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Harnessing investor sentiment using big data analytics
  • by Mark Johnman, Adrian Gepp, Bruce Vanstone
  • Fri 01 Nov
  • Issue 3

This study examines the statistical and economic significance of investor sentiment, based on general business news, on stock market returns and volatility.

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Testing for price bubbles in Australian listed equities and A-REIT markets
  • by Jamie Alcock, Angelo Aspris, Stephen Satchell, Reuben Segara, Danika Wright, Juan Yao
  • Fri 01 Nov
  • Issue 3

In this paper we explore the prevalence of asset-price bubbles in Australian listed industrial equities and A-REIT markets.

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Momemtum in Australia
  • by Bruce J. Vanstone, Tobias Hahn
  • Fri 01 Nov
  • Issue 3

This study provides a description of momentum in Australia, seeking to provide a benchmark for academics and practitioners in the search to improve the performance of momentum strategies.

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Forecasting the Australian yield curve
  • by James Brugler, Bonnie Li, Maryam Nasiri
  • Issue 3

In this paper we apply a number of forecasting models to Australian Government Bond yields.

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Bitcoin a bit unregulated?
  • by Cecilia Anthony Das, M. Shibley Sadique, Krishna Prasad
  • Issue 3

This paper reviews and contrasts the regulatory regime governing cryptocurrencies in Australia with those of the United States and European Union.

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Personal
Data, Technology and Competition: The Uncertain Future for Banking and Regulation
  • by Stephen P. King
  • Issue 2

Banking it is claimed is facing a period of disruption and uncertainty. Technological advances, it is argued will transform the industry and sweep away old institutions.

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The Demise in the Craft of SME Banking
  • by Joseph Healy
  • Issue 2

This paper argues that there has been a market failure in the provision of bank debt to the small-to-mediumsized-enterprise (SME) sector.

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