Relevant bibliographies by topics / Options (Finance) Australia

Academic literature on the topic 'Options (Finance) Australia'

Author: Grafiati
Published: 10 December 2022
Last updated: 29 January 2023

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Journal articles on the topic "Options (Finance) Australia"

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Seamer, Michael, and Adrian Melia. "Remunerating non-executive directors with stock options: who is ignoring the regulator?" Accounting Research Journal 28, no. 3 (November 2, 2015): 251–67. http://dx.doi.org/10.1108/arj-12-2013-0092.

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Purpose – This paper aims to investigate the incidence of remunerating Australian Securities Exchange (ASX)-listed non-executive directors (NEDs) with options and to determine whether companies that fail to adhere to NED remuneration recommendations share a common corporate governance profile. Despite corporate regulators condemning the practice of remunerating NEDs with stock options, there is a paucity of evidence regarding its prevalence in Australia. Design/methodology/approach – Focusing on ASX400 companies during 2008, a series of hypotheses relating NED stock option remuneration and corporate governance are tested using logistic regression. Findings – The study shows that the prevalence and quantum of NED option payments during 2008 was considerable with 73 of the ASX400 companies, including options in NED remuneration (option payers). Comparison of the corporate governance characteristics of option payers to that of a matched control group (non-option payers) highlighted both the existence and independence of the remuneration committee as critical in ensuring NED remuneration practices comply with regulator recommendations. Research limitations/implications – These results provide regulators and stakeholder groups with additional evidence to continue to call for corporate governance reforms to ensure that corporate remuneration practices are in the best interest of shareholders. Originality/value – This study is the first to highlight the extent to which Australian-listed company NED remuneration practices fail to comply with regulator recommendations and adds to the limited research on remuneration committee effectiveness.
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Brace, Alan, and Allan Hodgson. "INDEX FUTURES OPTIONS IN AUSTRALIA -AN EMPIRICAL FOCUS ON VOLATILITY." Accounting & Finance 31, no. 2 (November 1991): 13–30. http://dx.doi.org/10.1111/j.1467-629x.1991.tb00161.x.

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Boyd, Tristan, Philip Brown, and Alex Szimayer. "What determines early exercise of employee stock options in Australia?" Accounting & Finance 47, no. 2 (June 2007): 165–85. http://dx.doi.org/10.1111/j.1467-629x.2007.00211.x.

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Kudrna, George, Chung Tran, and Alan Woodland. "FACING DEMOGRAPHIC CHALLENGES: PENSION CUTS OR TAX HIKES?" Macroeconomic Dynamics 23, no. 2 (February 21, 2018): 625–73. http://dx.doi.org/10.1017/s1365100516001292.

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A challenge that faces many advanced economies is how to finance age-related spending programs as the population ages. In this paper, we investigate two policy options–pension cuts and tax hikes–to mitigate fiscal pressure arising in the special context of Australia, whose population is ageing fast while growing substantially in size due to immigration. Using a computable overlapping generations model, we find that while both policy reforms can achieve a similar fiscal goal, they lead to different distributional and welfare effects across income groups over time. Future generations prefer pension cuts, whereas current generations prefer tax hikes to finance government spending commitments. Moreover, within the tax hike option, taxing income or consumption results in opposing macroeconomic and welfare effects. Indeed, our opposing intra- and inter-temporal welfare outcomes highlight some political complexity when devising a more sustainable tax-transfer system.
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Mintah, Kwabena, David Higgins, and Judith Callanan. "A real option approach for the valuation of switching output flexibility in residential property investment." Journal of Financial Management of Property and Construction 23, no. 2 (August 6, 2018): 133–51. http://dx.doi.org/10.1108/jfmpc-05-2017-0017.

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Purpose Uncertainties in residential property investment performance require that real estate assets are designed in a flexible manner to respond to impacts of market dynamics. Though estimating the cost of flexibility is straightforward, assessing the economic value of flexibility is not. The purpose of this study is to explore the potential practical application of real option analysis to determine the economic value of a switching output flexibility embedded in a residential property investment in Australia. The study involves the exploration of an optimal strategy for investment in a residential development through real option analysis and valuation of a mixed use investment. Design/methodology/approach The real option valuation model developed by McDonald and Siegel (1986) is adopted for the evaluation because the switching output flexibility is likened to a perpetual American call option with dividend payout. Findings Through real option analysis, the economic value of switching output flexibility of the mixed use building was determined to be higher than the initial upfront costs. Moreover, a payoff of about $4million was determined to be the value of the switching output flexibility, therefore justifying upfront investments in flexibility as an uncertainty and risk management tool. Practical implications This application is an important demonstration of the practical use of options pricing techniques (real options analysis) and delivers further evidence needed to support the adoption of real option valuation in practice. Flexibility can also enhance risks and uncertainty management in residential property investment better than the adjustment of discount rates. Originality/value There is limited evidence on the use of real options techniques for the valuation of switching output flexibility in practice, and this comes as an original application; both the case study and data are all initial applications of switching flexibility in the Australian property market.
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Hobbes, Garry, Frewen Lam, and Geoffrey F. Loudon. "Regime Shifts in the Stock–Bond Relation in Australia." Review of Pacific Basin Financial Markets and Policies 10, no. 01 (March 2007): 81–99. http://dx.doi.org/10.1142/s0219091507000969.

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Previous evidence suggests that the implied volatility from equity index options, as a measure of stock market uncertainty, can provide "forward-looking information" about the stock–bond return correlation. This paper uses an alternative regime-switching autoregressive model to characterize state-dependent stock–bond return comovement and to evaluate the contribution of implied volatility in understanding transition dynamics. We confirm that implied volatility provides information about transition dynamics which is not inherent in the stock and bond returns, notwithstanding several different features of our data set and methodological approach.
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Christensen, Thomas E., Matthias Reuleaux, and Morten l. Hans Jakobsen. "‘Cape Town Convention and “Qualifying Declarations”: Analysis of Ratification Approach and Transaction Practice in Recent Contracting States (2015–2016)’." Air and Space Law 42, Issue 4/5 (September 1, 2017): 403–21. http://dx.doi.org/10.54648/aila2017028.

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Between the beginning of 2015 and mid–2017, six countries with either existing or expected importance for the aircraft finance and leasing industry acceded to the Cape Town Convention (Australia, Denmark, Spain, Sweden, the UK and Vietnam). The Cape Town Convention offers acceding Contracting States a variety of options how to ratify and implement the treaty. This article attempts to analyse the approach taken by each respective ‘newcomer’, inter alia by reference to the ‘Cape Town Convention quality standard matrix’ developed by the OECD.
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Carlin, Tyrone M., and Guy Ford. "Empirical evidence on the use, size and cost of executive options schemes in Australia." Research in International Business and Finance 20, no. 3 (September 2006): 340–47. http://dx.doi.org/10.1016/j.ribaf.2005.08.002.

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9

Mikelionyte, M., and A. Lezgovko. "HOW FEMALE DIFFER IN DECISION MAKING FOR PERSONAL INVESTMENT STRATEGY." Financial and credit activity problems of theory and practice 5, no. 40 (November 8, 2021): 92–98. http://dx.doi.org/10.18371/fcaptp.v5i40.244902.

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Abstract. This study investigates Lithuanian females’ personal investment peculiarities in line with Australia’s case analysis and application as a good practice method. Based on many publicly available research females tend to have less knowledge about finances in general and particularly investment processes; hence, it leads to their lack of interest into investing and the possibility of poor money management. This issue might be solved by investigating why it appears first and adopting the practical example from countries with developed investment market. In the case of comparison of personal investment strategies among Lithuanian and Australian females the two sets of questionnaires have been used to collect the data for further analysis. The main findings revealed by the survey were, that women in Australia had a higher financial literacy level, invested more often, and chose broader variety of investment instruments compared to Lithuanian females. Moreover, the significant discovery of the article disclosed that Lithuanian females chose not to invest due to the lack of additional funds and the shortage of financial knowledge. The main limitation occurred during the research was the lack of the available data on personal investment topic in Lithuania’s official statistic sources such as The Lithuanian Department of Statistics. The results of the research contribute towards improving Lithuanian female personal finance and investment areas and could be applied to further studies or used for the education program dedicated to financial literacy among women in Lithuania creation. Furthermore, this article creates an original value to personal finance, investment, and financial literacy areas in Lithuania by introducing an idea to not only conduct more studies in these fields, but also to use comparative analysis and good practice method from the countries that demonstrates high achievements in personal finance and gender equality areas. Keywords: personal investment management, female investment, financial literacy, investor’s profile, investing, investment options, investment strategies. JEL Classification G51, G53 Formulas: 1; fig.: 5; tabl.: 1; bibl.: 15.
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Čirjevskis, Andrejs. "Measuring Collaborative Synergies with Advanced Real Options: MNEs’ Sequential Acquisitions of International Ventures." Journal of Risk and Financial Management 16, no. 1 (December 26, 2022): 11. http://dx.doi.org/10.3390/jrfm16010011.

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This paper aims to extend the real options theory valuing strategic collaborative synergies by advanced real options with changing volatility and contributes to the international business literature on MNEs’ sequential acquisitions of international ventures. The proposition is that collaborative synergies can be valued with advanced real options with changing volatility when an MNE is pursuing the sequential acquisition of an international venture and the MNE’s stock volatility is changing at the time of deciding on a full takeover. The paper discusses how recombining and non-recombining lattices with constant and changing volatilities can be employed to value the collaborative synergies of sequential international acquisitions. The theoretical proposition has been justified with the explanatory case study: Natura Cosméticos S.A.’s (Brazil) sequential acquisition of the Aesop brand (Australia). In conclusion, the paper discusses its findings, contributions, limitations, and future work.
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Dissertations / Theses on the topic "Options (Finance) Australia"

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Buhr, Klaus. "Volatility, price-discovery and trading volume in Australian equity index and option markets : a dissertation presented in partial fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University, Auckland, New Zealand." Massey University, 2009. http://hdl.handle.net/10179/1202.

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This dissertation investigates the information considerations of volatility, pricediscovery and the relationship change in volume and volatility resulting from index derivatives transactions on financial markets in Australia. The impact of information on volatility was investigated in the essay one, as volatility is a key factor for accurately pricing derivative securities. I assessed the forecast accuracy, unbiasedness and information content of volatility forecasts, based on implied volatility and conditional volatility models for the S&P/ASX 200 Index Options market in Australia. The conditional volatility models produce the most accurate forecasts and are robust when forecasting into short time horizons. Essay two, investigates the information content of the index and option markets in the price-discovery process. Based on the above volatility results, the long-run equilibrium relationship between the share price index and the implied price of the share-price-index option was investigated. Causality was determined to show which market leads the other. Information share measures were used to gauge the contribution of the share price index and index option markets to the price-discovery process. Unambiguous evidence shows the index market leads the options market and the former contributes more to price-discovery than the latter. In essay three, I investigate the dynamic relationship between the future price volatility of the S&P/ASX 200 Index and the trading volume of the S&P/ASX 200 Index Options to explore the informational role of option volume in predicting price volatility. I found the contemporaneous call options volume have a significant strong positive feedback effect on the implied volatility, but the contemporaneous feedback effect of volume on the TARCH volatility is insignificant. The contemporaneous feedback effects from the implied volatility and the TARCH volatility to the call options volume are positive, significant and strong.
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Lambie, Ross. "Firm investment behaviour under a carbon emissions pricing scheme : a real options analysis of investment in low emissions electricity generation technologies in Australia." Phd thesis, 2013. http://hdl.handle.net/1885/150978.

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A general finding from the growing literature applying 'real options' theory to investment under carbon emission pricing schemes (CEPSs), is that the level of uncertainty in the expected price of carbon is a key factor in the extent to which a CEPS's design provides incentives for a firm to invest in lower carbon emissions technologies. Notwithstanding this finding, major public policy analyses of CEPSs have not utilised real options analysis to gain insights into the effect of a scheme's design on the likely investment behaviour of firms. This thesis argues that real options analysis should be included in the suite of tools for informing public policy on the design of a CEPS. This thesis contributes to understanding the features of a CEPS's design on the decision of a firm in an energy-intensive sector to invest in new lower-carbon emitting plant, when the investment decision lends itself to being characterised as a real option. In contrast to existing real options studies in this area, a simpler analytic approach is adopted based on a model by Cortazar et al. (1998). The approach captures output price and carbon price uncertainties and is solved using contingent claims analysis to find the critical price of output required to trigger the decision to invest. Two empirical applications examine in detail a representative electricity generator's decision to invest in a range of low carbon-emitting and non-carbon emitting electricity generation technologies. The analysis of both a hypothetical CEPS's design in general, and the post-2015 carbon emissions trading scheme under Australia's Clean Energy Future package (CEFETS) in particular, show that there are four effects on the threshold required by a generator to trigger investment in a technology that are attributable to the design of a scheme. In addition to the impact of volatility in the carbon price and its correlation with the output price (the volatility effect) highlighted in other real options studies, three additional investment threshold effects are found that may jointly impact on a firm's decision to invest in a particular technology depending on the design of a CEPS. The three effects consist of the cost effect, the negative cost effect and the subsidy effect. The cost effect arises from the level of the carbon price and impacts only carbon emitting technologies. The negative cost effect and subsidy effect arise from allocations of free carbon emissions rights under a CETS that directly subsidises either a plant's operating costs or investment cost, respectively, and may apply to all technologies.
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Books on the topic "Options (Finance) Australia"

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Options in a nutshell: Bonus cashflow for Australian investors. Milton Qld: Wrightbooks, 2003.

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Western Australian Technology & Industry Advisory Council. and Price Waterhouse (Firm), eds. Financing options for regional infrastructure in Western Australia. Bentley, W.A: Western Australian Technology & Industry Advisory Council, 1996.

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Give Your Trading the Edge: A Guide to Success on the Financial Markets. Wiley, 2007.

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Fake: My Life as a Rogue Trader. Not Avail, 2004.

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John, Freebairn, Porter Michael 1943-, and Walsh Cliff 1946-, eds. Spending and taxing: Australian reform options. Sydney: Allen & Unwin, 1987.

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Bedford, Louise. Secret of Writing Options: An Australian Guide to Trading Options for Profit. Wiley & Sons, Incorporated, John, 2012.

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