SIRCA e-Newsletter - Vol.
06
September 2004
In this issue:
1. THE IMPORTANCE OF MARKET INTEGRITY
SIRCA has released the results of its latest research,
The Importance of Market Integrity - An Analysis of ASX Self
Regulation, and the impact it will have in the market.
The results were presented by Sydney University researchers
at a recent SIRCA Industry Forum.
SIRCA Industry Forum
2. NEW MARKETS ADDED TO RASP
SIRCA is pleased to announce the release of additional exchanges
to its Research Application Service Provider (RASP). The release
is scheduled for mid-September 2004 and will include all North
American and Asian stock exchanges. The new release continues
RASP's success in providing researchers with one of the most
extensive historical market data sets in the world.
More
3. FIRN APPROVED FOR FUNDING
 The Financial
Integrity Research Network (FIRN) has been successful in securing
funding through the Australian Research Council (ARC) under
its Research Networks program.
More
4. WHAT'S IN AN INDEX?
Standard & Poor's indices measure the movements in share
values resulting from equity trading on the Australian Stock
Exchange (ASX). Standard & Poor's have published a booklet
called Understanding
Indices, suitable for any researcher interested in index
data.
Standard & Poor's also provides research and analysis
for Australian and Global Indices, via their monthly "Inside
the Index" and "The
World by Numbers" newsletters. These newsletters
are also available on the SIRCA website under S&P/ASX
Index Data. Further information can be found at the Standard
& Poor's website.
5. TOP 5 DATA CONSULT QUESTIONS
- How do I obtain
data?
- What data is available?
- How can I streamline
the data consult process?
- What is confidential
data?
- Where can I access
SIRCA's latest research findings?
Did you know...
If you have any suggestions or feedback on SIRCA's data, please
send an e-mail to sirca@sirca.org.au
6.
WHAT'S NEW AT SIRCA ...
SIRCA Training
Frances Carlow (BDM) and Fil Maisetti recently visited SIRCA's
Subscribing and Foundation members throughout Australia. During
their visits they held presentations on SIRCA's data services
and provided training on accessing new datasets, including
the new RASP. If you are a SIRCA
member and would like training at your university, please
contact Frances Carlow.
Hot Desk Facility
If you are a SIRCA member, don't forget about SIRCA's Hot
Desk facility. If you are visiting Sydney's CBD and need a
desk to work on data research or need an office to collaborate
with other researchers, please Contact
SIRCA to book a time.
ASPECT Database
SIRCA is currently preparing a paper on the research use of
the ASPECT database. We are particularly interested in feedback
from users and researchers of this database. If you would
like to take part in this study, please contact Frances
Carlow.
ASPECT
Financial Data
Latest Research
A
threshold model for Australian Stock Exchange equities
Return
and Risk of Buy-Write Strategies using Index Options: Australian
Evidence
Look
for the next issue of the SIRCA e-newsletter in December 2004.
© 2004 SIRCA (Securities Industry Research Centre
of Asia Pacific) Limited. All rights reserved. |
TECHNOLOGY
ASX, Reuters, SFE, ac3, S&P, CMCRC, SMARTS. |
INDUSTRY
AFMA, IFSA, NEMMCO, Brokers, Fund Managers, Banks, and
Corporations. |
GOVERNMENT
ARC, AUSTRAC, ATO, DEST, NOIE, OIT, CSIRO. |
UNIVERSITIES
Twenty-six collaborating universities.
SIRCA Members |
| SIRCA
research programs focus on the integrity, efficiency and
effectiveness of financial markets, systems and services. |
| SIRCA
offers training and workshops that help researchers get
the most from our data sets. If researchers from your
university are interested in training, please e-mail sirca@sirca.org.au
or phone +61 2 9231 5888 |
| SIRCA
welcomes subscriber feedback, story ideas, as well as
editorial contributions to our quarterly newsletter. Please
e-mail your ideas to: media@sirca.org.au |
|
