2016 Philip Brown Prize awarded to Zheyao Pan and Jianlei Han​

SIRCA is pleased ​to announce the winners of the 2016 Philip Brown Prize. At the 2017 AFAANZ Conference in Adelaide on Tuesday 4 July, SIRCA announced the 2016 winners of the ​Philip Brown Prize ​for the Best Published Paper. Congratulations to ​both ​Zheyao Pan and Jianlei Han​ for the publication of their paper in an A* journal, titled ‘On the relation between liquidity and the futures-cash basis: Evidence from a natural experiment’. ​Their paper was published in the Journal of Financial Markets, which, in response to the 2015 Chinese stock market crash, tests the hypothesis that liquidity and pricing efficiency causally affects each other. Their outstanding studies found that resulting shift in the arbitrage boundary led to the breakdown of the two-way causality relation between liquidity and the absolute futures-cash basis.

Reminder: SIRCA’s Young Researchers Workshop 7 Call for Papers

Reminder: SIRCA are seeking submissions for the 2017 Young Researchers Workshop 7. The deadline for paper submissions is September 1st, 2017.

This year the event will be held at the University of Melbourne (Victoria) over Monday, November 20 – Tuesday, November 21, 2017.

SIRCA will cover flight expenses as well as one night’s accommodation for the author of the papers selected for inclusion on the workshop program. The Young Researchers Workshop event will provide young researchers (those currently engaged in PhD research or whose PhD thesis was completed less than five years ago) the opportunity to present their paper to a panel of distinguished researchers and receive feedback on their paper from a discussant in a relaxed workshop environment.

To qualify for inclusion the presenting author must be a “young researcher” from a SIRCA Member University. Use of SIRCA data or other innovative data sets are highly encouraged.

To submit please send two copies of your paper: one as a Word Document and one as a PDF Document to callforpapers@sirca.org.au. All Word Documents need a cover page that should contain the following; names of the authors including those who are Young Researchers highlighted, and full contact details of the lead author and person submitting the paper including email, mobile phone and name of University. PDF and Word Documents should not contain author details in the body of the paper.

If you have any questions, please contact enquiries@sirca.org.au.

Submissions have now closed for “SIRCA’s Pitching Research”

Thank you to all who have submitted a pitch for this year’s SIRCA’s Pitching Research Symposium, co-ordinated by Professor Robert Faff from the UQ Business School. Applications to pitch at the Pitching Research Symposium have now closed, and the selected presenters will be notified and their names will be published shortly.

Philip Brown Prize: Call for Papers are closed

Thank you to all of those who submitted a paper to the Philip Brown Prize 2016. Applications have now closed, and the winning paper will be announced at the AFAANZ conference in Adelaide on July 4th. Stay tuned for the announcement of that prize.

Call for Papers – 2016 Philip Brown Prize

SIRCA are seeking submissions for the 2016 Philip Brown Prize. 

The Philip Brown Prize acknowledges the significant contribution Philip Brown made in the establishment of SIRCA and the work he did in developing databases used for finance and accounting research.

To be considered for this Prize, the paper must have been published in an A grade (or higher) journal in the calendar year of 2016 by a SIRCA Member using authorised SIRCA data.  Additionally, SIRCA must be cited within the publication.

To submit an application, email a full PDF version of the paper to philip-brown-prize@sirca.org.au by 02/6/2017.

SIRCA encourage all Members who meet the above criteria to apply.

The winner of the 2016 Philip Brown Prize will be announced during the 2017 AFAANZ conference in July.

For more information on the Philip Brown Prize, click here: Philip Brown Prize Call for Papers 2016.

Pitching Research Symposium 2017: A Callout for Submissions

Building on the great success of the last 2 years, SIRCA is pleased to announce the third edition of its Pitching Research Symposium in 2017.

Professor Robert Faff from the University of Queensland Business School will co-ordinate and lead a one-day symposium comprising ‘pitching research’ presentations. More details on this symposium are available here.

The call for papers are now open and should be emailed to pitching@sirca.org.au for consideration.

The submission deadline is 12 noon Monday 19 June, 2017.

The symposium is supported by FIRN and will be held on Friday 21 July, 2017 at the University of Technology, Sydney (UTS).

Call for Papers: SIRCA Young Researchers Workshop 2017 (YRW7)

SIRCA is pleased to open the call for papers inviting our young researchers to submit a current research paper to be reviewed and considered for the SIRCA Young Researchers Workshop 7 (YRW7). This year the event will be held at the University of Melbourne (Victoria) over Monday, November 20 – Tuesday, November 21, 2017.

SIRCA will cover flight expenses as well as one night’s accommodation for the author of the papers selected for inclusion on the workshop program. The Young Researchers Workshop event will provide young researchers (those currently engaged in PhD research or whose PhD thesis was completed less than five years ago) the opportunity to present their paper to a panel of distinguished researchers and receive feedback on their paper from a discussant in a relaxed workshop environment.

To qualify for inclusion the presenting author must be a “young researcher” from a SIRCA Member University. Use of SIRCA data or other innovative data sets are highly encouraged.

The deadline for paper submissions is September 1, 2017.

To submit please send two copies of your paper: one as a Word Document and one as a PDF Document to callforpapers@sirca.org.au. All Word Documents need a cover page that should contain the following; names of the authors including those who are Young Researchers highlighted, and full contact details of the lead author and person submitting the paper including email, mobile phone and name of University. PDF and Word Documents should not contain author details in the body of the paper.

If you have any questions, please contact enquiries@sirca.org.au.

SIRCA 2015 Corporate Governance Update

On Thursday, 9 February 2017, SIRCA will be releasing the 2015 update to the Corporate Governance (CG) dataset providing company report details through to the end of 2015. This release will also provide Members with ASX End of Day Price Data (AEOD) dataset. AEOD includes historical daily trading information for each stock listed on the ASX after 2013. Please note that there may be disruptions to the Corporate Governance product and the Data Library between 9:00am and 11:00am on Thursday, 9 February 2017.

Australian Equities (AE) product update

SIRCA wish to advise our Members that the ASX market data which supports our Australian Equities (AE) product is currently available in the AE interface up to 31 May, 2016. We plan to provide access to the ASX ITCH data shortly and will confirm to our Members when the data becomes available for use.  

ASX ITCH Feed comes to SIRCA!

SIRCA wish to advise our Members that the Australian Securities Exchange (ASX) are now providing SIRCA with the ITCH data feed. We are currently analysing this data feed as this will be the new source of data to support our Australian Equities (AE) product.

Our initial investigation has indicated that ITCH provides less detail than the former feed for AE. We are currently performing a full impact assessment and will share our findings with our AE users as we learn more about this new provision.