SIRCA Release of Share Price & Price Relatives 2015 Update

The Share Price and Price Relatives (SPPR) dataset contains monthly ASX share prices and calculated price relatives back to December 1973 for all Australian listed and previously listed companies with fully paid shares. Additionally, the SPPR data contains dividends (including franking credits), adjustments for share issues and reconstructions, number of shares on issue, and also tracks ticker changers along with merger/delisting information.

SIRCA’s 2015 update of the SPPR data is now available through our Data Library (DL2).  The dataset is fee liable.  Should your university be interested in subscribing to the SPPR dataset, please contact enquiries@sirca.org.au for licensing and fee information.

SIRCA Member Portal Refresh and release of our Australian Symbology Directory

The SIRCA maintenance today included a refresh of the Member Portal User Interface (UI).  We hope you like the look and feel of this more standardised layout!

Additionally, we are excited to introduce to our Members the new Australian Symbology Directory, a perfect companion to our recently released Symbology Visualisation Tool.

Please note that the Chi-X data within the Data Library (DL) is still re-populating following our maintenance and will be fully available again by midnight tonight.  We apologise for any inconvenience this may cause.

We hope the changes we are making enhance your use of the SIRCA Member Portal and we welcome your feedback through enquiries@sirca.org.au.  Thank you for your input – it enables us to continue improving your SIRCA research experience!

UPDATE as of 8pm 8/6/16: The Chi-X data is now fully available within the Data Library.

Reminder Call for Papers for 2015 Philip Brown Prize

Reminder Call: SIRCA are seeking submissions for the 2015 Philip Brown Prize. 

The Philip Brown Prize acknowledges the significant contribution Philip Brown made in the establishment of SIRCA and the work he did in developing databases used for finance and accounting research.

To be considered for this Prize, the paper must have been published in an A grade (or higher) journal in the calendar year of 2015 by a SIRCA Member using authorised SIRCA data.  Additionally, the use of SIRCA data must be cited within the publication.

To submit an application, email a full PDF version of the paper to philip-brown-prize@sirca.org.au by 30/5/2016.

SIRCA encourage all Members who meet the above criteria to apply.

The winner of the 2015 Philip Brown Prize will be announced during the 2016 AFAANZ conference in July.

For more information on the Philip Brown Prize, click here.

SIRCA Best Paper Award Recipients from the 28th Australasian Finance & Banking Conference (AFBC)

Congratulations to the joint winners of the SIRCA Best Paper Award from the 28th Annual Australasian Finance & Banking Conference (AFBC). The winning papers were:

“Price Discovery in Stock and Options Markets” by Vinay Patel (University of Technology, Sydney), Tālis Putniņš (University of Technology, Sydney), David Michayluk (University of Technology, Sydney) and Sean Foley (University of Sydney)

and;

“Communicating Stability in the Financial System: On the Causal Effects of Transparency on Growth” by Robert Faff (University of Queensland), Shams Pathan (University of Queensland) and Natalya Zelenyuk (University of Queensland).

Congratulations on this well deserved recognition from UNSW and the AFBC. We look forward to reading your future research papers.

Beijing Normal University students visit SIRCA

BNU_SIRCA

Students from Beijing Normal University recently visited SIRCA to understand more about the financial datasets that SIRCA provides to the academic community. The elite group of students were in Australia as part of a short summer programme held at the University of New South Wales.

SIRCA’s Pitching Research Symposium 2016 Update

The Call For Papers has now closed for SIRCA’s Pitching Research Symposium (PRS) 2016.

The PRS will be held on Friday 26 February, 2016 at the University of Technology, Sydney (UTS).

Thank you to all researchers who submitted pitch papers for consideration. The papers are now under review and we will be notifying all candidates shortly of the outcome.

More details on this Symposium are available here.

FIRN – UTS Market Microstructure Research Group Meeting

CALL FOR PAPERS: New FIRN – UTS Market Microstructure Research Group Meeting April 7-8, 2016

Submission deadline: January 20, 2016

The Financial Research Network (FIRN) and the University of Technology Sydney (UTS) are holding a Market Microstructure Meeting on April 7-8, 2016 in Sydney, Australia. The theme of the Meeting is “Market Microstructure: Where are we headed?” covering recent developments in the field and forward-looking perspectives. The Meeting format will include several paper presentations and discussions, a panel discussion, and a social function. The panel discussion theme is “Market microstructure in the high frequency era”, featuring lead panellist Maureen O’Hara (Cornell University and University of Technology Sydney) and panellists Ekkehart Boehmer (Singapore Management University), Austin Gerig (United States Securities and Exchange Commission), and Joseph Barbara (Australian Securities and Investments Commission).

The Meeting invites submission of full papers on any current theme in market microstructure. Discussants will be provided for all papers. Presenters will be notified by January 29, 2016. There are no fees to submit or present at the conference. Presenters of accepted papers will receive a substantial contribution to the costs of travel and accommodation. Paper presenters do not have to discuss any papers.

Please send paper submissions to the Meeting Chair: Talis Putnins at Talis.Putnins@uts.edu.au.