Philip Brown Prize for the Best Published Paper in 2012

Sirca has decided to make an annual award for the best paper published in the previous calendar year that uses, at least in part, data supplied by Sirca. The award will be made based on a recommendation to the Sirca CEO by the Membership and Research Committee (MRC), a sub-committee of the Sirca Limited Board. It has an initial cash value of $10,000.

In recognition of the contribution Philip Brown made to the establishment of Sirca and the work he did in developing databases to be used for finance and accounting research, the award has been named in his honour. The 2012 best paper will be announced during the 2013 AFAANZ Conference in Perth (July 7-9), and Philip has agreed to make the inaugural presentation.

I write to invite you to submit papers that were published in the 2012 calendar year, that use (at least in part) data supplied by Sirca, and that you believe are of excellent quality. While not all excellent papers are published in the “best” journals (as a guide ABDC rank A and above) it is unlikely that papers published in journals below an A rank would qualify for the award. Please submit a full pdf version of the paper that provides details of the journal in which your paper is published.

Please respond prior to 15 June 2013 to philipbrownprize@sirca.org.au

Chi-X data now available in the Data Library!

Chi-X Australia data are now available in the Data Library. These data contain an historical archive of order book tick history for trading on the Australian Chi-X Exchange (Chi-X), which dates back to the commencement of the exchange on 25th October 2011.

These data are made available under license from Chi-X for the purposes of academic research.

Please contact us if you would like to gain access to these data.

Market Capitalisation in Thomson Reuters Tick History

There is no direct field in TRTH for market capitalisation however it’s still possible to retrieve this using a simple two-step process.

Once you’ve populated your instrument list, under the fields tab and Corporate Actions message type, select the field Default Share Type > Thousands of Shares. This will give you the field for number of shares outstanding. You can use this along with last prices to calculate market cap figures. It will be required to retrieve two separate requests for the different Message Types, one for shares outstanding and one for last prices.

Sirca Welcomes Two New Members!

Sirca is pleased to announce that James Cook University and Swinburne University have recently joined us to bring our membership base to 36!

James Cook University has six campuses throughout Queensland and one in Singapore, with their Business School based in Townsville and Cairns.

Swinburne University has many locations throughout Melbourne and a campus in Malaysia.

On behalf of the Sirca community we wish you a very warm welcome!