Quantifying the Effects of the Inclusion and Segregation of Contracts for Difference in Australian Equity Markets by Shaen Corbet, Cian Twomey

“…This study examines the effects that Contracts for Difference (CFDs) have had on the Australian equity market, either as an accelerant for mispricing, or as a source of increased market functionality through the addition of a new tradable product and increased liquidity. The Australian Securities Exchange (ASX) made the decision to segregate CFDs to a separate ring-fenced exchange in November 2007. …”
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Quantifying the Effects of the Inclusion and Segregation of Contracts for Difference in Australian Equity Markets by Shaen Corbet, Cian Twomey

“… This study examines the effects that Contracts for Difference (CFDs) have had on the Australian equity market, either as an accelerant for mispricing, or as a source of increased market functionality through the addition of a new tradable product and increased liquidity. The Australian Securities Exchange (ASX) made the decision to segregate CFDs to a separate ring-fenced exchange in November 2007. …”
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Quantifying the Effects of the Inclusion and Segregation of Contracts for Difference in Australian Equity Markets by Shaen Corbet, Cian Twomey

“… This study examines the effects that Contracts for Difference (CFDs) have had on the Australian equity market, either as an accelerant for mispricing, or as a source of increased market functionality through the addition of a new tradable product and increased liquidity. The Australian Securities Exchange (ASX) made the decision to segregate CFDs to a separate ring-fenced exchange in November 2007. …”
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Quantifying the Effects of the Inclusion and Segregation of Contracts for Difference in Australian Equity Markets by Shaen Corbet, Cian Twomey

“… This study examines the effects that Contracts for Difference (CFDs) have had on the Australian equity market, either as an accelerant for mispricing, or as a source of increased market functionality through the addition of a new tradable product and increased liquidity. The Australian Securities Exchange (ASX) made the decision to segregate CFDs to a separate ring-fenced exchange in November 2007. …”
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Modelling and Forecasting Stock Price Movements with Serially Dependent Determinants by Rasika Yatigammana, Shelton Peiris, Richard Gerlach, David Edmund Allen

“…Empirical evidence is provided, based on seven stocks listed on the Australian Securities Exchange (ASX). The prediction success varies between 78 and 91 per cent for in-sample and out-of-sample forecasts for both the short term and long term.…”
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In COVID-19 outbreak, correlating the cost-based market liquidity risk to microblogging sentiment indicators by Jawad Saleemi

“…The empirical results, based on the analysis of Australian Securities Exchange (ASX), found that Twitter sentiment indicators were relevant in the forecasting of market liquidity and execution cost at market level. …”
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A Quantitative Study of Oil Price Decrease and Bankruptcy Probability in Oil and Gas Companies by Dini Rosdini, Rahardi Gita Nautika

“…Our sample is made of 20 oil and gas firms listed at the Indonesia Stock Exchange (IDX), the Australian Securities Exchange (ASX) and the Singapore Exchange (SGX) during the period of 2013-2015 selected through purposive sampling. …”
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Implied transaction costs by leland option pricing models: A new approach and empirical evidence by Abdullah, Mimi Hafizah, Li, Steven

“…The effectiveness of this new approachis tested by using the S&P/ASX 200 index call options data.Based on the actual transaction costs on the Australian Securities Exchange (ASX) documented by previous studies and the Roll’s model,the empirical results reveal that this new approach can provide a reliable transaction costs estimate on stock trading in the ASX.Furthermore, the accuracy of the implied transaction costs and across option moneyness and maturity is investigated. …”
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The effect of Goods and Services Tax (GST) imposition on stock market overreaction and trading volume in Malaysia and Australia by Lee, Yok Yong, Mohamed Hisham Yahya, A.N. Bany-Ariffin, Aslam Izah Selamat

“…This paper investigates the GST imposition effect on stock overreaction and trading volume in Bursa Malaysia and Australian Securities Exchange (ASX). To evaluate the stock overreaction, t-test, Wilcoxon Signed-Rank Test and MannWhitney U-Test are employed to analyse the market-adjusted abnormal returns. …”
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Export volatility and corporate financing decisions in Australia: a dynamic panel data approach by Chow, Yee Peng, Muhammad, Junaina, Amin Noordin, Bany Ariffin, Cheng, Fan Fah

“…This paper investigates the influence of export volatility on corporate financing decisions of a sample of non-financial firms listed on the Australian Securities Exchange over the period 2004-2014. The GARCH model is employed to model export volatility. …”
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Exploring the Accounting Treatment of Exploration and Evaluation Activities in the Extraction Industry in South Africa and Australia by Christa Van der Walt, Banele Dlamini, Danie P Schutte

“…Data was collected from 60 entities in the extraction industry that are listed on the Johannesburg Stock Exchange (JSE) and the Australian Securities Exchange (ASX). The study found that South African entities classify exploration and evaluation assets as tangible or intangible assets using International Financial Reporting Standard (IFRS) 6. …”
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Corporate Social Performance and Use of Debt: an Examination of Australian Companies by Subba Reddy Yarram, Josie Fisher

“…Using a sample of Australian Securities Exchange (ASX) listed firms, this study finds that the level of CSP is not associated with long-term debt use, but there is a significant negative association between CSP and the short-term debt usage. …”
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Leverage effect and switching of market efficiency post goods and services tax (GST) imposition by Lee, Yok Yong, Yahya, Mohamed Hisham, Amin Noordin, Bany Ariffin, Selamat, Aslam Izah

“…This paper investigates the leverage effect and switching of market efficiency after the GST imposition on fee-based financial services in Bursa Malaysia and Australian Securities Exchange (ASX). The sample in this paper comprises of public listed companies for the period of one year before and after the GST imposition. …”
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Systematic Risk at the Industry Level: A Case Study of Australia by Thang Cong Nguyen, Tan Ngoc Vu, Duc Hong Vo, Michael McAleer

“…This study is conducted to examine if beta, proxied for a systematic risk, should be considered valid in the application of the CAPM at the industry level for Australia using daily data on 2200 stocks listed on the Australian Securities Exchange from January 2007 to 31 December 2016. …”
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Leverage effect and switching of market efficiency post goods and services tax (GST) imposition by Lee, Yok Yong, Yahya, Mohamed Hisham, Amin Noordin, Bany Ariffin, Selamat, Aslam Izah

“…This paper investigates the leverage effect and switching of market efficiency after the GST imposition on fee-based financial services in Bursa Malaysia and Australian Securities Exchange (ASX). The sample in this paper comprises of public listed companies for the period of one year before and after the GST imposition. …”
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The effect of goods and services tax (GST) imposition on stock market overreaction and trading volume in Malaysia and Australia by Lee, Yok Yong, Yahya, Mohamed Hisham, Amin Noordin, Bany Ariffin, Selamat, Aslam Izah

“…This paper investigates the GST imposition effect on stock overreaction and trading volume in Bursa Malaysia and Australian Securities Exchange (ASX). To evaluate the stock overreaction, t-test, Wilcoxon Signed-Rank Test and Mann-Whitney U-Test are employed to analyse the market-adjusted abnormal returns. …”
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Enterprise risk management (ERM) implementation: Some empirical evidence from large Australian companies by Ahmad, Saudah, Ng, Chew, McManus, Lisa Ann

“…Enterprise risk management (ERM), an organisation wide process which identifies potential adverse events and provides strategies to manage risks, has been suggested as an approach to combat the volume and complexities of the risks faced by today's organisations (see, for example, Beasley et al., 2009).Despite of the recent emphasis given to risk management by the Australian Securities Exchange (ASX), there is scant empirical evidence on ERM implementation among the Australian listed companies. …”
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Examination of information release on return volatility: A market and sectoral analysis by Mason Prasad, Walid Bakry, Maria Estela Varua

“…Analyst price targets (PTR) and Morningstar stock star ratings (MSR) were used as private information proxies while Australian Securities Exchange (ASX) announcements were used as the public information proxy. …”
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Centrality Metrics’ Performance Comparisons on Stock Market Datasets by Jie Hua, Maolin Huang, Chengshun Huang

“…Although, in our experiments, the results of the top 300 stocks from those five centrality measurements’ rankings did not match the top 300 shares given by the ASX (Australian Securities Exchange) entirely, in which the weighted degree and PageRank metrics performed better than other three measurements such as betweenness, closeness and eigenvector. …”
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Avaliação das reações do Mercado de Capitais no Brasil e na Austrália após o acidente ambiental da Mineradora Samarco by Francisco Sávio Maurício Araújo, Rômulo Alves Soares, Mônica Cavalcanti Sá de Abreu

“…Os dados utilizados na pesquisa foram obtidos no BM&FBovespa para as empresas brasileiras e na Australian Securities Exchange (ASX) para as empresas australianas, ao longo do ano de 2015. …”
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