Relevant bibliographies by topics / Australian Stock Exchange

Academic literature on the topic 'Australian Stock Exchange'

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Published: 4 June 2021
Last updated: 27 July 2024

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Journal articles on the topic "Australian Stock Exchange"

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Nyasha, Sheilla, and Nicholas M. Odhiambo. "The Australian stock market development: Prospects and challenges." Risk Governance and Control: Financial Markets and Institutions 3, no. 2 (2013): 39–48. http://dx.doi.org/10.22495/rgcv3i2art3.

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This paper highlights the origin and development of the Australian stock market. The country has three major stock exchanges, namely: the Australian Securities Exchange Group, the National Stock Exchange of Australia, and the Asia-Pacific Stock Exchange. These stock exchanges were born out of a string of stock exchanges that merged over time. Stock-market reforms have been implemented since the period of deregulation, during the 1980s; and the Exchanges responded largely positively to these reforms. As a result of the reforms, the Australian stock market has developed in terms of the number of listed companies, the market capitalisation, the total value of stocks traded, and the turnover ratio. Although the stock market in Australia has developed remarkably over the years, and was spared by the global financial crisis of the late 2000s, it still faces some challenges. These include the increased economic uncertainty overseas, the downtrend in global financial markets, and the restrained consumer confidence in Australia.
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Lisa Kustina, Samsul Anwar, and Imas Mawar. "PENGARUH BURSA SAHAM GLOBAL TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA." Jurnal Investasi 4, no. 1 (April 9, 2018): 1–10. http://dx.doi.org/10.31943/investasi.v4i1.32.

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Tujuan Penelitian ini adalah untuk mengetahui pengaruh bursa saham global terhadap indeks harga saham gabungan di Bursa Efek Indonesia. Bursa saham global yang digunakan dalam penelitian ini adalah Dow Jones Index (DJI), Korea Stock Price Composite Index (KOSPI), Tokyo Stock Exchange (Nikkei heikin kabuki / Nikkei 225), dan Australian Securities Exchange (ASX). Sampel yang diteliti dalam penelitian ini adalah periode 2015 hingga 2017. Penelitian ini menggunakan regresi linear berganda untuk mengolah data penelitian. Hasil Penelitian ini menunjukkan bahwa Dow Jones Index (DJI), Korea Stock Price Composite Index (KOSPI), Tokyo Stock Exchange (Nikkei heikin kabuki / Nikkei 225), dan Australian Securities Exchange (ASX) secara parsial berpengaruh terhadap Indek Harga Saham Gabungan diIndonesia. Dow Jones Index (DJI), Korea Stock Price Composite Index (KOSPI), dan Australian Securities Exchange (ASX) berpengaruh signifikan pada tingkat signifikansi 0.000 sedangkan Tokyo Stock Exchange (Nikkei 225) pada tingkat signifikansi 0.001. The purpose of this study was to determine the effect of global stock exchanges on the composite stock price index on the Indonesia Stock Exchange. The global stock exchanges used in this study are the Dow Jones Index (DJI), the Korea Stock Price Composite Index (KOSPI), the Tokyo Stock Exchange (Nikkei Heikin Kabuki / Nikkei 225), and the Australian Securities Exchange (ASX). The sample examined in this study is the period 2015 to 2017. This study uses multiple linear regression to process research data. The results of this study indicate that the Dow Jones Index (DJI), the Korea Stock Price Composite Index (KOSPI), the Tokyo Stock Exchange (Nikkei Heikin Kabuki / Nikkei 225), and the Australian Securities Exchange (ASX) partially affect the Composite Stock Price Index in Indonesia. The Dow Jones Index (DJI), the Korea Stock Price Composite Index (KOSPI), and the Australian Securities Exchange (ASX) have a significant effect on the significance level of 0,000 while the Tokyo Stock Exchange (Nikkei 225) is at a significance level of 0.001.
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Ejaz, Abdullah, and Petr Polak. "Australian Stock Exchange and sub-variants of price momentum strategies." Investment Management and Financial Innovations 15, no. 1 (March 6, 2018): 224–35. http://dx.doi.org/10.21511/imfi.15(1).2018.19.

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The aim of this study is to examine the sub-variants of price momentum strategies. The paper recommends which sub-variants post above average returns for Australian Stock Exchange. It also analyzes the return behavior of short-term momentum effect among sub-variants of price momentum strategies. It has been found that monthly price momentum strategies result in above average abnormal returns, whereas weekly price momentum strategies should be used in combination with monthly price momentum strategies. Trading volume-based momentum investment strategies should not be used at all.
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Liu, Ruoxin. "Analysis of the Australian Stock Market: Organization, Players, Challenges, and Opportunities." Advances in Economics, Management and Political Sciences 15, no. 1 (September 13, 2023): 145–54. http://dx.doi.org/10.54254/2754-1169/15/20230899.

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The Australian stock market is discussed in this report because of its importance as a financial hub. In Australia, the primary market operator is the Australian Securities Exchange Ltd (ASX), which is increasingly utilizing technology to develop novel approaches to maximizing shareholder value. Several aspects of the Australian stock market and its participants are discussed using the existing literature as a basis for this paper. The report provides context for ASX's technology deployment. Secondly, it draws attention to the ASX's significant participants. The article's third section discusses the opportunities and threats that participants in the Australian stock market face. Problems have arisen in the regulation and operations of the Australian stock market due to recent changes, such as the transfer of regulatory authority to ASIC, the introduction of new rules regarding the disclosure of information regarding securities lending and short sales, and the introduction of novel market integrity rules. Investing in Australia's financial markets makes sense for several reasons, including the country's rapidly growing domestic market, sophisticated corporate infrastructure, pension-friendly government, and highly educated, multilingual workforce.
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Azizan, Noor Azlinna, and Sazali Zainal Abidin. "Behavior Among Stock Price, Financial Performance, and Financial Distress Evidence from the Australian and New Zealand Stock Exchanges." Revista de Gestão Social e Ambiental 18, no. 6 (April 2, 2024): e05549. http://dx.doi.org/10.24857/rgsa.v18n6-077.

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Objective: The main objective of this study is to investigate the behavior among stock price, financial performance, and financial distress in Australian and New Zealand Stock Exchanges. Similar studies have been done on United States and European markets, but none on Australian and New Zealand Stock Exchanges. Our finding suggested that PE Ratio is not a reliable measure of financial performance in Australian and New Zealand Stock Exchanges. Method: Altman’s Z-score is applied to reflect the financial distress of the large listed firms in Australian Stock Exchange and New Zealand Stock Exchange while expected return on total investment minus the market premium, which is associated with the overall risk of a firm, is used as a proxy to stock price performance. In addition, this study also investigates the various effects on profitability, financial leverage, liquidity, growth, and size factors on stock performance. Results: Regression models are applied to investigate the stock performance upon independent variables’ effects. Results of the study show that all selected variables are reliable to use to measure performance, except P/E ratio. Moreover, Z-score, current ratio, P/E ratio, and ROE generally have significant positive relationship with stock price performance, while total assets, in general, have significant negative relationship with stock price performance. Conclusion: This paper has a potential to contribute in knowledge of stock price and financial performance. It also examines financial distress of the market. The objective of the study is to examine the dynamics of stock prices using market value ratios and financial performance using financial ratios under financial distress of selective countries particularly. Using the empirical data from listed companies from the stock exchanges, this study determines the stock performance in a unique way with the combination of market value ratios and financial ratios.
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Aitken, Michael, Philip Brown, Christine Buckland, H. Y. Izan, and Terry Walter. "Price clustering on the Australian Stock Exchange." Pacific-Basin Finance Journal 4, no. 2-3 (July 1996): 297–314. http://dx.doi.org/10.1016/0927-538x(96)00016-9.

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Otchere, Isaac, and Khaled Abou-Zied. "Stock exchange demutualization, self-listing and performance: The case of the Australian Stock Exchange." Journal of Banking & Finance 32, no. 4 (April 2008): 512–25. http://dx.doi.org/10.1016/j.jbankfin.2007.07.011.

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Iorio, Amalia Di, and Robert Faff. "The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns." Multinational Finance Journal 5, no. 1 (March 1, 2001): 1–33. http://dx.doi.org/10.17578/5-1-1.

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GUNNER, SUSAN M., LOUISE BROOKS, and ROBIN G. STORER. "ASYMMETRY OF RETURNS IN THE AUSTRALIAN STOCK MARKET." International Journal of Modern Physics C 17, no. 01 (January 2006): 147–53. http://dx.doi.org/10.1142/s0129183106008960.

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We use econophysics techniques to investigate the characteristics of the distribution of returns from the All Ordinaries Index and from optimal portfolios constructed from individual stocks on the Australian Stock Exchange. We find in general that the tails of the distributions are asymmetric and that the negative tail favours a power-law behaviour while the positive tail is more Gaussian.
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Bertram, William K. "An empirical investigation of Australian Stock Exchange data." Physica A: Statistical Mechanics and its Applications 341 (October 2004): 533–46. http://dx.doi.org/10.1016/j.physa.2004.04.132.

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Dissertations / Theses on the topic "Australian Stock Exchange"

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Winn, Roland. "Trading halts and the quality of exchange traded markets." Thesis, The University of Sydney, 2000. https://hdl.handle.net/2123/27742.

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This thesis investigates the effects of intraday halts in trading on the market quality of the Australian Stock Exchange and the Sydney Futures Exchange. This is the first such examination of halts on the Australian marketplace. This thesis contributes to earlier research in two ways. Firstly, more refined measurement of different characteristics of halts is undertaken in order to better control for factors which have confounded prior research. Secondly, the thesis examines changes in halt practices in Australia. Analysis of these changes provides a more direct and natural examination of halts. Earlier studies have used various proxies to estimate what normal trading behaviour would be if halts were removed. The evidence presented here indicates that trading around halts is characterised by excess volatility and increased bid—ask spreads, both of which are indicative of greater uncertainty. It is concluded that halts are detrimental to the quality of a market due to a loss of price discovery. This conclusion is robust to the presence of information, whether halts are anticipated, the trading environment, and the use of particular reopening mechanisms.
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Hovey, Delia. "Idiosyncratic Risk and Corporate Governance: An Empirical Analysis of Australian Listed Firms." Thesis, Griffith University, 2015. http://hdl.handle.net/10072/366089.

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The primary focus of this study is on the relationship between idiosyncratic risk and corporate governance, and the first research question is based on this. A secondary focus of the study is on the relationship between firm performance and corporate governance, and the second research question is based on this. Then, a potential corporate governance-to-idiosyncratic volatility-to-firm performance link is considered. In this study, corporate governance is approached in the context of internal governance controls, based on board structure and composition, and also ownership and ownership structure. These are essential elements of corporate governance, and relevant for studies pertaining to a market with internal-governance-control characteristics, such as the Australian market.
Thesis (PhD Doctorate)
Doctor of Philosophy (PhD)
Griffith Business School
Griffith Business School
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Chen, Gary. "Behavioural heterogeneity in ASX 200 a dissertation submitted to Auckland University of Technology in fulfilment of the requirements for the degree of Master of Business (MBus), 2009 /." Click here to access this resource online, 2009. http://hdl.handle.net/10292/758.

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Coffey, Josephine Margaret. "Continuous Disclosure for Australian Listed Companies." Thesis, The University of Sydney, 2002. http://hdl.handle.net/2123/510.

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ABSTRACT This thesis investigates the legal and theoretical basis of continuous disclosure regulation in Australia as it applies to listed companies. An empirical study is undertaken to further investigate the operation of the legislation. As part of the Enhanced Disclosure regime, the continuous disclosure provision was effective from 5 September 1994 as s1001A of the Corporations Law, now the Corporations Act 2001 (Cth). This statutory provision is replaced by s674, inserted by Schedule 2 to the Financial Services Reform Act 2001 (Cth), and effective from 11 March 2002. The provision reinforces Australian Stock Exchange (ASX) listing rule 3.1. The rule requires a listed disclosing entity to notify ASX immediately of information that would be expected to have a �material effect� on the share price of the company. However, the disclosure requirement is weakened by a number of specific exemptions or �carve-outs� to listing rule 3.1. If a reasonable person would not expect the information to be disclosed, and if the confidentiality of the information is maintained, then disclosure is not mandatory in special circumstances. This study analyses 427 query notices, issued by ASX to listed companies from July 1995 to April 1996. The queries request information concerning unexplained movements in a company�s share price or a failure to comply with the listing rules. An analysis of the companies� replies to these notices provides a profile of the type of company that is likely to be queried. The study also attempts to evaluate the extent to which these companies have relied on the �carve-outs� as an exemption to the regulation.
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Coffey, Josephine Margaret. "Continuous Disclosure for Australian Listed Companies." University of Sydney. School of Business, 2002. http://hdl.handle.net/2123/510.

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ABSTRACT This thesis investigates the legal and theoretical basis of continuous disclosure regulation in Australia as it applies to listed companies. An empirical study is undertaken to further investigate the operation of the legislation. As part of the Enhanced Disclosure regime, the continuous disclosure provision was effective from 5 September 1994 as s1001A of the Corporations Law, now the Corporations Act 2001 (Cth). This statutory provision is replaced by s674, inserted by Schedule 2 to the Financial Services Reform Act 2001 (Cth), and effective from 11 March 2002. The provision reinforces Australian Stock Exchange (ASX) listing rule 3.1. The rule requires a listed disclosing entity to notify ASX immediately of information that would be expected to have a �material effect� on the share price of the company. However, the disclosure requirement is weakened by a number of specific exemptions or �carve-outs� to listing rule 3.1. If a reasonable person would not expect the information to be disclosed, and if the confidentiality of the information is maintained, then disclosure is not mandatory in special circumstances. This study analyses 427 query notices, issued by ASX to listed companies from July 1995 to April 1996. The queries request information concerning unexplained movements in a company�s share price or a failure to comply with the listing rules. An analysis of the companies� replies to these notices provides a profile of the type of company that is likely to be queried. The study also attempts to evaluate the extent to which these companies have relied on the �carve-outs� as an exemption to the regulation.
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Loh, Elaine Y. L. "A comparative study of technical trading rules, time-series trading rules and combined technical and time-series trading strategies in the Australian Stock Exchange." University of Western Australia. Dept. of Economics, 2005. http://theses.library.uwa.edu.au/adt-WU2006.0001.

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[Truncated abstract] This thesis examines and compares the performance of three classes of stock trading strategies in the Australian stock market from 1980 to 2002. ... The first segment of this thesis examines some simple technical trading rules with a twostep methodology ... Our standard test results show that technical trading rules generate excess returns higher than that of the buy-and-hold portfolio equivalent prior to 1991, but generate lower returns in the period post-1991. Bootstrap test results also show that addressing nonnormality, time-dependence and conditional heteroskedasticity in the data reverses the standard test outcome of predictability ... In addition, our sub-sample results also show technical trading rules becoming less profitable over time ... The second segment of this thesis examines trading rules based on the forecasts of four time-series models: the AR(1), AR(1)-GARCH(1,1), AR(1)-GARCH(1,1)-M and AR(1)- EGARCH(1,1) models. These time-series trading rules were examined with standard t-tests and found to be significantly less profitable compared to technical trading rules. Subsample results also show the time-series trading rules losing profitability over time, which supports the conjecture that the Australian stock market became increasingly efficient over time. The third segment of this thesis examines trading strategies based on various combinations of technical trading rules and time-series models ... Due to the weak performance of the time-series trading rules, our results show that combining technical rules with time-series models do not lead to improved forecast accuracy. Sub-sample results again show a strong decline in profitability post-1991, suggesting that technological advancements in the ASX since 1991 enhance market efficiency such that the above simple stock trading strategies are no longer profitable.
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Avila, Kristoffer Kevin. "Does market depth concentration matter? Evidence from the Australian Stock Exchange." Thesis, Discipline of Finance, 2009. http://hdl.handle.net/2123/4074.

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In considering the behaviour of market participants, this paper introduces a new variable into the model for the determinants of institutional trading costs. By using an ex-ante measure of the concentration in the opposite-side of the market, this study suggests that traders on the opposite-side of the market herd against an incoming trader looking to trade a series of orders. The new variable measures the level of broker competition prevailing on the opposite-side of the market and is found to be negatively related with price impact.
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Loh, Elaine. "A comparative study of technical trading rules, time-series trading rules and combined technical and time-series trading strategies in the Australian Stock Exchange /." Connect to this title, 2005. http://theses.library.uwa.edu.au/adt-WU2006.0001.

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Lecce, Steven. "The Impact of Trading Halts on the Australian Equities Markets." Thesis, Finance, 2008. http://hdl.handle.net/2123/2213.

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This dissertation examines the impact of trading halts on the trading behaviour for a sample of halted stocks listed on the Australian Stock Exchange (ASX). A detailed analysis of returns, liquidity and volatility around trading halts for a sample of 18,245 halted stocks captured over the period 1 January 2005 to 26 September, 2006 allows this study to extend the literature in three main ways. First, this study re-examines the impact of ASX trading halts in a tighter regulatory environment, where companies were obliged to comply with stricter continuous disclosure requirements. Second, the availability of the largest database of trading halts in Australia, permits an investigation of the benefits of trading halts in a more rigorous manner. Finally, regression analysis is used to identify factors associated with aberrant stock volatility immediately after a trading halt. This will provide a better understanding of the trading behaviour surrounding trading halts and allow ASX exchange officials to fine-tune the market surveillance discipline. This study finds that trading halts result in abnormally high levels of trading volume and volatility in the period immediately following a trading halt. Additionally, wider bid-ask spreads and lower order depth immediately after a trading halt, suggest that information asymmetry is high during this period. Halted stock returns are persistently high for up to a full trading day after a trading halt. This suggests that trading halts do not fully allow for an efficient dissemination of new information. The impact of trading halts on stock volatility is found to be a function of firm size, and trading halt duration, but not for the announced reason for the trading halt. Overall, this study concludes that trading halts have an immediate negative impact on market quality.
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Jayawardena, Nirodha Imali. "Essays on Stock Market Volatility using High-Frequency Data: The Role of Overnight Information." Thesis, Griffith University, 2017. http://hdl.handle.net/10072/367621.

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“Does overnight information play an important role in predicting daytime volatility in the financial markets?” This is an unresolved question in the literature on financial volatility. Due to the global integration of financial markets, the need for market efficiency is becoming more pronounced. More specifically, the need to account for information on the overnight or non-trading period is even more pertinent in contexts such as the Australian Stock Exchange (ASX) and the Tokyo Stock Exchange (TSE), because their geographical proximity means that they are outside the trading hours of major global markets such as the New York Stock Exchange (NYSE) and the London Stock Exchange (LSE). Thus, when a new business day dawns, much pertinent information is waiting to impact price developments.
Thesis (PhD Doctorate)
Doctor of Philosophy (PhD)
Griffith Business School
Griffith Business School
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Books on the topic "Australian Stock Exchange"

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Exchange, Australian Stock. Listing information memorandum. Sydney: ASX, 1998.

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Bennetts, R. J. The Australian stockmarket: A guide for players, planners and procrastinators. 8th ed. Sydney: ABC Books, 2004.

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Kurakin, Roman. Stock markets in Asia, Australia and the Pacific. ru: INFRA-M Academic Publishing LLC., 2020. http://dx.doi.org/10.12737/1041929.

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The monograph describes the basic institutions of exchange rights of States Asia, Australia and the Pacific, analyzes the basic legal acts constituting the exchange legislation of the States, Asia, Australia and the Pacific; examined the procedure of state regulation of the exercise of economic activities on the stock market in Asia, Australia and the Pacific; describes the features of self-regulation of economic activities on the stock market in Asia, Australia and the Pacific. For students and teachers, and anyone interested in world trade issues and the stock markets of individual regions and States.
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Price interdependence among equity markets in the Asia-Pacific region: Focus on Australia and ASEAN. Aldershot, Hampshire, Eng: Ashgate Pub., 2000.

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E, Allen D. The relationship between stock prices and dividends: Evidence from the Australian stock market. Perth, W.A: Edith Cowan University, Faculty of Business, School of Economics and Finance, 1996.

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Allen, D. E. Excess volatility and the short run modelling of Australian stock prices. Perth, W.A: Edith Cowan University, Faculty of Business, School of Economics and Finance, 1996.

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Carew, Edna. National market, national interest: The drive to unify Australia's securities markets. Crows Nest, N.S.W: Allen & Unwin, 2007.

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Edwards, Tracey. Shopping for shares: The everyday woman's guide to profiting from the Australian stock market. Camberwell, Vic: John Wiley & Sons, 2006.

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(Editor), Michael Briers, Suresh Cuganesen (Editor), Paul Martin (Editor), and Reuben Segara (Editor), eds. Australian Financial Markets Review 98: Towards a Regional Financial Centre. New South Wales University Press, 1999.

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How the stock market really works: An Australian sharebuyers guide. Elsternwick, Vic: Wrightbooks, 1996.

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Book chapters on the topic "Australian Stock Exchange"

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Douglas, John, and Christopher R. B. Thomas. "The Demand for Immediacy on the Australian Stock Exchange (ASX)." In The Electronic Call Auction: Market Mechanism and Trading, 255–77. Boston, MA: Springer US, 2001. http://dx.doi.org/10.1007/978-1-4615-1697-2_15.

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Frawley, Jodi. "Adapting to Change in Australian Estuaries." In Environments of Empire, 176–96. University of North Carolina Press, 2020. http://dx.doi.org/10.5149/northcarolina/9781469655932.003.0009.

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In the 1880s, Eastern Australian estuaries supported thriving oyster industries. They supplied lime for building early in Australia’s development, but as cities and towns grew, it was the briny salty taste for this delicacy that saw the growth of the sector. When the oyster beds at the east coast of Australia became depleted, fishermen looked to New Zealand, where the same Oyster species grew, to supply cultivation stock for the Australian market. It was presumed that transfers would have the same impact as those already being moved within the Australian ecological networks. That is: it would present no problem at all. What was overlooked in this intercolonial exchange was the presence of the mudworm in the New Zealand estuaries. Mudworm co-habitats with oysters without killing them, but impedes the healthy development of the oysters making them inedible. This chapter places the mudworm at the center of a new narrative in the ecological networks of oysters. Rather than articulating the mudworm as a damaging invasive species, it argues that the mudworm was an agent of change that caused the fishermen to adjust their methods of oyster cultivation.
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"Supply of Accounting Regulations - Stock Exchange Requirements for Financial Disclosure." In The Australian Accounting Standards Review Board (RLE Accounting), 529–34. Routledge, 2013. http://dx.doi.org/10.4324/9781315867120-27.

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Mann, F. A. "Free of Exchange." In Notes and Comments on Cases in International Law, Commercial Law, and Arbitration, 54–55. Oxford University PressOxford, 1992. http://dx.doi.org/10.1093/oso/9780198257981.003.0017.

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Abstract The question before the Privy Council in National Mutual Life Association of Australasia v. Attorney-General for New Zealand, was, as Lord Reid put it when delivering the Board’s opinion, ‘difficult, but ... narrow in scope’. The appellants were the owners of New Zealand Inscribed Stock entered in the New Zealand Treasury’s register at Wellington and expressed in pounds, but marked ‘Principal and interest payable at Melbourne free of exchange’. Were the appellants entitled to New Zealand pounds or to Australian pounds? Their Lordships’ decision in favour of the latter view rested exclusively on the construction of the words ‘free of exchange’; this clause probably does not occur frequently and has no technical meaning, so that the implications of the decision are unlikely to be of wider impact. However, it is not without general interest.
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Newsome, Lucie, and Alison Sheridan. "Accommodating Gender through Self-regulation." In Gender Equality and Policy Implementation in the Corporate World, 41–58. Oxford University Press, 2022. http://dx.doi.org/10.1093/oso/9780198865216.003.0003.

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In Australia, women’s representation on corporate boards increased from 8% in 2009 to 30% in 2019. This chapter assesses the influence of key lobby groups and high-profile women throughout 2009–2010 to push for action on women’s board representation, despite resistance from the corporate sector. The Australian Institute of Company Directors supported a self-regulation approach and set a target of 30% of board positions to be held by women by 2018. Drawing on key reports and interviews with women directors, the chapter contends that the self-regulatory approach was successful to the extent that it disrupted previous patterns of board composition. Nevertheless, the end result of the strategy falls short of transforming gender relations. Indeed, while the top 200 Australian stock exchange companies reported a significant increase in women’s board representation during this time, significant underrepresentation of women on the boards of smaller companies continues.
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Cao, Longbing, and Chengqi Zhang. "Domain-Driven Data Mining." In Data Warehousing and Mining, 831–48. IGI Global, 2008. http://dx.doi.org/10.4018/978-1-59904-951-9.ch051.

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Extant data mining is based on data-driven methodologies. It either views data mining as an autonomous data-driven, trial-and-error process or only analyzes business issues in an isolated, case-by-case manner. As a result, very often the knowledge discovered generally is not interesting to real business needs. Therefore, this article proposes a practical data mining methodology referred to as domain-driven data mining, which targets actionable knowledge discovery in a constrained environment for satisfying user preference. The domain-driven data mining consists of a DDID-PD framework that considers key components such as constraint-based context, integrating domain knowledge, human-machine cooperation, in-depth mining, actionability enhancement, and iterative refinement process. We also illustrate some examples in mining actionable correlations in Australian Stock Exchange, which show that domain-driven data mining has potential to improve further the actionability of patterns for practical use by industry and business.
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Stapledon, G. P. "The Desirability of Increased Institutional Monitoring." In Institutional Shareholders and Corporate Governance, 207–50. Oxford University PressOxford, 1996. http://dx.doi.org/10.1093/oso/9780198260882.003.0009.

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Abstract Having analysed the history and current state of institutional monitoring in the UK and Australia, the remainder of the book looks to the future. This chapter seeks to identify the possible benefits and drawbacks from an increased level of institutional monitoring. It concludes that the likely advantages of greater involvement by institutional investors in corporate governance outweigh any disadvantages. Chapter 10 looks at the likeli hood of there being an increased level of institutional monitoring in the absence of legal reforms directed at achieving that end. It concludes that there is unlikely to be any significant increase in institutional monitoring as a result of mere exhortation. Given the findings of Chapters 9 and 10, there are recommendations in Chapter 11 for certain (modest) legislative changes and changes to the stock-exchange listing requirements which are designed to induce closer institutional involvement in corporate governance. An important qualification to the following discussion is that it relates primarily to those quoted companies which lack a non-institutional shareholder with a controlling stake. As shown earlier, as at late 1993, between 40-50% of listed Australian companies had such a shareholder, whilst only about 10-15% of quoted UK companies had one. In ‘controlled companies ‘, mechanisms other than institutional monitoring and the market for corporate control operate to ensure that the interests of any professional managers do not diverge excessively from those of the controlling shareholder.2 Nevertheless, institutional monitoring (together with related-party rules) has an important role to play in controlled companies in ensuring that, in tum, the interests of minority shareholders are not ignored by the controlling shareholder.
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Phimister, Ian. "Frenzied Finance." In Global History of Gold Rushes, 139–62. University of California Press, 2018. http://dx.doi.org/10.1525/california/9780520294547.003.0006.

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This chapter, by Ian Phimister, examines the global financial dynamics of the southern African and “Westralian” gold-mining share manias of the 1890s. Examination of both mining share markets suggests that, contrary to the conventional portrait painted of gold rushes, the defining picture is less one of prospectors rushing to pan for gold or peg claims than it is one of company promoters scurrying to fleece investors. The most frenzied activity was on the floor of the London Stock Exchange, not on the South African Highveld or the dry, dusty plains of Western Australia. More minted gold was found in London and the Home Counties than mined gold was located in Southern Africa or Western Australia. It is an exercise that once again questions the efficiency of late Victorian capital markets, even as it points to the consequences of the “portal of globalization” opened by finance.
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9

Pratap, Kumar V., and Manshi Gupta. "Financing Economic and Social Infrastructure." In Infrastructure Financing in India, 72–101. Oxford University PressOxford, 2023. http://dx.doi.org/10.1093/oso/9780198884934.003.0005.

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Abstract Sectoral analysis of private participation in infrastructure shows that most private investment has gone into economic infrastructure (like telecom, power, transport) as compared to social infrastructure (like water supply, health, education). Social infrastructure in India is currently suffering from resource crunch as well as abysmal levels of efficiency. Therefore, the need for private investment may perhaps be greater in these sectors, both in terms of resource augmentation and efficiency improvement. However, the projects in social sectors tend to be small (e.g. the cost of a primary school is much less compared to a power plant), and there may be issues in imposing full-cost-recovery user fees given that many such services (like water supply and primary education) are merit goods. Therefore, they are much less attractive to the private sector. The chapter will focus on challenges in financing social infrastructure and the strategies to overcome them. The Manila Water Company example for water supply, and the numerous education and health PPP projects in Australia and the United Kingdom show that private participation in social infrastructure is possible for mutual benefit to the private and public sectors. Impact investment, importance of environmental, social, and governance (ESG) norms, social stock exchange, and so on will also play a part in popularizing private investment in social infrastructure.
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10

"factures. Stock Exchanges, Law Institutes and Em-ployers' Federations. of as the subject written by Mr. John S. the Queensland Divisional Coun- the Law Book Company of Aug.: shorter treatise on the New South that State and published in 1936 Copies to public bodies. that The Commonwealth Journal of years the in- but in the assurance that by of resources a greatly improved maga- In March, 1935, the the amalgamation of their respective to by the Councils of the Common- of that year. Mr. A. A. Fitz- of the Victorian Institute, was the services of the editors of the the past twelve months, the Austral- the history of Australian ac- the holding of the first Australasian Institute the Federal Institute of Account- it were also The Associ-." In Accounting in Australia (RLE Accounting), 385. Routledge, 2013. http://dx.doi.org/10.4324/9781315867519-161.

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Reports on the topic "Australian Stock Exchange"

1

Dassanayake, Wajira, Xiaoming Li, and Klaus Buhr. A Revisit of Price Discovery Dynamics Across Australia and New Zealand. Unitec ePress, August 2015. http://dx.doi.org/10.34074/rsrp.039.

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This study re-investigates the price discovery dynamics of selected stocks cross-listed on the Australian Stock Exchange (ASX) and the New Zealand Stock Exchange (NZX) during a bear trading phase from January 2008 to December 2011. A differing price discovery dynamic in a bear market versus a bull market may occur because of variations in investor sentiments and disparities in the role of the stock prices. Using intraday data, we employ the vector error correction mechanism, Hasbrouck’s (1995) information share and Grammig et al.’s (2005) conditional information share methods. Consistent with previous research, we find that price discovery takes place mostly on the home market for the Australian firms and for all but one of the New Zealand firms. However, not seen in existing studies, we show that the NZX has grown in importance for both the Australian and New Zealand firms. This suggests that the NZX is deviating from being a pure satellite market.
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2

Dassanayake, Wajira, Xiaoming Li, and Klaus Buhr. A Revisit of Price Discovery Dynamics Across Australia and New Zealand. Unitec ePress, August 2015. http://dx.doi.org/10.34074/rsrp.039.

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Abstract:
This study re-investigates the price discovery dynamics of selected stocks cross-listed on the Australian Stock Exchange (ASX) and the New Zealand Stock Exchange (NZX) during a bear trading phase from January 2008 to December 2011. A differing price discovery dynamic in a bear market versus a bull market may occur because of variations in investor sentiments and disparities in the role of the stock prices. Using intraday data, we employ the vector error correction mechanism, Hasbrouck’s (1995) information share and Grammig et al.’s (2005) conditional information share methods. Consistent with previous research, we find that price discovery takes place mostly on the home market for the Australian firms and for all but one of the New Zealand firms. However, not seen in existing studies, we show that the NZX has grown in importance for both the Australian and New Zealand firms. This suggests that the NZX is deviating from being a pure satellite market.
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