Modelling stock market liquidity in Australia and the Asia Pacific Region. This project will develop new methods of assessing stock market liquidity in Australia and the Asia-Pacific region. These methods will use high frequency transactions-based data provided by the industry partner, SIRCA. The data will be the basis of smart information real time algorithms for measuring market liquidity. They will incorporate generalizations and extensions of recent developments in time series econometrics, ....Modelling stock market liquidity in Australia and the Asia Pacific Region. This project will develop new methods of assessing stock market liquidity in Australia and the Asia-Pacific region. These methods will use high frequency transactions-based data provided by the industry partner, SIRCA. The data will be the basis of smart information real time algorithms for measuring market liquidity. They will incorporate generalizations and extensions of recent developments in time series econometrics, and will be calibrated and evaluated statistically. The novel methods will be crucial to market participants and to regulators, who will be able to apply them to assess market depth and liquidity, and reduce trading costs substantially.Read moreRead less
Predicting the value and use of urban land. This project aims to develop a comprehensive, robust and user-friendly set of modelling tools to predict land values more accurately. Accurate predictions of land values reduce state government revenue risks and improve resource management. The expected outcome of this project is the development of modelling tools which, can be used to study land use allocation, infrastructure delivery and government taxation revenue. This should provide significant be ....Predicting the value and use of urban land. This project aims to develop a comprehensive, robust and user-friendly set of modelling tools to predict land values more accurately. Accurate predictions of land values reduce state government revenue risks and improve resource management. The expected outcome of this project is the development of modelling tools which, can be used to study land use allocation, infrastructure delivery and government taxation revenue. This should provide significant benefits such as the development of new econometric theory, advanced computational methods and evidence-based guidelines for policymakers.Read moreRead less