Linkage Projects - Grant ID: LP0453913

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/LP0453913

Funding Status
Closed

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Funded Activity Summary

The Value of Growth and Risk in the Australian Stock Market. The pricing of stock returns remains a ?holy grail? in financial economics. This project will take us closer to this prize by investigating new models for the pricing of risk in stock prices, focusing upon key questions specific to Australia including the role of liquidity, influence of goodwill and power of dividends. Tests will be conducted in the context of a new paradigm model. Outcomes are improved data management, improved risk control, improved tools and knowledge for investment decision-making for industry. The industry partner, DFA Australia, is a commercial fund manager highly committed through its strong links to US academe.

Funded Activity Details

Start Date: 05-04-2004

End Date: 31-03-2008

Funding Scheme: Linkage Projects

Funding Amount: $401,742.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Finance | Banking, Finance and Investment |

ANZSRC Socio-Economic Objective (SEO)

Microeconomic issues not elsewhere classified | Finance, property and business services

Other Keywords

Banking, Finance and Investment | Finance | Finance, property and business services | Microeconomic issues not elsewhere classified

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