Novel econometric techniques for dealing with point processes in high frequency financial data with applications to financial risk management. The recent global financial crisis highlighted the inherent risk involved in investing in financial assets. This project aims to develop novel statistical methods for forecasting the onset of instability in asset prices. The outcomes of this research will lead to improvements in the management of financial risk.
Limiting False Positives in Empirical Asset Pricing Tests. The project aims to address the issue of data mining in asset pricing tests using innovative interdisciplinary approaches that mitigate the occurrence of false positives. The expected outcomes include extended options in finance for alleviating data mining, as well as new guidelines for rigorously evaluating the explanatory power of risk factors on expected returns. The project findings are expected to significantly advance our understan ....Limiting False Positives in Empirical Asset Pricing Tests. The project aims to address the issue of data mining in asset pricing tests using innovative interdisciplinary approaches that mitigate the occurrence of false positives. The expected outcomes include extended options in finance for alleviating data mining, as well as new guidelines for rigorously evaluating the explanatory power of risk factors on expected returns. The project findings are expected to significantly advance our understanding of the pricing of risk. Additionally, the proposed tools are anticipated to have broad applications, such as corporate finance and fraud detection, and offer significant value to finance research and its stakeholders, such as the Australian asset management industry and government regulatory bodies.
Read moreRead less
The impact of payout policy changes on firm value and short selling activities across different taxation regimes. Brealey et al (2011) assert that we don't know enough yet about how payout policy varies across firms. This project examines the information content of dividend changes and repurchase programs and the long-term market impact of these announcements, controlling for the substitution effect of repurchases/dividends in different institutional/tax regimes. This project also examines wheth ....The impact of payout policy changes on firm value and short selling activities across different taxation regimes. Brealey et al (2011) assert that we don't know enough yet about how payout policy varies across firms. This project examines the information content of dividend changes and repurchase programs and the long-term market impact of these announcements, controlling for the substitution effect of repurchases/dividends in different institutional/tax regimes. This project also examines whether short sellers manifest abnormal behaviour around the announcement of dividend changes and repurchase programs, and whether earnings are manipulated upwards to maintain the dividend or downwards prior to the announcement of repurchase programs. The findings will be of major interest to academics, managers, investors and regulators.Read moreRead less
Understanding and improving rare earth corrosion inhibitors. This project aims to investigate rare earth corrosion inhibitors by an interdisciplinary program of chemistry and materials science.
The project will generate new knowledge as to how rare earth corrosion inhibitors function and can be improved.
Expected outcomes include a better understanding of inhibitor induced protective films and improved inhibitors.
Significant benefits are eventually better protection of infrastructure from .... Understanding and improving rare earth corrosion inhibitors. This project aims to investigate rare earth corrosion inhibitors by an interdisciplinary program of chemistry and materials science.
The project will generate new knowledge as to how rare earth corrosion inhibitors function and can be improved.
Expected outcomes include a better understanding of inhibitor induced protective films and improved inhibitors.
Significant benefits are eventually better protection of infrastructure from corrosion with greener inhibitors and a new bulk use for rare earths to aid Australia’s emerging rare earth industry.
Read moreRead less
Sustainable Mathematical Foundations: STEM-enriched Modelling . This longitudinal project aims to generate new knowledge on how sustainable, innovative mathematics learning can be fostered through STEM-enriched mathematical modelling across the early grades. Featuring interdisciplinary processes, including engineering and science, novel modelling sequences will prompt children to adapt their existing ways of mathematical thinking to develop conceptual innovations in solving future-oriented pr ....Sustainable Mathematical Foundations: STEM-enriched Modelling . This longitudinal project aims to generate new knowledge on how sustainable, innovative mathematics learning can be fostered through STEM-enriched mathematical modelling across the early grades. Featuring interdisciplinary processes, including engineering and science, novel modelling sequences will prompt children to adapt their existing ways of mathematical thinking to develop conceptual innovations in solving future-oriented problems. New theoretical and empirical frameworks are expected to transform our outmoded problem experiences to ones that challenge all children to reach their mathematical potential. Professional learning, informed by international collaboration, is expected to transcend existing teacher development modes.Read moreRead less
Using mathematics to solve real world problems. This project aims to identify, apply and refine teaching approaches that help secondary students learn mathematical modelling, using mathematics to solve real world problems. The study will investigate the mathematical, cognitive, social and environmental factors that "enable" Year 10/11 students to develop mathematical representations of a real world problem. This project expects to generate theoretical and practical insights into how these enable ....Using mathematics to solve real world problems. This project aims to identify, apply and refine teaching approaches that help secondary students learn mathematical modelling, using mathematics to solve real world problems. The study will investigate the mathematical, cognitive, social and environmental factors that "enable" Year 10/11 students to develop mathematical representations of a real world problem. This project expects to generate theoretical and practical insights into how these enablers promote successful modelling, tasks that support students' development as modellers, and effective teaching approaches that promote student capability and interest in mathematics.Read moreRead less
Modelling with data: Advancing STEM in the primary curriculum. Improving the nation's skills in Science, Technology, Engineering, and Mathematics (STEM) remains a continuing concern, especially given the decline in international test results. The project aims to introduce a new approach to promoting this learning across grades 3-6 through modelling with data. With a focus on inquiry processes involving data variation and uncertainty within STEM-based contexts, the project aims to develop the imp ....Modelling with data: Advancing STEM in the primary curriculum. Improving the nation's skills in Science, Technology, Engineering, and Mathematics (STEM) remains a continuing concern, especially given the decline in international test results. The project aims to introduce a new approach to promoting this learning across grades 3-6 through modelling with data. With a focus on inquiry processes involving data variation and uncertainty within STEM-based contexts, the project aims to develop the important mathematical and statistical literacies needed for lifting student achievements. In advancing both theory and practice, the project aims to contribute to knowledge of primary students' capabilities for STEM problem solving and ways of enhancing implementation of the Australian Curriculum.Read moreRead less
Investigating the relationship between teacher expectations, student persistence and the learning of mathematics. There is a culture in many classrooms in which teachers are encouraged by students to pose easy tasks. The project will explore what is needed to encourage students to embrace challenges and to persist even when tasks are difficult. The outcome will be enhanced mathematics learning and improved student confidence.
Modelling with design: learning innovation across primary science, technology, engineering and mathematics (STEM). This project aims to introduce a new approach to advancing mathematics learning and problem solving across grades four to six. This project expects to generate new knowledge by building on primary school students’ science, technology, engineering and mathematics (STEM) competencies across several years. The project will establish critical foundations for advancing core mathematics ....Modelling with design: learning innovation across primary science, technology, engineering and mathematics (STEM). This project aims to introduce a new approach to advancing mathematics learning and problem solving across grades four to six. This project expects to generate new knowledge by building on primary school students’ science, technology, engineering and mathematics (STEM) competencies across several years. The project will establish critical foundations for advancing core mathematics content and multidisciplinary problem-solving knowledge. Expected outcomes include evidencebased findings and resources to inform ways to stimulate, sustain, and improve achievement across the STEM disciplines.Read moreRead less
Talking Maths: Bridging the gap through talk in Early Years mathematics . The study aims to address the gap in mathematical performance in Australia in relation to socioeconomic status (SES) by focusing on language and learning in mathematics. The study will design and evaluate a school-based intervention that positions language through talk as a key resource in teaching mathematics in Grades 1 and 2. Outcomes of the study will be empirical evidence of the effect of a language-based pedagogy on ....Talking Maths: Bridging the gap through talk in Early Years mathematics . The study aims to address the gap in mathematical performance in Australia in relation to socioeconomic status (SES) by focusing on language and learning in mathematics. The study will design and evaluate a school-based intervention that positions language through talk as a key resource in teaching mathematics in Grades 1 and 2. Outcomes of the study will be empirical evidence of the effect of a language-based pedagogy on young students' achievement in mathematics and further understanding of the relationship between talk and learning. These outcomes will inform policy and teacher education and have a long lasting impact on low SES students' educational and work opportunities with ultimate impact on economic and cultural prosperity.
Read moreRead less