Research Societies, within IFORS., Melbourne

Conference paper

Hogenbirk P, Taylor R G, Davey B, Tarrago F R, & Warwick J D, 1997, 'The preconditions for computer-assisted decision-making in tomorrow's schools', 'Information technology in educational management for the schools of the future', July, International Federation for Information Processing (IFIP) Hong Kong

Visiting Professor or Research Fellow

Millar K, 1997, Stumph R V, Professor, Professor Information Systems Department, Computer Information Systems Department. California State Polytechnic University, Pomona, United States, September, Object-oriented technology is believed to be the future, yet in practice is is still not heavily used. Professor Stumph has worked extensively in the areas of analysis, design, and construction of application systems in the US.

Millar K, 1997, Okamoto, T, Doctor, Professor, Graduate School of Information Systems, December, Dr Okamoto is engaged in research on artificial intelligence (AI) models for intelligent computer-aided instruction (CAI) and Multiagent Systems and applications of multimedia communications for distributed working/learning environment.

Millar K, 1997, Park S J, Professor, Dean, Planning and Co-ordination, Korea Advanced Institute of Science and Technology, August, The Intelligent Campus(IC) project is designed to build an advanced information stystem infrastructure.

Millar K, 1997, Storsbergen R, Professor, Coordinator Business and Management, Institute of Higher European Studies, Haagse Hogeschool, University of Professional Education, The Hague, Holland, March, Robert Storsbergen presented a number of seminars on marketing of services and products throughout the European community and global business.

Business Law

Journal article in scholarly refereed journal

Haberfield L, 1997, 'Responding to 'male circumcision: Medical or ritual?'', Journal of Law and Medicine, vol. 4, no.4, pp. 379-385

Haberfield L, 1997, 'The law and male circumcision in Australia: Medical, legal and cultural issues', Monash University Law Review, vol. 23, no.1, pp. 92-122

Conference publication, Full written paper - non refereed proceedings

Haberfield L, 1997, 'Informed Consent and Male Infant Circumcision', Australian Law Teachers Association - Law and and Medicine Interest Group, 30 October 1997, UTS Law School, pp. 379-385

Harvey M, 1997, 'A Bridge too Far? - Australia and Europe after ASEM', Australia and Europe: Continuity and Change Proceedings of a Conference at ANV in June 1996, Department of Modern Languages ANV 1997, Monash University, pp. 49-54

Economics and Finance

Book, Authored - research

Brailsford T, Faff R, & Oliver B, 1997, Research Design Issues In The Estimation Of Beta, Brailsford T, & Faff R (eds.), McGraw-Hill, Sydney, series: McGraw-Hill Series In Advanced Finance, vol. 1, 48 p., ISBN: 0-07-470407-9

Book, Authored - other

Koken E, & Smith B, 1997, Tax And Social Security, Australian Tax Practice, Sydney, ISBN: 0-86460-078-X

Book, Edited

Brailsford T, & Faff R, 1997, Research Design Issues In The Estimation Of Beta, McGraw-Hill, Sydney, series: McGraw-Hill Series In Advanced Finance, vol. 1, 48 p., ISBN: 0-07-470407-9

Book, Revision/New Edition

Lyell D, Crane R, Crowley M, & Fraser I, 1997, Financial Institutions and Markets, 4th Edition, Law Book Company, Sydney, ISBN: 0-455-21450-6

Book chapter

Faff R, & Brooks R, 1997, Advances In Investment Analysis And Portfolio Management, Lee C-F (ed.), JAI Press, Greenwich, series: Advances In Investment Analysis and Portfolio Management, vol. 4, pp. 95-111, ISBN: 0-7623-0126-0

Journal article in scholarly refereed journal

Brailsford T, & Josev T, 1997, 'The impact of the return interval on the estimation of systematic risk', Pacific-Basin Finance Journal, vol. 5, no.3, pp. 357-376

Brailsford T, & Faff R, 1997, 'Testing the Conditional CAPM and the effect of intervaling: A note.', Pacific-Basin Finance Journal, vol. 5, no.5, pp. 527-537

Brooks R, Davidson S, & Faff R, 1997, 'An examination of the effects of major political change on stock market volatility: The South African experience', Journal of International Financial Markets, Institutions and Money, vol. 7, no.3, pp. 255-275

Brooks R, & Faff R, 1997, 'Financial deregulation and relative risk of Australian industry', Australian Economic Papers, vol. 36, no.69, pp. 308-320

Brooks R D, Faff R W, & Josev T, 1997, 'Beta stability and monthly seasonal effects: evidence from the Australian capital market', Applied Economic Letters, vol. 4, no.9, pp. 563-566

Brooks R D, & Faff R W, 1997, 'A note on beta forecasting', Applied Economic Letters, vol. 4, no.2, pp. 77-78

Brooks R, & Lee J, 1997, 'The stability of ARCH models across Australian financial futures markets', Applied Financial Economics, vol. 7, no.4, pp. 347-359

Brooks R, Faff R, & Ho Y, 1997, 'A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions', Journal of Banking and Finance, vol. 21, no.2, pp. 197-219

Brooks R, Faff R, Gangemi M, & Lee J, 1997, 'A further examination of the effect of diversification on the stability of portfolio betas', Applied Financial Economics, vol. 7, no.1, pp. 7-14

Brooks R, Faff R, & McKenzie M, 1997, 'Bivariate GARCH estimation of beta risk in the Australian banking industry.', Accountability and Performance., vol. 3, no.3, pp. 81-102

Brooks R, 1997, 'Using a sequence of point optimal tests to select a varying coefficient model', Communications In Statistics - Simulation And Computation, vol. 26, no.2, pp. 671-685

Brooks R, Fry T, & Harris M, 1997, 'The size and power properties of combining choice set partition tests for the IIA property in the logit model', Journal of Quantitative Economics, vol. 13, no.2, pp. 45-61

Davidson S, 1997, 'Is the negative relationship between debt levels and investment opportunities robust to non-debt tax shields? Evidence from South Africa', Studies in Economics and Econometrics, vol. 21, no.2, pp. 69-83

Faff R W, & Lau S, 1997, 'A generalised method of moments test of mean variance efficiency in the Australian stock market', Pacific Accounting Review, vol. 9, no.1, pp. 2-16

Faff R, & Howard P, 1997, 'Bank exposure to interest rate risk: The case of the Australian banking industry.', Applied Economics Letters., vol. 4, no.12, pp. 737-739

McKenzie M D, & Brooks R D, 1997, 'The impact of exchange rate volatility on German-US trade flows', Journal of International Financial Markets, Institutions and Money, vol. 7, no.1, pp. 73-87

McKenzie M, 1997, 'ARCH modelling of Australian bilateral exchange rate data', Applied Financial Economics, vol. 7, no.2, pp. 147-164

Mitchell H, & Brockwell P, 1997, 'Estimation of the coefficients of a multivariate linear filter using the innovations algorithm', Journal of Time Series Analysis, vol. 18, no.2, pp. 157-179

Ragunathan V, & Peker A, 1997, 'Price variability, trading volume and market depth: evidence from the Australian futures market', Applied Financial Economics, vol. 7, no.5, pp. 447-454

Wilson C, 1997, 'Distortion effects and extreme observations in empirical research: An analysis of the incremental information content of cash flows', Accounting and Finance, vol. 37, no.2, pp. 163-180

Journal article, Non refereed (including articles in 'professional' journals)

Brooks R D, & Faff R W, 1997, 'Beta forecasts in Malaysia: A note', Malaysian Management Review, vol. 32, no.2, pp. 48-50

Koken E, & Smith B, 1997, 'Youth allowance', The Taxpayer, vol. 10, pp. 172-175

Stewart M, & Wu C L, 1997, 'The right to host the Olympic Games should be auctioned to the highest bidder', Economic Papers, vol. 16, no.1, pp. 40-45

Working paper series

Alford A, 1997, Numeraire effects in international portfolio investment, series: RMIT Department of Economics and Finance Working Paper, 97-8

Brockwell P, & Mitchell H, 1997, Linear predictions for a class of multivariate stable processes, series: RMIT Department of Statistics and Operations Research, Research Report, 2

Brooks R, Davidson S, & Faff R, 1997, An examination of the effects of major political change on stock market volatility: The South African Experience., series: RMIT Department of Economics and Finance Working Paper, 97-4

Campbell S, 1997, Using simulations in the training of finance students: A tool to enhance team building, communication and the use of information in real time., series: RMIT Department of Economics and Finance Working Paper, 97-5

Dollery B, Stewart M, & Worthington A, 1997, Patterns of Australian state and local government finance 1969/70 to 1994/95., series: RMIT Department of Economics and Finance Working Paper, 97-3

Hallahan T, 1997, Persistence in fund portfolio performance and the information content of portfolio performance history: An examination of rollover funds., series: RMIT Department of Economics and Finance Working Paper, 97-9

McKenzie M, 1997, Forecasting Australian exchange rate volatility: A comparative study of alternate modelling techniques and the impact of power transformations, series: RMIT Department of Economics and Finance Working Paper, 97-10

Mitchell H, 1997, Missing values in vector time series., series: RMIT Department of Economics and Finance Working Paper, 97-6

Ragunathan V, & Mitchell H, 1997, Modelling the time-varying correlations between national stock market returns, series: RMIT Department of Economics and Finance Working Paper, 97-7

Ragunathan V, 1997, The effects of financial deregulation on integration: An Australian perspective., series: RMIT Department of Economics and Finance Working Paper, 97-2

Stewart M, & Wu C L, 1997, The right to host the Olympic Games should be auctioned to the highest bidder., series: RMIT Department of Economics and Finance Working Paper, 97-1

Conference paper

Alford A, 1997, 'Co-movements of the world's equity markets after the 1987 crash.', 'Academy of Business Administration', December, Acapulco

Alford A, 1997, 'Common information in common markets? Variance changes in Europe.', 'Financial Management Association', October, Honolulu

Alford A, 1997, 'Numeraire effects of international portfolio investments', 'Financial Management Association', October, Honolulu

Brooks R, 1997, 'The Sydney Olympic Games announcement and Australian stock market reaction.', 'Accounting Association of Australia and New Zealand.', July, Hobart

Brooks R, 1997, 'Time-varying country risk: An assessment of alternative modelling techniques.', 'Econometric Society Australasian meeting.', July, Melbourne

Campbell S, 1997, 'Using simulations in the training of finance students: A tool to enhance team building, communication and the use of information in real time', 'Western Decision Sciences Institute', March, Hawaii

Davidson S, 1997, 'Aboriginal native title, the Mabo and Wik judgements and Australian stock market non-reaction.', 'Conference of Economists (Economic Society of Australia)', September, Hobart

Davidson S, 1997, 'The structure of banking relationships in South Africa.', 'South African Finance Association', January, Capetown

Di Iorio A, 1997, 'Extra-market exchange rate risk in the Australian banking sector: An international market model perspective.', 'Australasian Finance and Banking.', December, Sydney

Faff R, 1997, 'Bivariate GARCH estimation of beta risk in the Australian banking industry.', 'Australasian Finance and Banking', December, Sydney

Faff R, 1997, 'Time-varying country risk: An assessment of alternative modelling techniques.', 'Northern Finance Association', September, Winnipeg

Faff R, 1997, 'US banking sector risk in an era of regulatory change: A bivariate GARCH approach.', 'Econometric Society Australasian Meeting.', July, Melbourne

Faff R, 1997, 'The impact of regulatory change and size on the interest rate risk of Australian financial sector companies.', 'Asia Pacific Finance Association.', July, Kuala Lumpur

Gangemi M, 1997, 'The Australian current account deficit and its impact on Australian industry risk.', 'Conference of Economists (Economic Society of Australia)', September, Hobart

Hallahan T, 1997, 'Persistence in portfolio performance and the information content of performance history: An examination of rollover funds.', 'Asia Pacific Finance Association', July, Kuala Lumpur

Josev T, 1997, 'What's in a name? Evidence on corporate name changes from the Australian capital market.', 'Accounting Association of Australia and New Zealand.', July, Hobart

Maynes G, 1997, 'Education, human capital accumulation and economic growth: The Singaporean experience.', 'International Australia-Singapore Forum.', December, Sydney

Maynes G, 1997, 'Education, human capital accumulation and economic growth: The Singaporean experience.', 'Conference of Economists (Economic Society of Australia)', September, Hobart

McKenzie M, 1997, 'US banking sector risk in an era of regulatory change: A bivariate GARCH approach.', 'Conference of Economists (Economic Society of Australia)', September, Hobart

McKenzie M, 1997, 'Forecasting Australian exchange rate volatility: A comparative study of alternative modelling techniques and the impact of power transformations.', 'PACAP Finance.', August, Shanghai

McKenzie M, 1997, 'Forecasting Australian exchange rate volatility: A comparative study of alternative modelling techniques.', 'Asia Pacific Finance Assocoation.', July, Kuala Lumpur

Mitchell H, 1997, 'Missing values in vector time series.', 'Econometric Society Australasian Meeting.', July, Melbourne

Ragunathan V, 1997, 'Modelling the time varying correlation between national stock market returns.', 'Australasian Finance and Banking', December, Sydney

Ragunathan V, 1997, 'Modelling the time-varying correlation between national stock market returns.', 'PhD Conference in Economics and Business.', November, Perth

Ragunathan V, 1997, 'Correlations, business cycles and integration.', 'Econometric Society Australasian Meeting', July, Melbourne

Ragunathan V, 1997, 'The impact of financial deregulation on integration: An Australian perspective.', 'Accounting Association of Australia and New Zealand.', July, Hobart

Stewart M, 1997, 'The politics of Australian state and local government spending and taxing policies.', 'Conference of Economists (Economic Society of Australia)', September, Hobart

Sy M, 1997, 'Pricing warrant in thin markets: Jump diffusion vs modified Black-Scholes in the Kuala Lumpur stock exchange.', 'Asia Pacific Finance Association', July, Kuala Lumpur

Seminar

Brooks R, 1997, 'Announcements and revisions of Australian macroeconomic data and their news content for Australian financial markets.', July, JB Were, Sydney

Brooks R, 1997, 'Announcements and revisions of Australian macroeconomic data and their news content for Australian financial markets.', July, J.B. Were, Melbourne

Campbell S, 1997, 'Developing technology for a university dealing room.', April, Bentley College, USA

Campbell S, 1997, 'Using multimedia for a university dealing room', April, Reading University

Faff R, 1997, 'An examination of the relationship between Australian industry equity returns and expected inflation.', October, AGSM, University of New South Wales

Faff R, 1997, 'Time varying country risk: An assessment of alternative modelling techniques.', October, Department of Accounting and Finance, University of Newcastle

Faff R, 1997, 'The extra-market sensitivity of country equity returns to a gold price factor.', May, Department of Accounting and Finance, Macquarie University

Faff R, 1997, 'An examination of the extra-market sensitivity of Australian industry returns to an oil price factor.', April, Department of Commerce, Australian National University.

Faff R, 1997, 'Beta and return - Implications of Australia's dividend imputation system.', March, Department of Commerce, University of Queensland

McKenzie M, 1997, 'Forecasting Australian exchange rate volatility: A comparative study of alternative modelling techniques and the impact of power transformations.', October, Department of Commerce, Australian National University

Stewart M, 1997, 'The politics of Australian government spending, taxing, financing and inter-governmental grants.', October, Department of Economics, University of Melbourne.

Doctorate

Avsar G, 1997, Hedging, Speculation and Volatility, PhD, (InProgress), RMIT

Bhurivatana K, 1997, An equity options market for Thailand, PHD, (Passed), RMIT

Chan D, 1997, The Role of Information in Stock Pricing in the Hong Kong Stock Market, PHD, (Submitted), RMIT

Cowling B, 1997, The Averch-Johnson effect: The Australian experience, PHD, (InProgress), RMIT

Davidson S, 1997, South African corporate structures in an agency theory framework., PHD, (InProgress), RMIT

Gionea J, 1997, Trends and Prospects in the Global Grain Sector: The Opportunities for Australia's Grain Industries., PhD, (InProgress), RMIT

Lai E, 1997, What Models Can be Used to Measure Risk in the Context of Investing in Emerging Markets., PhD, (InProgress), RMIT

Lin D, 1997, Risk-return evaluation and capital budgeting structure in China and the implications for investment decisions., PHD, (InProgress), RMIT

McKenzie M, 1997, Australian exchange rate volatility: Modeling, forecasting and assessing the impact on trade flows., PHD, (Passed), RMIT

Peker A, 1997, Identifying and estimating the sources of portfolio risk, PHD, (InProgress), RMIT

Ragunathan V, 1997, Is the Australian capital market integrated in the world capital market?, PHD, (InProgress), RMIT

Usman I, 1997, Testing the Performance of Technical Trading Strategies on Asia Pacific Share Markets: Some Empirical Evidence and Comparative Analysis., PhD, (InProgress), RMIT

Wilson C, 1997, Do small firms listed on the Australian Stock Exchange outperform large firms?, PHD, (InProgress), RMIT

Masters by Research Thesis

Carter S, 1997, The current account and protectionism., MBus, (InProgress), RMIT

Di Iorio A, 1997, The Foreign Exchange Sensitivity of Pacific Basin Stock Returns., MBus, (InProgress), RMIT

Fuller P, 1997, Determinants of Attendance Patterns at Australian Rules Football Matches., MBus, (InProgress), RMIT

Gangemi M, 1997, Modelling Australia's country risk: A country beta approach., MBus, (InProgress), RMIT

Loveday P, 1997, Personal Financial Statement Analysis - The Use of Ratios and Benchmarks in Personal Financial Planning., MBus, (InProgress), RMIT

Maynes G, 1997, Education, human capital accumulation and economic growth, MBus, (InProgress), RMIT

McKeown W, 1997, An Investigation into Superannuation Fund Performance., MBus, (InProgress), RMIT

Meitsari P, 1997, Earnings Behaviour After Dividend Reduction and Motivations for These Dividend Reductions., MBus, (InProgress), RMIT

Piriyapant G, 1997, An Analysis of the Thai Mutual Funds Industry., MBus, (InProgress), RMIT

Vasilevski S, 1997, Global Portfolio Diversification: An Australian Perspective, MBus, (InProgress), RMIT

Information Management

Book, Authored - other

Ponting J, & Kendall J, 1997, Passport to the Internet in the Australian Classroom, Hodder Education, Sydney, 1 st edn, 271 p., ISBN: 0-7336-0684-9

Book chapter

Martin W, 1997, The New Research Frontiers of Communications Policy, Lamberton D (ed.), North-Holland, Elsevier, pp. 259-269, ISBN: 0-444-82251-8

Journal article in scholarly refereed journal

Johanson G, 1997, 'Information, knowledge and research', Journal of Information Science, vol. 23, no.2, pp. 103-109

Journal article, Non refereed (including articles in 'professional' journals)

Martin W, 1997, 'The Future of Librarianship', LASSIE, vol. 28, no.1, March, Jones D (ed.), State Library of New South Wales, Sydney, pp. 5-12

Smith B, Davidson J, & Schwirtlich A, 1997, 'The Australian Society of Archivists' 1996 Membership Survey', Archives and Manuscripts, vol. 25, no.2, November, McKemmish S (ed.), Australian Society of Archivists, Inc, O'Connor, ACT, pp. 304-327

Smith B, 1997, 'Australian Business Archives Scene', Janus - Archival Review, vol. 1997, no.1, van Albada J (ed.), International Council on Archives, France, pp. 68-69

Smith B, 1997, 'Marketing Business Archives', Janus - Archival Review, vol. 1997, no.1, van Albada J (ed.), International Council on Archives, France, pp. 70-72

Conference publication, Full written paper - non refereed proceedings

Martin W, 1997, 'Setting the Stage Defining Knowledge Management', Knowledge Management, ICM Marketing, Sydney, pp. 1-16

Martin W, 1997, 'The Fourth Resource: Leveraging knowledge for corporate performance', IIM 97 Asia/Pacific Information Management Conference, The Institute of information Management, Sydney, pp. 219-232

Smith B, 1997, 'Lost Memory: the Paper Drives of World War II', Coming Together: Papers from the Seventh Australian Library History Forum, Royal Melbourne Institute of Technology, 12 October 1996, McMullin B (ed.), Ancora Press, Melbourne, pp. 61-68

Smith B, 1997, 'Archive Collections in the Museum Environment', Archives at the Centre, Proceedings of the Australian Society of Archivists Conference, Alice Springs, 24-25 May 1996, Australian Society of Archivists, Inc, O'Connor, ACT, pp. 114-119

Working paper series

Chishti A, Martin W, & Jacoby J, 1997, Information Technology Enabled Organisational Change: A Survey of Australian Practices, series: RMIT Business Working Paper Series, WP 97/5 (November 1997)

Martin W, & Chishti A, 1997, Content and Context in Information Management: The Experience of Two Melbourne-Based Organisations, series: RMIT Business Working Paper Series, WP 97/4 (November 1997)

Conference paper

Kerrisk J, 1997, 'RMIT Approach to Education for Electronic Document Management', 'Electronic Document Management', July, Rydges Riverwalk, Melbourne

Martin W, 1997, 'Knowledge as a Corporate Resource', 'Launch of Wizard Computing Pty'

Seminar

Martin W, 1997, 'Managing Knowledge for Corporate Survival', 'National Management Education Centre Seminar', December, Melbourne

Martin W, 1997, 'Current and Future Needs in Education for Information', 'Victorian Special Libraries Group Seminar', December, Melbourne

Research topics

Kerrisk J, 1997, The application of conceptual structures to the problem of searching text retrieval systems, (Continuing), The research investigates the way in which conceptual structures, e.g. traditional thesauri, can be used automatically to improve the accuracy of the query process in text retrieval. The link between the current text retrieval models and the conceptual structures is being investiagted, and experiments are being carried out on the INSPEC thesaurus and data base.

Martin W, & Christi M, 1997, Information management in two Melbourne-based organisations, (Continuing), The researchers investigated information management practices of a leading management consultancy and a large manufacturer. Some attention was paid to technology platforms, but the focus was on information and what, if anything, both firms did to manage it. Clear differences emerged in the outcomes obtained by the two firms. Detailed recommendations were presented and one firm at least is acting upon them. Findings have fed into ongoing research on leveraging organisational knowledge.

Martin W, 1997, Leveraging organisational knowledge, (Continuing), This research involves identification of intellectual capital within a leading management consultancy organisation by mapping and modelling information and knowledge processes and exploiting these as a key corporate resource in order to add value for both the company and its clients. These outcomes are closely linked to the process of organisational learning. The research is currently investigating linkages between individual learning, knowledge and change within the company.