How do company announcements affect trading frequency in stocks? This project addresses the question of how financial markets respond to news by investigating how company announcements affect trading patterns in Australian banking stocks. Analysis will be based on new extensions to autoregressive conditional hazard (ACH) models, with research focussing on how to incorporate announcement variables into an ACH framework and how to modify standard ACH analysis to account for simultaneous transactio ....How do company announcements affect trading frequency in stocks? This project addresses the question of how financial markets respond to news by investigating how company announcements affect trading patterns in Australian banking stocks. Analysis will be based on new extensions to autoregressive conditional hazard (ACH) models, with research focussing on how to incorporate announcement variables into an ACH framework and how to modify standard ACH analysis to account for simultaneous transactions, market frictions and spillover effects. The results of this research will assist government and companies in choosing announcement times, aid traders in portfolio adjustment and will lead to a better understanding of the microstructure of Australian stock markets.Read moreRead less
The fundamental importance of foreign direct investment to Australia in the 21st century: Reforming treaty and dispute resolution practice. This project will evaluate the economic and legal risks associated with the Australian Government’s current policy on investor-state dispute settlement through multidisciplinary research, namely econometric modeling, empirical research through stakeholder surveys and interviews, as well as critical analysis of case law, treaties and regulatory approaches. Th ....The fundamental importance of foreign direct investment to Australia in the 21st century: Reforming treaty and dispute resolution practice. This project will evaluate the economic and legal risks associated with the Australian Government’s current policy on investor-state dispute settlement through multidisciplinary research, namely econometric modeling, empirical research through stakeholder surveys and interviews, as well as critical analysis of case law, treaties and regulatory approaches. The aim of this project is to identify optimal methods of investor-state dispute prevention, avoidance and resolution that efficiently cater to inbound and outbound investors as well as Australia as a whole. The goal is to promote a positive climate for investment inflows and outflows, while maintaining Australia's ability to take sovereign decisions on matters of public policy.Read moreRead less
Inference in partially non-stationary time series models. Economic theories typically specify the long-run relationship between economic variables. However, researchers usually examine the long-run features of the data by fitting a restrictive class of models using criteria that have only proven useful for short-term forecasting. In this project we consider alternative models and modelling strategies that are appropriate for the study of the long-run. We also develop computer intensive (bootstra ....Inference in partially non-stationary time series models. Economic theories typically specify the long-run relationship between economic variables. However, researchers usually examine the long-run features of the data by fitting a restrictive class of models using criteria that have only proven useful for short-term forecasting. In this project we consider alternative models and modelling strategies that are appropriate for the study of the long-run. We also develop computer intensive (bootstrap) methods, which will provide a much-needed improvement over the existing (asymptotic) methods for making inference about the long-run. Our research will lead to more reliable models for long-term planning in business, industry and government.Read moreRead less
Vector ARMA Models and Macroeconomic Modelling: Some New Methodology and Algorithms. Economic variables are strongly related to each other, as well as being strongly related to their recent history. As a result, good dynamic multivariate models are crucial for effective policy making and forecasting in areas of vital national importance such as monetary and fiscal policy, environmental policy and tourism. Our project advances the frontiers of knowledge in multivariate time series modelling. The ....Vector ARMA Models and Macroeconomic Modelling: Some New Methodology and Algorithms. Economic variables are strongly related to each other, as well as being strongly related to their recent history. As a result, good dynamic multivariate models are crucial for effective policy making and forecasting in areas of vital national importance such as monetary and fiscal policy, environmental policy and tourism. Our project advances the frontiers of knowledge in multivariate time series modelling. The outcome of this project will be immediately useful for macroeconomic policy makers such as the Reserve Bank of Australia and the Treasury, and for industry bodies such as Tourism Australia. Read moreRead less
ARC Research Network for Advanced Materials. Materials science/engineering is decidedly interdisciplinary, covering all science and impacting on all manufacturing industry. This network will promote interactions that do not usually occur between materials researchers and students across Australia and internationally from diverse disciplines. The scope is broadly based on advanced materials production, processing and properties but focused in four areas, involving: i) innovative structural/functi ....ARC Research Network for Advanced Materials. Materials science/engineering is decidedly interdisciplinary, covering all science and impacting on all manufacturing industry. This network will promote interactions that do not usually occur between materials researchers and students across Australia and internationally from diverse disciplines. The scope is broadly based on advanced materials production, processing and properties but focused in four areas, involving: i) innovative structural/functional materials, ii) high-tech IT/communications/sensing materials, iii) materials solutions for manufacturing, iv) materials for a sustainable Australia, and v) emerging materials technologies. Key programs will promote interdisciplinary workshops and early career researcher interactions.Read moreRead less
Special Research Initiatives - Grant ID: SR0354512
Funder
Australian Research Council
Funding Amount
$30,000.00
Summary
Network Asia: Maximizing Australia's National Capacity in Inter-Disciplinary Research on Asia. Australia has an international reputation for innovative and high impact research into the states, societies, and economies of Asia.
The Initiative will survey the volume, range, impact, and international status of Asian area research in Australia, identify themes with high potential for achieving significant outcomes through transnational research and research-training, and develop a strategy for m ....Network Asia: Maximizing Australia's National Capacity in Inter-Disciplinary Research on Asia. Australia has an international reputation for innovative and high impact research into the states, societies, and economies of Asia.
The Initiative will survey the volume, range, impact, and international status of Asian area research in Australia, identify themes with high potential for achieving significant outcomes through transnational research and research-training, and develop a strategy for maximizing national research capacity in targeted areas through a national inter-disciplinary network for Asia-area research - Network Asia.
Outcomes include a published report on the state of the field and a strategic plan for a viable and sustainable research network.
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Special Research Initiatives - Grant ID: SR0354605
Funder
Australian Research Council
Funding Amount
$10,000.00
Summary
The Earth System Dynamics Network for a Sustainable Australia. Earth comprises systems of enormous complexity that sustain all life and control the distribution of mineral, energy and water resources. Thus understanding these dynamic systems provides the key to sustainable resource usage. The aim of The Earth System Dynamics Network is to facilitate scientific interactions through establishment of an earth and environmental sciences grid that links national and regional data assets with high per ....The Earth System Dynamics Network for a Sustainable Australia. Earth comprises systems of enormous complexity that sustain all life and control the distribution of mineral, energy and water resources. Thus understanding these dynamic systems provides the key to sustainable resource usage. The aim of The Earth System Dynamics Network is to facilitate scientific interactions through establishment of an earth and environmental sciences grid that links national and regional data assets with high performance computing through open sourced middleware. The result will be an unparalleled predictive capacity for complex Earth systems. The outcome will be confidence in the knowledge that underpins our decisions as stakeholders to keep Australia sustainable.Read moreRead less
Airborne ultrafine particles in Australian cities. There is an acute deficiency of knowledge in Australia on urban airborne ultrafine particles, originating from transport and other anthropogenic sources, which pose significant health and environmental risks. The aim of this project is to address this deficiency by an extensive multi-city, cross-disciplinary study using state of the art instrumentation and data analytic techniques. The outcome will be an in depth, quantitative insight into the c ....Airborne ultrafine particles in Australian cities. There is an acute deficiency of knowledge in Australia on urban airborne ultrafine particles, originating from transport and other anthropogenic sources, which pose significant health and environmental risks. The aim of this project is to address this deficiency by an extensive multi-city, cross-disciplinary study using state of the art instrumentation and data analytic techniques. The outcome will be an in depth, quantitative insight into the characteristics of the particles, their sources and spatial and temporal variation across different urban areas and time scales. Further, the impacts of changing fuels, vehicle technologies, and climate on future trends of the particles will be elucidated.Read moreRead less
Industrial Transformation Research Hubs - Grant ID: IH150100003
Funder
Australian Research Council
Funding Amount
$2,611,346.00
Summary
ARC Research Hub for Graphene Enabled Industry Transformation. ARC Research Hub for Graphene Enabled Industry Transformation. This research hub aims to provide the advanced materials industry with innovative solutions to tackle critical and complex challenges of national significance. The hub intends to leverage substantial existing and new investments to overcome fundamental scientific barriers and develop fit-for-purpose graphene products with and for its partners. Advanced materials, particul ....ARC Research Hub for Graphene Enabled Industry Transformation. ARC Research Hub for Graphene Enabled Industry Transformation. This research hub aims to provide the advanced materials industry with innovative solutions to tackle critical and complex challenges of national significance. The hub intends to leverage substantial existing and new investments to overcome fundamental scientific barriers and develop fit-for-purpose graphene products with and for its partners. Advanced materials, particularly graphene, are now considered promising for maintaining competitive advantages for industrial transformational progress; and advanced industries to drive prosperity where innovation underpins business to thrive globally. The anticipated impacts are long-term economic prosperity and growth.Read moreRead less