Zaloguj się

Gotowe bibliografie tematyczne / Australian Stock Exchange / Artykuły w czasopismach

Artykuły w czasopismach na temat „Australian Stock Exchange”

Kliknij ten link, aby zobaczyć inne rodzaje publikacji na ten temat: Australian Stock Exchange.

Autor: Grafiati

Data publikacji: 4 czerwca 2021

Data aktualizacji: 27 lipca 2024

Utwórz poprawne odniesienie w stylach APA, MLA, Chicago, Harvard i wielu innych

Wybierz rodzaj źródła:

Sprawdź 50 najlepszych artykułów w czasopismach naukowych na temat „Australian Stock Exchange”.

Przycisk „Dodaj do bibliografii” jest dostępny obok każdej pracy w bibliografii. Użyj go – a my automatycznie utworzymy odniesienie bibliograficzne do wybranej pracy w stylu cytowania, którego potrzebujesz: APA, MLA, Harvard, Chicago, Vancouver itp.

Możesz również pobrać pełny tekst publikacji naukowej w formacie „.pdf” i przeczytać adnotację do pracy online, jeśli odpowiednie parametry są dostępne w metadanych.

Przeglądaj artykuły w czasopismach z różnych dziedzin i twórz odpowiednie bibliografie.

1

Nyasha, Sheilla, i Nicholas M. Odhiambo. "The Australian stock market development: Prospects and challenges". Risk Governance and Control: Financial Markets and Institutions 3, nr 2 (2013): 39–48. http://dx.doi.org/10.22495/rgcv3i2art3.

Pełny tekst źródła

Streszczenie:

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.

Style APA, Harvard, Vancouver, ISO itp.

2

Lisa Kustina, Samsul Anwar i Imas Mawar. "PENGARUH BURSA SAHAM GLOBAL TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA". Jurnal Investasi 4, nr 1 (9.04.2018): 1–10. http://dx.doi.org/10.31943/investasi.v4i1.32.

Pełny tekst źródła

Streszczenie:

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.

Style APA, Harvard, Vancouver, ISO itp.

3

Ejaz, Abdullah, i Petr Polak. "Australian Stock Exchange and sub-variants of price momentum strategies". Investment Management and Financial Innovations 15, nr 1 (6.03.2018): 224–35. http://dx.doi.org/10.21511/imfi.15(1).2018.19.

Pełny tekst źródła

Streszczenie:

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.

Style APA, Harvard, Vancouver, ISO itp.

4

Liu, Ruoxin. "Analysis of the Australian Stock Market: Organization, Players, Challenges, and Opportunities". Advances in Economics, Management and Political Sciences 15, nr 1 (13.09.2023): 145–54. http://dx.doi.org/10.54254/2754-1169/15/20230899.

Pełny tekst źródła

Streszczenie:

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.

Style APA, Harvard, Vancouver, ISO itp.

5

Azizan, Noor Azlinna, i 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, nr 6 (2.04.2024): e05549. http://dx.doi.org/10.24857/rgsa.v18n6-077.

Pełny tekst źródła

Streszczenie:

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.

Style APA, Harvard, Vancouver, ISO itp.

6

Aitken, Michael, Philip Brown, Christine Buckland, H. Y. Izan i Terry Walter. "Price clustering on the Australian Stock Exchange". Pacific-Basin Finance Journal 4, nr 2-3 (lipiec 1996): 297–314. http://dx.doi.org/10.1016/0927-538x(96)00016-9.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

7

Otchere, Isaac, i Khaled Abou-Zied. "Stock exchange demutualization, self-listing and performance: The case of the Australian Stock Exchange". Journal of Banking & Finance 32, nr 4 (kwiecień 2008): 512–25. http://dx.doi.org/10.1016/j.jbankfin.2007.07.011.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

8

Iorio, Amalia Di, i Robert Faff. "The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns". Multinational Finance Journal 5, nr 1 (1.03.2001): 1–33. http://dx.doi.org/10.17578/5-1-1.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

9

GUNNER, SUSAN M., LOUISE BROOKS i ROBIN G. STORER. "ASYMMETRY OF RETURNS IN THE AUSTRALIAN STOCK MARKET". International Journal of Modern Physics C 17, nr 01 (styczeń 2006): 147–53. http://dx.doi.org/10.1142/s0129183106008960.

Pełny tekst źródła

Streszczenie:

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.

Style APA, Harvard, Vancouver, ISO itp.

10

Bertram, William K. "An empirical investigation of Australian Stock Exchange data". Physica A: Statistical Mechanics and its Applications 341 (październik 2004): 533–46. http://dx.doi.org/10.1016/j.physa.2004.04.132.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

11

Bertram, William K. "A threshold model for Australian Stock Exchange equities". Physica A: Statistical Mechanics and its Applications 346, nr 3-4 (luty 2005): 561–76. http://dx.doi.org/10.1016/j.physa.2004.08.020.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

12

Bieszk-Stolorz, Beata, i Krzysztof Dmytrów. "Evaluation of Changes on World Stock Exchanges in Connection with the SARS-CoV-2 Pandemic. Survival Analysis Methods". Risks 9, nr 7 (22.06.2021): 121. http://dx.doi.org/10.3390/risks9070121.

Pełny tekst źródła

Streszczenie:

The aim of our research was to compare the intensity of decline and then increase in the value of basic stock indices during the SARS-CoV-2 coronavirus pandemic in 2020. The survival analysis methods used to assess the risk of decline and chance of rise of the indices were: Kaplan–Meier estimator, logit model, and the Cox proportional hazards model. We observed the highest intensity of decline in the European stock exchanges, followed by the American and Asian plus Australian ones (after the fourth and eighth week since the peak). The highest risk of decline was in America, then in Europe, followed by Asia and Australia. The lowest risk was in Africa. The intensity of increase was the highest in the fourth and eleventh week since the minimal value had been reached. The highest odds of increase were in the American stock exchanges, followed by the European and Asian (including Australia and Oceania), and the lowest in the African ones. The odds and intensity of increase in the stock exchange indices varied from continent to continent. The increase was faster than the initial decline.

Style APA, Harvard, Vancouver, ISO itp.

13

Ramiah, Vikash, Tafadzwa Mugwagwa i Tony Naughton. "Hot and Cold Strategies: Australian Evidence". Review of Pacific Basin Financial Markets and Policies 14, nr 02 (czerwiec 2011): 271–95. http://dx.doi.org/10.1142/s0219091511002251.

Pełny tekst źródła

Streszczenie:

The main purpose of this paper is to explore a high-frequency tactical asset allocation strategy. In particular, we investigate the profitability of momentum trading and contrarian investment strategies for equities listed on the Australian Stock Exchange (ASX). In these two strategies we take into consideration the short-selling restrictions imposed by the ASX on the stocks used. Within our sample portfolios we look at the relationship between stock returns and past trading volume for these equities. This research also investigates the seasonal aspects of contrarian portfolios and observes weekly, monthly and yearly effects. We report significant contrarian profits for the period investigated (from 2001 to 2006) and show that contrarian profit is a persistent feature for the strategies examined. We also document that contrarian portfolios earn returns as high as 6.54% per day for portfolios with no short-selling restrictions, and 4.71% in the restricted model. The results also support the view that volume traded affects stock returns, and show that market imperfections such as short-selling restrictions affect investors' returns.

Style APA, Harvard, Vancouver, ISO itp.

14

Fabre, Joel, i Alex Frino. "Commonality in liquidity: Evidence from the Australian Stock Exchange". Accounting and Finance 44, nr 3 (listopad 2004): 357–68. http://dx.doi.org/10.1111/j.1467-629x.2004.00117.x.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

15

Jayawardena, Nirodha I., Neda Todorova, Bin Li i Jen-Je Su. "Forecasting stock volatility using after-hour information: Evidence from the Australian Stock Exchange". Economic Modelling 52 (styczeń 2016): 592–608. http://dx.doi.org/10.1016/j.econmod.2015.10.004.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

16

Easton, Steve, i Irena Ivanovic. "An examination of the Australian Stock Exchange and Australian Financial Review's fair values". International Journal of Managerial Finance 3, nr 3 (3.07.2007): 306–12. http://dx.doi.org/10.1108/17439130710756934.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

17

Munggaran, Elis Asri, i I. Gede Sudi Adnyana. "Analysis Of Conservatism Accounting And Conflict Bondholders-Shareholder Against Quality Of Profit In Indonesia And Australia And Its Comparison". Riset 2, nr 2 (26.09.2020): 264–76. http://dx.doi.org/10.35212/riset.v2i2.57.

Pełny tekst źródła

Streszczenie:

This study aims to determine the effect of accounting conservatism and the conflict of bondholder-shareholders on the companies' earnings quality that list on the Indonesian Stock Exchange (IDX) and the Australian Securities Exchange (ASX). Besides, this study also aims to determine differences in Indonesia's earning quality level and Australia financial statements. The research method used is a quantitative statistical analysis using the classic assumption test, multiple regression analysis, T-test, and F test by a significance level of 5%. This study's independent variable (X) is accounting conservatism and shareholder bondholder conflict with the dependent variable (Y), earnings quality. The result of the analysis that has been done proves that partially and simultaneously, accounting conservatism has a significant effect on the earning quality in Indonesian and Australian companies. Meanwhile, in the study of the bondholder-shareholder conflict on earning quality shows that it does not affect achieving quality. But, simultaneously, it involves reaching quality in Indonesian and Australian companies. Meanwhile, based on descriptive statistical analysis, earnings quality in Australia is better than in Indonesia.

Style APA, Harvard, Vancouver, ISO itp.

18

O’Keefe, Patricia. "Non-compliance with Australian stock exchange recommendations on board independence". Corporate Board role duties and composition 7, nr 3 (2011): 21–37. http://dx.doi.org/10.22495/cbv7i3art2.

Pełny tekst źródła

Streszczenie:

An agency theory perspective is adopted to explain the high levels of non-compliance with recommendations concerning board structure of the Australian Stock Exchange’s (ASX) Corporate Governance Principles and Recommendations. The study compares groups of compliers and non-compliers drawn from members of the ASX All Ordinaries Index. The results indicate that, in the presence of mitigating factors such as less complexity, higher levels of managerial ownership of equity and higher ownership concentration, entities are less likely to comply with the recommendations on board independence. The results suggest that the compliance decision might be influenced by mitigating factors that reduce the need for board independence.

Style APA, Harvard, Vancouver, ISO itp.

19

Dumay, John C., i John A. Tull. "Intellectual capital disclosure and price‐sensitive Australian Stock Exchange announcements". Journal of Intellectual Capital 8, nr 2 (24.04.2007): 236–55. http://dx.doi.org/10.1108/14691930710742826.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

20

Vo, Minh, Michael Cohen i Terry Boulter. "Asymmetric risk and return: Evidence from the Australian Stock Exchange". Pacific-Basin Finance Journal 35 (listopad 2015): 558–73. http://dx.doi.org/10.1016/j.pacfin.2015.10.003.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

21

Bugeja, Martin, i Kosta Sinelnikov. "Public versus private takeovers of Australian stock exchange listed targets". Australian Journal of Management 37, nr 3 (17.05.2012): 391–414. http://dx.doi.org/10.1177/0312896212440270.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

22

AITKEN, MICHAEL, i ALEX FRINO. "Asymmetry in Stock Returns Following Block Trades on the Australian Stock Exchange: A Note". Abacus 32, nr 1 (marzec 1996): 54–61. http://dx.doi.org/10.1111/j.1467-6281.1996.tb00450.x.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

23

Van der Walt, Christa, Banele Dlamini i Danie P. Schutte. "Exploring the Accounting Treatment of Exploration and Evaluation Activities in the Extraction Industry in South Africa and Australia". International Journal of Economics and Financial Issues 13, nr 6 (11.11.2023): 30–34. http://dx.doi.org/10.32479/ijefi.14907.

Pełny tekst źródła

Streszczenie:

The study examines the accounting treatment of exploration and evaluation assets in the extraction industry in South Africa and Australia. This study adopted a qualitative research approach and purposive sampling techniques. Data was collected from 60 entities in the extraction industry that are listed on the Johannesburg Stock Exchange (JSE) and the Australian Securities Exchange (ASX). The study found that South African entities classify exploration and evaluation assets as tangible or intangible assets using International Financial Reporting Standard (IFRS) 6. The study also observed that Australian entities classify exploration and evaluation assets as a separate class of assets using the Australian Accounting Standard Board (AASB) 6. South African entities depreciated or amortized exploration and evaluation assets, while Australian entities did not. The study concluded that even though there is high adoption of IFRS 6 or AASB 6, comparability is compromised in the extraction industry. The study recommended that IFRS 6 not offer a choice between IAS 16 or IAS 38 for the classification of exploration and evaluation assets to improve comparability and aid effective decision-making.

Style APA, Harvard, Vancouver, ISO itp.

24

Webbstock, M., A. Wessels, C. Firer i S. Davidson. "Portfolio Size and Diversification on the JSE Securities Exchange and the Australian Stock Exchange". Studies in Economics and Econometrics 29, nr 2 (1.08.2005): 55–60. http://dx.doi.org/10.1080/10800379.2005.12106386.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

25

Wood, Greg, Georgina Whyatt, Michael Callaghan i Goran Svensson. "Codes of ethics content: UK and Australian corporations". European Business Review 31, nr 5 (2.08.2019): 669–87. http://dx.doi.org/10.1108/ebr-04-2018-0081.

Pełny tekst źródła

Streszczenie:

Purpose This study aims to compare the content of the codes of ethics of the top 50 corporations in the UK and Australia. Design/methodology/approach The code of each of the 50 top companies listed on the London Stock Exchange and the 50 top companies listed on the Australian Stock Exchange based on market capitalization was read against an updated version of a previous code content classification system. Findings This research provides valuable insights into the similarities and differences that exist between the expected ethical standards in corporations based in two historically linked and culturally related countries: corporate approaches that are worthy of comment. Research limitations/implications This paper does provide a sound basis for further investigation and cross-country comparisons of corporate codes of ethics. Practical implications The instrument used for classifying code content gives an insight into the top companies operating in the UK and Australia and what they consider important to cover within a code of ethics. Social implications In light of increasing societal expectations of corporate ethical standards, this research study offers improved understanding of/insight into the development of codes of ethics as a means to guide organizational behaviours/conduct. Originality/value This study proposes a contemporary instrument for the analysis of codes of ethics that has built upon the work of others over the past 30 years.

Style APA, Harvard, Vancouver, ISO itp.

26

Frino, Alex, Reuben Segara i Hui Zheng. "The Impact of Trade Characteristics on Stock Return Volatility: Evidence from the Australian Stock Exchange". Asia-Pacific Journal of Financial Studies 38, nr 2 (kwiecień 2009): 163–86. http://dx.doi.org/10.1111/j.2041-6156.2009.tb00011.x.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

27

Frino, Alex, Stewart Jones i Jin Boon Wong. "Market behaviour around bankruptcy announcements: evidence from the Australian Stock Exchange". Accounting & Finance 47, nr 4 (7.12.2007): 713–30. http://dx.doi.org/10.1111/j.1467-629x.2007.00222.x.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

28

Lim, Marcus, i Richard Coggins *. "The immediate price impact of trades on the Australian Stock Exchange". Quantitative Finance 5, nr 4 (sierpień 2005): 365–77. http://dx.doi.org/10.1080/14697680500151400.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

29

Aitken, Michael J., Henk Berkman i Derek Mak. "The use of undisclosed limit orders on the Australian Stock Exchange". Journal of Banking & Finance 25, nr 8 (sierpień 2001): 1589–603. http://dx.doi.org/10.1016/s0378-4266(00)00149-7.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

30

Aitken, Michael, i Alex Frino. "Execution costs associated with institutional trades on the Australian Stock Exchange". Pacific-Basin Finance Journal 4, nr 1 (maj 1996): 45–58. http://dx.doi.org/10.1016/0927-538x(95)00021-c.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

31

Chandra, Mohinesh, i Alireza Tourani-Rad. "Do Investors Value Environmental Corporate Policies? Evidence from the Australian Market". Journal of Risk and Financial Management 14, nr 3 (16.03.2021): 124. http://dx.doi.org/10.3390/jrfm14030124.

Pełny tekst źródła

Streszczenie:

In this paper, we explore the relationship between a firm’s environmental policies and their risk-adjusted stock returns, using a sample of stock exchange-listed Australian firms over the period of 2010–2018. We observed a positive and statistically significant relationship suggesting that a firm’s environmental policies partially explain their stock performance. Moreover, we found that investors in the Australian market significantly value a companies’ efforts to reduce emissions, and that this primarily drives the investors’ observed reaction to a firm’s social corporate policies. Next, we formed portfolios and observed that portfolios formed on high environmental, social, and governance (ESG) Environmental Pillar scores consistently outperformed those formed on low-ESG Environmental Pillar scores. Overall, our results lend support to the notion that investors in the Australian market value information about a firm’s social policies.

Style APA, Harvard, Vancouver, ISO itp.

32

Ferdous, Lutfa Tilat, Niroshani Parahara Withanalage i Abyan Amirah Qamaruz Zaman. "Review of short-run performance of initial public offerings in Australia". Corporate Ownership and Control 18, nr 2 (2021): 188–200. http://dx.doi.org/10.22495/cocv18i2art16.

Pełny tekst źródła

Streszczenie:

This study investigates the short-run performance of initial public offerings in Australia. Based on sources from the Morningstar DatAnalysis database, we analyzed 211 Australian publicly traded initial public offerings (IPO) listed on the Australian stock exchange between January 2011 and December 2015 using multiple regression analysis with dummies to represent industry and listing year. According to our analysis, total market return indicates an IPO underpricing phenomenon whereas secondary market shows an overpricing scenario. Moreover, this analysis supports the contention that short-run performance fluctuations were based on the listing year and industry settings. This study contributes to the literature by analysing the short-run performance of both the primary and secondary markets

Style APA, Harvard, Vancouver, ISO itp.

33

Akhtar, Shumi, Robert Faff i Barry Oliver. "The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates". Australian Journal of Management 36, nr 3 (grudzień 2011): 387–403. http://dx.doi.org/10.1177/0312896211410723.

Pełny tekst źródła

Streszczenie:

We examine the effect of consumer sentiment announcements on changes in 13 of the more common foreign exchange rates against the Australian dollar using a consumer sentiment index (CSI). Generally, we find that the CSI possesses information that influences the foreign exchange market. However, we observe an asymmetric effect – when a lower than previous month CSI is announced, the Australian dollar experiences a significant depreciation on the announcement day, but there is no matching appreciation when positive CSI news occurs. This supports the negativity effect documented in the psychology literature and in the Australian stock market. There is no evidence that the effect is non-linear.

Style APA, Harvard, Vancouver, ISO itp.

34

ISMAIL, MOHD TAHIR, i ZAIDI BIN ISA. "MODELING THE INTERACTIONS OF STOCK PRICE AND EXCHANGE RATE IN MALAYSIA". Singapore Economic Review 54, nr 04 (grudzień 2009): 605–19. http://dx.doi.org/10.1142/s0217590809003471.

Pełny tekst źródła

Streszczenie:

After the East Asian crisis in 1997, the issue of whether stock prices and exchange rates are related or not have received much attention. This is due to realization that during the crisis the countries affected saw turmoil in both their currencies and stock markets. This paper studies the non-linear interactions between stock price and exchange rate in Malaysia using a two regimes multivariate Markov switching vector autoregression (MS-VAR) model with regime shifts in both the mean and the variance. In the study, the Kuala Lumpur Composite Index (KLCI) and the exchange rates of Malaysia ringgit against four other countries namely the Singapore dollar, the Japanese yen, the British pound sterling and the Australian dollar between 1990 and 2005 are used. The empirical results show that all the series are not cointegrated but the MS-VAR model with two regimes manage to detect common regime shifts behavior in all the series. The estimated MS-VAR model reveals that as the stock price index falls the exchange rates depreciate and when the stock price index gains the exchange rates appreciate. In addition, the MS-VAR model fitted the data better than the linear vector autoregressive model (VAR).

Style APA, Harvard, Vancouver, ISO itp.

35

Kythreotis, Alexis, Bagher Asgarnezhad Nouri i Milad Soltani. "Determinants of Capital Structure and Speed of Adjustment: Evidence from Iran and Australia". International Journal of Business Administration 9, nr 1 (13.12.2017): 88. http://dx.doi.org/10.5430/ijba.v9n1p88.

Pełny tekst źródła

Streszczenie:

This study investigated different companies’ capital structures using a comparative approach in a developing country (Iran) and a developed country (Australia). The purpose of this study was to identify the factors affecting the capital structure based on the company's characteristics in Iran and Australia. The main characteristics of the companies used in this research are mainly based on the variables used in Pecking order theory and the Trade-off theory namely tangibility, firm size, profitability, and business risk. Three other variables including liquidity, asset utilization ratio and speed of adjustment were also investigated. Two indicators of total debt ratio and long-term debt ratio have been used as corporate leverage index. The population of this study included 178 Iranian companies listed on Iran's stock exchange and 187 Australian companies listed on Australia’s stock exchange from 2009 to 2015. To test the hypotheses, Panel data and Eviews software were used. To ensure robustness of the results, the speed of adjustment was estimated using GMM and OLS (with fixed and random effects).The results of this study showed that dynamic trade-off theory could better explain the changes in capital structure in Iran and Australia. The results also revealed significant differences in factors affecting the capital structure in Iran and Australia.

Style APA, Harvard, Vancouver, ISO itp.

36

Chai, Daniel, Ziyang Lin i Chris Veld. "Value-creation through spin-offs: Australian evidence". Australian Journal of Management 43, nr 3 (10.11.2017): 353–72. http://dx.doi.org/10.1177/0312896217729728.

Pełny tekst źródła

Streszczenie:

We examine announcement effects and the long-run stock performance associated with spin-offs for companies listed on the Australian Securities Exchange. The 3-day announcement effect is a significantly positive 2.93%. Contrary to previous studies, we find no differences between ex post completed and non-completed spin-off announcements. The abnormal returns do not seem to be related to factors found significant in previous studies, such as an increase in industrial or geographical focus, information asymmetry, and the amount of bank debt of the parent company. There is some evidence that Australian spin-offs are associated with a positive long-run excess stock performance for up to 24 months after the spin-off. This effect is mostly driven by focus-increasing spin-offs.

Style APA, Harvard, Vancouver, ISO itp.

37

Phala, Morungwa Lumka, Yaeesh Yasseen, Nirupa Padia i Waheeda Mohamed. "A comparative study on strategy disclosure between emerging markets and developed markets". Journal of Indian Business Research 11, nr 1 (7.03.2019): 2–22. http://dx.doi.org/10.1108/jibr-09-2017-0168.

Pełny tekst źródła

Streszczenie:

Purpose This study aims to compare the extent of voluntary strategy disclosure in the annual/integrated reports of listed companies in an emerging market with the extent of strategy disclosure in the annual/integrated reports of listed companies in a developed market. Design/methodology/approach A developed market sample that was made up of the top 50 companies on the New York Stock Exchange and the Australian Stock Exchange was compared to an emerging market sample that was made up of the top 50 companies on the Johannesburg Stock Exchange and the Bombay Stock Exchange. The comparison was conducted by scoring the amount of strategy disclosure reported in the annual/integrated reports of the companies for the years 2011, 2012 and 2013. Findings The emerging market companies had average to good strategy disclosures in their annual reports, whereas the annual reports of companies in the developed market showed low strategy disclosure. Originality/value This study expanded upon the limited research available on strategy disclosure by comparing the extent of strategy disclosures in two developmental markets (the developed and emerging market).

Style APA, Harvard, Vancouver, ISO itp.

38

Aitken, Michael, i Alex Frino. "The accuracy of the tick test: Evidence from the Australian stock exchange". Journal of Banking & Finance 20, nr 10 (grudzień 1996): 1715–29. http://dx.doi.org/10.1016/s0378-4266(96)00008-8.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

39

Murray, Hamish, Thu Phuong Pham i Harminder Singh. "Latency reduction and market quality: The case of the Australian Stock Exchange". International Review of Financial Analysis 46 (lipiec 2016): 257–65. http://dx.doi.org/10.1016/j.irfa.2015.09.001.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

40

Worthington, Andrew C. "The decline of calendar seasonality in the Australian stock exchange, 1958–2005". Annals of Finance 6, nr 3 (28.11.2008): 421–33. http://dx.doi.org/10.1007/s10436-008-0111-9.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

41

Shamsuddin, Abul F. M., i Jae H. Kim. "Integration and interdependence of stock and foreign exchange markets: an Australian perspective". Journal of International Financial Markets, Institutions and Money 13, nr 3 (lipiec 2003): 237–54. http://dx.doi.org/10.1016/s1042-4431(02)00046-x.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

42

van Rensburg, Paul, i Emile Janari. "Firm-specific characteristics and the cross-section of Australian stock exchange returns". Journal of Asset Management 9, nr 3 (25.08.2008): 193–214. http://dx.doi.org/10.1057/jam.2008.18.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

43

Aitken, Michael, Alex Frino i Stuart Sayers. "The intra-day impact of block trades on the Australian stock exchange". Asia Pacific Journal of Management 11, nr 2 (październik 1994): 237–53. http://dx.doi.org/10.1007/bf01739201.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

44

Hua, Jie, Maolin Huang i Chengshun Huang. "Centrality Metrics’ Performance Comparisons on Stock Market Datasets". Symmetry 11, nr 7 (15.07.2019): 916. http://dx.doi.org/10.3390/sym11070916.

Pełny tekst źródła

Streszczenie:

The stock market is an essential sub-sector in the financial area. Both understanding and evaluating the mountains of collected stock data has become a challenge in relevant fields. Data visualisation techniques can offer a practical and engaging method to show the processed data in a meaningful way, with centrality measurements representing the significant variables in a network, through exploring the aspects of the exact definition of the metric. Here, in this study, we conducted an approach that combines data processing, graph visualisation and social network analysis methods, to develop deeper insights of complex stock data, with the ultimate aim of drawing the correct conclusions with the finalised graph models. We addressed the performance of centrality metrics methods such as betweenness, closeness, eigenvector, PageRank and weighted degree measurements, drawing comparisons between the experiments’ results and the actual top 300 shares in the Australian Stock Market. The outcomes showed consistent results. Although, in our experiments, the results of the top 300 stocks from those five centrality measurements’ rankings did not match the top 300 shares given by the ASX (Australian Securities Exchange) entirely, in which the weighted degree and PageRank metrics performed better than other three measurements such as betweenness, closeness and eigenvector. Potential reasons may include that we did not take into account the factor of stock’s market capitalisation in the methodology. This study only considers the stock price’s changing rates among every two shares and provides a relevant static pattern at this stage. Further research will include looking at cycles and symmetry in the stock market over chosen trading days, and these may assist stakeholder in grasping deep insights of those stocks.

Style APA, Harvard, Vancouver, ISO itp.

45

Mittal, Prabhat. "Time Series Analysis Using ARCH Models: A Case Analysis of Australian Stock Index". VEETHIKA-An International Interdisciplinary Research Journal 3, nr 1 (31.03.2017): 74–80. http://dx.doi.org/10.48001/veethika.2017.03.01.007.

Pełny tekst źródła

Streszczenie:

Australian All Ordinaries Stock Index has been in the headline since 1997 for its tear jerking effect on the stock exchange. Present work attempts to develop a realistic time-series model to explain the behavior of the stock price data during 2 January 1997 to 29 December 2006 collected from www.yahoofinance.com. To begin with residual analysis reveals that assumption of constant one period ahead forecast variance does not hold true. Accordingly, a new class of stochastic processes, called Autoregressive Conditional Heteroscedastic (ARCH) is studied. To this end, Computer programs on Ms-Excel have been used to fit the ARCH model.

Style APA, Harvard, Vancouver, ISO itp.

46

Frino, Alex, Andrew Lepone i Grace Lepone. "Price Impact of Corporate Bond Trading: Evidence from the Australian Securities Exchange". Review of Pacific Basin Financial Markets and Policies 22, nr 03 (wrzesień 2019): 1950020. http://dx.doi.org/10.1142/s0219091519500206.

Pełny tekst źródła

Streszczenie:

This study examines the price effects of investment-grade–corporate bond transactions on the Australian Securities Exchange (ASX). Results indicate that both purchases and sales of exchange traded corporate bonds incur significant transaction costs upon execution. Post execution, purchases of all sizes either experience price continuations, or no significant price reversals, suggesting the presence of information. Sales of all sizes experience complete price reversals, implying that selling corporate bonds conveys no information to the market. These results are consistent with the majority of equity market studies that document a similar asymmetry between purchases and sales. Analysis of the determinants of price effects associated with bond market trades reveals that trade-size, market conditions, underlying stock price volatility, underlying stock turnover, bid–ask spreads (BAS), and market depth are associated with the magnitude of price movements surrounding these trades. Contemporaneous equity returns appear to have no effect on the price impact of corporate bonds.

Style APA, Harvard, Vancouver, ISO itp.

47

Williams, R. C. "THE CREATION AND FLOTATION OF NOVUS PETROLEUM LTD". APPEA Journal 36, nr 1 (1996): 706. http://dx.doi.org/10.1071/aj95050.

Pełny tekst źródła

Streszczenie:

Novus Petroleum Ltd listed on the Australian Stock Exchange on 24 May 1995 having raised $157.5 million of equity. It was the largest initial public offering (IPO) of an oil company ever undertaken in Australia, and the third largest equity-raising on the Australian market during financial year 1994-5.The creation of Novus involved the creation of a team of professional advisers comprising ANZ McCaughan (broker), Indosuez Australia (financial adviser), Ernst and Young (accounting and taxation adviser), Phillips Fox (legal adviser) and Fern Consultants (technical adviser). During the period from mid 1994 to May 1995, the team identified and procured a portfolio of producing and exploration assets (including shares in over 30 oil and gas fields); negotiated sale and purchase, underwriting, loan and other necessary agreements; wrote and issued a prospectus and performed the necessary due diligence and other processes involved with a public equity offering; and marketed the stock in the new company globally.The success of the IPO is attributed to having a very clear business focus and strategy, a diverse portfolio of quality assets, a strong and experienced management team, good earnings arithmetic and a strong balance sheet. Delivery of the success is attributed to the commitment and enthusiasm of the professional team involved with the float process.

Style APA, Harvard, Vancouver, ISO itp.

48

KR, Krishna Reddy, i Mingli Fu. "Does Shariah Compliant Stocks Perform Better than the Conventional Stocks? A Comparative Study Stocks Listed on the Australian Stock Exchange". Asian Journal of Finance & Accounting 6, nr 2 (26.09.2014): 155. http://dx.doi.org/10.5296/ajfa.v6i2.6072.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

49

Thomson, Dianne, i Ameeta Jain. "Corporate Governance Failure And Its Impact On National Australia Banks Performance". Journal of Business Case Studies (JBCS) 2, nr 1 (1.01.2006): 41–56. http://dx.doi.org/10.19030/jbcs.v2i1.4879.

Pełny tekst źródła

Streszczenie:

The National Australia Bank (NAB) is the largest financial services institution listed on the Australian stock exchange and is within the 30 most profitable financial services organisation in the world. In January 2004, the bank disclosed to the public that it had identified losses relating to unauthorised trading in foreign currency options amounting to AUD360 million. This foreign exchange debacle was classified as operational risk, the risk of loss resulting from inadequate or failed processes, people, or systems and reiterated the importance of corporate governance for banks. Concurrent issues of National Australia Banks AUD4.1 billion loss on US HomeSide loans in 2001, the degree of strength of their risk management practices and lack of auditor independence, were raised by the US Securities and Exchange Commission in 2004, reinforcing the view that corporate governance had not been given the priority it deserved over a number of years. This paper will assess and critically analyse the impact of corporate governance failure by management and Board of Directors on NABs performance over the years 2001-2005.

Style APA, Harvard, Vancouver, ISO itp.

50

Frijns, Bart, Aaron Gilbert i Alireza Tourani-Rad. "Crossing the Tasman". Pacific Accounting Review 26, nr 3 (10.11.2014): 177–95. http://dx.doi.org/10.1108/par-06-2013-0053.

Pełny tekst źródła

Streszczenie:

Purpose – The purpose of this paper is to investigate price discovery for cross-listed stocks on the New Zealand Exchange (NZX) and the Australian Stock Exchange (ASX) and find out the determinants of price discovery between the two markets. Design/methodology/approach – Gonzalo Granger Component Shares and Hasbrouck Information Shares were estimated annually for a sample of 19 cross-listed stocks between 1998 and 2012. Then dynamic panel regressions were used to investigate the driving factors behind price discovery between the NZX and ASX. Findings – Strong downward trends were observed in the contribution to price discovery of the NZX, both for New Zealand firms cross-listing on the ASX and Australian firms cross-listing on the NZX. While in the early years in our sample period, price discovery is dominated by the home market, by 2012, 50 per cent of price discovery for New Zealand firms takes place on the ASX, and the NZX acts as a satellite market for Australian firms. It was also observed that the NZX share of trading activity has a strong positive effect on the NZX level of price discovery, while there is a negative relationship with relative bid–ask spreads. Practical implications – Results suggest that the importance of the NZX relative to the ASX with regards to price discovery is decreasing over time. Given the importance of price discovery for exchanges, such a finding is concerning for the NZX. The determinants of price discovery found in the paper, such as relative volume and spreads, do, however, offer some guidance on how the NZX could regain price discovery. Originality/value – This paper offers a longer and broader analysis of price discovery between the NZX and ASX, two highly integrated markets, and extends previous work by exploring the drivers of price discovery in a panel setting.

Style APA, Harvard, Vancouver, ISO itp.

Oferujemy zniżki na wszystkie plany premium dla autorów, których prace zostały uwzględnione w tematycznych zestawieniach literatury. Skontaktuj się z nami, aby uzyskać unikalny kod promocyjny!