Discovery Early Career Researcher Award - Grant ID: DE180100649

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DE180100649

Funding Status
Closed

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Funded Activity 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 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.

Funded Activity Details

Start Date: 01-01-2018

End Date: 31-12-2022

Funding Scheme: Discovery Early Career Researcher Award

Funding Amount: $363,996.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Investment and Risk Management | Banking, Finance and Investment | Finance

ANZSRC Socio-Economic Objective (SEO)

Finance Services | Investment Services (excl. Superannuation) | Superannuation and Insurance Services |

Other Keywords

Banking, Finance and Investment | Finance | Finance Services | Investment Services (excl. Superannuation) | Investment and Risk Management | Superannuation and Insurance Services

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