Discovery Projects - Grant ID: DP140100113

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP140100113

Funding Status
Closed

Does something not look right? The information on this page has been harvested from data sources that may not be up to date. We continue to work with information providers to improve coverage and quality. To report an issue, use the .

Funded Activity Summary

A New Approach to Information-Based Securities Trading. This project develops and tests a new approach to information-based securities trading, which can effectively describe trading dynamics and accurately measure the effects of information impounded in price and trading activities. It aims to provide a novel and practical framework for studying information asymmetry, belief heterogeneity and asset pricing, and apply the new approach to address a series of financial issues. The project will make significant contributions to finance research by shedding new insights on market dynamics and creating a new stream of models and modelling techniques. Academics, practitioners and regulators can use the new approach to better analyse the Australian financial market and improve its efficiency.

Funded Activity Details

Start Date: 01-01-2014

End Date: 31-12-2017

Funding Scheme: Discovery Projects

Funding Amount: $174,553.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Banking, Finance and Investment | Finance | Financial Econometrics

ANZSRC Socio-Economic Objective (SEO)

Market-Based Mechanisms | Finance Services |

Other Keywords

Banking, Finance and Investment | Finance | Finance Services | Financial Econometrics | Market-Based Mechanisms

Related Links