Research

Latest Research Findings

A threshold model for Australian Stock Exchange equities

Return and Risk of Buy-Write Strategies using Index Options: Australian Evidence

An empirical investigation of Australian Stock Exchange Data

Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers

Tactical Asset Allocation: Australian Evidence

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SIRCA - The Region's Leading Financial Services Research Hub
Did you know? Four of the top fifteen academic authors in Asia-Pacific universities use SIRCA data. A study in 2001 identified authors Robert Faff, Michael Aitken, Henk Berkman and Timothy Brailsford in the top fifteen of the most published academics in the finance profession in the Asia-Pacific region. All authors credit SIRCA for the provision of their data. View the Full Article

SIRCA Research

SIRCA comprises several Research Programs, which are collectives of academics, students, commercial sponsors, SIRCA personnel and government representatives whose research activity is based around a particular market or business focus.

Research Programs
Industry Research

Research Data Infrastructure

SIRCA Technology at Australian Technology Park in Redfern has a state-of-the-art research infrastructure comprising:

High performance computing and storage management facilities.
A highly secure financial services data warehouse.
Data visualization & mining research tools.
Custom designed research tools.
A dedicated and experienced programming team.