Toan Pham

Research Interests

• Corporate finance: capital structure decisions and dividend decisions
• Term structure of interest rates
• Derivative securities
• International corporate leverage
• Dividend policy, mergers and acquisitions
• Foreign exchange risk
• Vietnamese banking and financial system

Publications

• Pham, T. M., 2003, Exchange Rate Volatility and Its Impact on Deviation from Covered Interest Rate Parity, Japan and the World Economy, forthcoming. With R. Bhar and S.J. Kim.
• Pham, T. M., 2001, Modelling the Currency Forward Risk Premium: A New Perspective, Asia-Pacific Financial Markets, 8, 341-360, 2001. With R. Bhar and C. Chiarella.
• Pham, T. M., 2000, What determines the demand for foreign real estate?, Journal of Multinational Financial Management,10, 1, 63-72, 2000. With F. Mishirian.
• Pham, T. M., 1999, Cost of capital and Australia's banking investment abroad, Applied Financial Economics, with F. Moshirian, Vol. 9, No. 9, pp. 51-65.
• Pham, T. M., 1999, What determines the demand for foreign real estate?, Journal of Multinational Financial Management, with F. Moshirian, forthcoming.
• Pham, T. M., 1998, Estimation of the term structure of interest rates: An international perspective, Journal of Multinational Financial Management, 8, 265-283.
• Pham, T. M., 1995, Estimating the term structure of volatility in futures yield - A Maximum likelihood approach: A commentary, Research Symposium, Review of Futures Markets, Chicago Board of Trade, March, 149-152.
• Pham, T. M., 1993, A Test of Modigliani-Miller Theory of Capital Structure: The Value Invariance Proposition with Australian Evidence, International Journal of Finance, with P. Chan, Vol.6, No.1, Autumn, pp.583-595,
• Pham, T. M., 1992, The Market for Options on Ten Year Bond Futures in Australia: Some Empirical Evidence Using the Black Model, Review of Futures Markets, with M. Harrison and A.B. Sim, Vol. 11, No. 3, pp. 369-410.
• Pham, T. M., 1992, Determinants of Corporate Capital Structure: Australian Evidence, in G.S. Rhee and R. P. Chan, Pacific Basin Capital Markets Research, with C.Chiarella, A.B. Sim, and M.M.L.Tan, Vol. III, North Holland, Amsterdam, pp. 139-158.
• Pham, T. M., 1992, The Interaction of the Financing and Investment Decisions: Preliminary Results in the Australian Context, Asia-Pacific Journal of Management, with C.Chiarella, A.B. Sim, and M.M.L. Tan Vol. 9, No. 2, pp.202-229.
• Pham, T. M., 1991, The Performance of a Stock Index Futures-Based Portfolio Insurance Scheme, Review of Futures Markets, with S. Loria, and A.B. Sim, Vol. 10, No.3, pp.439-457.
• Pham, T. M., 1990, An Empirical Test of the Brennan-Schwartz Bond Pricing Model in the Australian Context, Asia-Pacific Journal of Management, with C. Chiarella, and D. Mackenzie, Vol.7, No 2, pp.1-24.
• Pham, T. M., 1990, Models of Inflation Forecasts: Some Australian Evidence, Australian Journal of Management, with K. Chan, June, pp.89-105,
• Pham, T. M., 1990, The Predictiveness of Bankruptcy Models: Methodological Problems and Evidence, Australian Journal of Management, with J.W. Pacey, December, pp.315-337,.
• Pham, T. M., 1989, Some Estimates of Direct and Indirect Costs of Bankruptcy in Australia: 1973-1983, Australian Journal of Management, with D. Chow, June, pp.75-95.

Commissioned Study

• Pham, T. M., 1991, Availability of Capital, Australian Industry Commission, with R.Bowden and A.B. Sim, Australian Government Publishing Service, Canberra, ACT.

Research & Teaching Grants

• LARGE ARC GRANTS

• SMALL ARC GRANTS

• SGR GRANTS (1989-1994, 1998): Grants of various amounts
  
• TEACHING QUALITY ASSURANCE GRANTS

Administrative Responsibilities

• Associate Head of School, Banking Program Co-ordinator
• F aculty Timetable Committee
• Interfaculty Timetables and Accommodation Committee
• Database Development and Management
• WWWeb Teaching Resource Co-ordinator

Other Information