Sirca Data Library and Core Research Data (CRD)

Some Sirca members may have noticed the new addition to the Sirca Product Portal recently. The Data Library is a recent addition to help facilitate access to our smaller and less complex datasets that do not require a tailor made user interface. The Data Library is a flexible way for us to add future collections of files that customers can download readily.

The Core Research Database (CRD) is the first inclusion through this portal. The CRD was previously encrypted and accessible through a separate login that wasn’t widely available. It can now be accessed using your regular Sirca login.

The CRD contains historical daily trading information including total volume, value and number of trades, and the high, low and close price for each stock listed on the ASX, including dilution information. This data is available from mid-1983 to the present. Members are able to manipulate this data in any manner that they wish to conduct research. E.g. Daily returns can be calculated from the information provided.

Please contact us if you would like more information.

Sirca and Rotterdam School of Management

Sirca would like to congratulate Mathijs van Dijk and Dominik Rosch for producing their first paper using Thomson Reuters Tick History (TRTH). The Rotterdam School of Management recently undertook a subscription of TRTH through Sirca and are believed to be the first academics to undertake a study of the US equity markets using our dataset.

The paper can be found at http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2062926

Congratulations gentleman, we look forward to more fine work!

Sirca’s new Chief Research Officer and Membership Research Committee


Sirca is committed to providing relevant data, workflow tools and expert support to enhance researcher productivity, with the ultimate aim of improving the international research standing of all our university members. In particular, we are keen to reach out to early career researchers and regional universities with limited research support capacity. In line with these goals Sirca has appointed a Chief Research Officer and a new Membership Research Committee to greatly strengthen our relevance to the ANZ financial research community.

Sirca’s new Chief Research Officer
Sirca is pleased to announce the appointment of Professor Terry Walter to the newly created role of Chief Research Officer (CRO). The CRO role has been created to provide students and junior staff at Sirca Member institutions access to additional research guidance and support. In the coming weeks Terry will be contacting discipline heads and supervisors to offer his services and arrange campus visits. The initial focus of the role will be at member institutions with limited research support capabilities relative to our larger members.

About Terry:
Terry Walter is well-known to a large number of academic staff in accounting and finance within our membership base. He has a wealth of experience spanning almost 40 years of academic teaching and research, primarily at the University of Western Australia, The University of Sydney, the University of New South Wales and most recently the University of Technology, Sydney (UTS). He will maintain a fractional appointment as a Professor of Finance at UTS in conjunction with his role as Sirca’s CRO. Throughout his academic career Terry has been generous in providing research- related suggestions to a huge number of academic staff, higher research degree students and visitors.

The Membership Research Committee
Sirca is also expanding member services through a series of other initiatives. Implementation of these additional member benefits, which are all directed at enhancing research training and research support, will be overseen by a newly created Membership Research Committee (MRC).

Sirca thanks the outstanding researchers who have accepted the invitation to serve on this committee:
Henk Berkman (University of Auckland)
Carole Comerton-Forde (ANU)
Mardi Dungey (University of Tasmania)
Robert Faff (University of Queensland)
Bruce Grundy (University of Melbourne)
Richard Heaney (University of Western Australia)
Petko Kalev (University of South Australia)
Dave Michayluk (UTS)

The MRC will be chaired by Charles Littrell, Executive General Manager of APRA, and also includes Kevin Davis, Research Director of the Australian Centre for Financial Studies. The MRC will join the CRO in providing advice to the Sirca CEO, Mike Briers, on funding support for research through research grants, best paper awards, travel support, conference sponsorships, and the FIRN Master Class. In addition Sirca will bring young researchers to Sydney twice per year so that they can present their papers at a young researcher workshop. Sirca is excited about the wealth of experience the MRC group brings to our membership services and looks forward to their assistance in providing expert advice in expanding our collaborative research support.