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The changing face of Australian financial planning : the role of relationships : a case study

Sutton-Brady, Catherine; Blissenden, Michael; IMP … - University of Western Sydney; University of Western Sydney; … - 2002

an introduction to the establishment of the financial planning industry in Australia. In particular it focuses on the way …

Persistent link: https://www.econbiz.de/10009482258

Agreement and accuracy in consensus forecasts of the UK commercial property market

McAllister, Patrick; Newell, Graeme; Matysiak, George A. - University of Reading; University of Western Sydney; … - 2008

Property forecasts are an integral part of the property investment process at the strategic, tactical and individual asset levels. This study investigates the nature, extent and patterns of disagreement and uncertainty in the forecasts of UK property investors and their advisors. In this paper,...

Persistent link: https://www.econbiz.de/10009481923

Economic capital, loan pricing and 'ratings arbitrage'

Sundmacher, Maike; Ellis, Craig - University of Western Sydney; University of Western Sydney; … - 2008

The role of economic capital has grown significantly in recent years. Although not a regulatory requirement, an increasing number of financial institutions use economic capital for such purposes as measuring and managing the performance of people, products, risk exposures, and to manage and...

Persistent link: https://www.econbiz.de/10009482154

Intergrating governance and risk-preference in banking insitutions

Ford, Guy; Sundmacher, Maike; Daly, Kevin James; … - Macquarie University; University of Western Sydney; … - 2005

All banks must hold capital equal to the minimum regulatory requirement. However, in many cases the level of regulatory capital diverges from the actual (economic) capital held by banks. A bank's actual capital is typically linked to a target credit rating, which is in turn determined by the...

Persistent link: https://www.econbiz.de/10009482211

An empirical investigation into the trading relationships between Asian stock markets and selected advanced equity markets

Vo, Xuan Vinh; Daly, Kevin James; Emerging Financial … - University of Western Sydney; University of Western Sydney; … - 2004

, Taiwan, Indonesia, Malaysia, Philippines, Singapore, Thailand, and the advanced stock markets of Australia, Germany and the … United States. Using data from 1994 to 2003 the paper employs both correlation, causality and co-integration analysis to … benefits to a foreign investor from the US or Australia investing in Asian equity markets changed since the Asian financial …

Persistent link: https://www.econbiz.de/10009482240

The information content of cross-sectional volatility for future market volatility : evidence from Australian equity returns

Rahman, Md. Arifur; Daly, Kevin James; Valentine, T. J.; … - University of Western Sydney; University of Western Sydney; … - 2005

incremental information about the future market-level volatility in Australia. We analyze daily equity returns data from 2 January …

Persistent link: https://www.econbiz.de/10009482038

A theoretical and empirical study of stock market development, economic reform and economic growth : a case study of Arab countries

Abu-Sharia, Rateb Moh'd Ahmad - University of Western Sydney; College of Law and Business; … - 2005

The relationship between stock market development and economic growth has been an important issue of debate. A well functioning stock market can affect economic growth through the channelling of more saving to investment and the improvement of capital productivity with efficient allocation of...

Persistent link: https://www.econbiz.de/10009482069

The empirical relationship between intraday volatility and trading volume : evidence from Chinese Stocks

Tian, Gary G.; Guo, Mingyuan; Daly, Kevin James; … - University of Western Sydney; University of Western Sydney; … - 2005

This paper investigates the empirical relationship between intraday volatility and trading volume. Our primary data set consists of 5-minute returns and trading volumes for the period between January 1, 2000 and December 31, 2002, for a subset of thirty-nine stocks from the Shanghai Stock...

Persistent link: https://www.econbiz.de/10009482105

Behaviors of liquidity patterns in a limit order-driven market, an evidence from Chinese stock markets

Guo, Mingyuan; Tian, Gary G.; Australian Conference of … - University of Western Sydney; University of Western Sydney; … - 2005

This Paper examines the intraday behaviors of bid/ask spreads, depths and their determinants on an order-driven market in the Shanghai Stock Exchange. Our analysis shows that the intraday 5-minute bid/ask spreads display an L-shaped pattern and the depths exhibit an inverted L-shaped pattern....

Persistent link: https://www.econbiz.de/10009482106

Interday and intraday volatility : evidence from the Shanghai Stock Exchange

Tian, Gary G.; Guo, Mingyuan - University of Western Sydney; University of Western Sydney; … - 2006

After examining both the interday and intraday return volatility of the Shanghai Composite Stock Index, it was found that the open-to-open return variance is consistently greater than the close-to-close variance. The volatility of interday returns and variance ratio tests with five-minute...

Persistent link: https://www.econbiz.de/10009482208

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