Capital Markets Cooperative Research Centre (CMCRC)

Fingerprint The fingerprint is based on mining the text of the scientific documents related to the associated persons. Based on that an index of weighted terms is created, which defines the key subjects of research unit

Liquidity Business & Economics
Price impact Business & Economics
Institutional trading Business & Economics
Managers Business & Economics
Broker Business & Economics
Futures contracts Business & Economics
High-frequency trading Business & Economics
Market liquidity Business & Economics

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Projects 2017 2020

Centre of Excellence for the Developing Mind

Castles, A., Hayes, B. K., Slaughter, V., de Rosnay, M., Melhuish, T., Burnham, D., Demuth, K., Suddendorf, T., Crain, S., Herbert, J., Johnson, M., Jones, C., Keller, P., McArthur, G., Navarro, D., Nielsen, M. & Richmond, J.

1/01/1831/12/18

Project: Other

Capital Markets CRC PhD Scholarship (Naveen Sumathipala)

Sumathipala, N. & Lepone, A.

1/01/181/01/18

Project: Other

Research Output 1991 2017

  • 38 Article
  • 23 Conference proceeding contribution
  • 2 Chapter

Are funds true to label? A note on matching qualitative and quantitative information

Chen, Z., Gallagher, D. R. & Schmidt, C. H. 1 May 2017 In : Australian Journal of Management. 42, 2, p. 296-307 12 p.

Research output: Research - peer-reviewArticle

Assets
Tracking error
Information value
Fund managers
Turnover

Asymmetry in the permanent price impact of block purchases and sales: theory and empirical evidence

Frino, A., Mollica, V., Romano, M. G. & Zhou, Z. Apr 2017 In : Journal of Futures Markets. 37, 4, p. 359-373 15 p.

Research output: Research - peer-reviewArticle

Empirical evidence
Asymmetry
Price impact
Exchange traded funds
Bull market

Marr’s levels and the minimalist program

Johnson, M. 1 Feb 2017 In : Psychonomic Bulletin and Review. 24, 1, p. 171-174 4 p.

Research output: Research - peer-reviewArticle