Discovery Early Career Researcher Award - Grant ID: DE180100649
Funder
Australian Research Council
Funding Amount
$363,996.00
Summary
Slow diffusion of information in asset pricing and risk management. This project aims to develop a unified investment and asset pricing theory for the slow diffusion of information in financial markets, such as momentum, reversal and post-earnings announcement drift. Expected outcomes of this project include the development of optimal methods to explore historical information, a systematic understanding of the impact of investor sentiment and heterogeneity on the speed of asset price response to ....Slow diffusion of information in asset pricing and risk management. This project aims to develop a unified investment and asset pricing theory for the slow diffusion of information in financial markets, such as momentum, reversal and post-earnings announcement drift. Expected outcomes of this project include the development of optimal methods to explore historical information, a systematic understanding of the impact of investor sentiment and heterogeneity on the speed of asset price response to news, and novel empirical hypotheses and tests that improve return predictability and reduce crash risks. The project will provide a potential competitive advantage and guidance to Australian investors, including superannuation fund managers, in competitive globalised financial markets.Read moreRead less
Discovery Early Career Researcher Award - Grant ID: DE150101347
Funder
Australian Research Council
Funding Amount
$375,000.00
Summary
Characterising the hazard, structure and impacts of convective wind storms. This project aims to characterise probabilistically the severe convective wind storm risk (thunderstorm and tornado) to Australia under current and future climates. This will be achieved using a new coupled analysis-simulation based approach to wind hazard analysis. It will also characterise the complex wind structure within these wind storms by integrating three-dimensional data from novel high-resolution observation ne ....Characterising the hazard, structure and impacts of convective wind storms. This project aims to characterise probabilistically the severe convective wind storm risk (thunderstorm and tornado) to Australia under current and future climates. This will be achieved using a new coupled analysis-simulation based approach to wind hazard analysis. It will also characterise the complex wind structure within these wind storms by integrating three-dimensional data from novel high-resolution observation networks into a unifying wind field model. The project aims to generate the requisite information that allows convective wind storms to be explicitly accounted for in national and international wind-resistant design standards, thus acting to mitigate the devastating impacts of future events.Read moreRead less