Linkage Projects - Grant ID: LP0560381

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/LP0560381

Funding Status
Closed

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Funded Activity Summary

Cycles and Size: Long Term Valuation and Investment Performance. This project will significantly enhance our understanding of the cyclical variation in the returns and volatility of size-related equity classes. A better understanding of these cyclical phenomena may also lead to improvements in the asset allocation process, in particular the investment in medium- and small-sized enterprise shares. The current neglect by analysts and reluctance of institutional investors to research and invest in this sizable market segment offers significant opportunities for linkage research. This project will focus on the valuation, (il)liquidity, and macroeconomic sources of momentum profits as they related to the economic cycle, across the size spectrum.

Funded Activity Details

Start Date: 08-03-2005

End Date: 30-06-2008

Funding Scheme: Linkage Projects

Funding Amount: $110,406.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Finance | Banking, Finance and Investment

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services | Macroeconomic issues not elsewhere classified |

Other Keywords

Banking, Finance and Investment | Finance | Finance and investment services | Macroeconomic issues not elsewhere classified

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