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Australian Momentum: Performance, Capacity And The Gfc Effect, Bruce Vanstone, Tobias Hahn
Australian Momentum: Performance, Capacity And The Gfc Effect, Bruce Vanstone, Tobias Hahn
Bruce Vanstone
This paper assesses the performance of momentum strategies in Australia, and how they were affected by the GFC. This paper is the first to address the issue of the dollar capacity of momentum strategies in the Australian market. We find evidence of a strong momentum effect in Australia amongst the S&P/ASX200 constituents. We find that momentum portfolios suffered during the GFC, but the effect was not persistent. Finally, we show that the capacity of the momentum effect in Australia is large enough in dollar terms to reject the assertion that momentum is more of a theoretical than a practical construct.
Australian Momentum: Performance, Capacity And The Gfc Effect, Bruce Vanstone, Tobias Hahn
Australian Momentum: Performance, Capacity And The Gfc Effect, Bruce Vanstone, Tobias Hahn
Tobias Hahn
This paper assesses the performance of momentum strategies in Australia, and how they were affected by the GFC. This paper is the first to address the issue of the dollar capacity of momentum strategies in the Australian market. We find evidence of a strong momentum effect in Australia amongst the S&P/ASX200 constituents. We find that momentum portfolios suffered during the GFC, but the effect was not persistent. Finally, we show that the capacity of the momentum effect in Australia is large enough in dollar terms to reject the assertion that momentum is more of a theoretical than a practical construct.
Long Service Leave In Australia: An Examination Of The Options For A National Long Service Leave Minimum Standard, Rebecca Casey, John Mclaren, John Passant
Long Service Leave In Australia: An Examination Of The Options For A National Long Service Leave Minimum Standard, Rebecca Casey, John Mclaren, John Passant
John Passant
Long service leave is an employment condition that provides paid leave to employees who serve an employer over a long period of time without a break in service. A common feature of long service leave is continuous service with an employer, which then entitles an employee to paid leave as a reward for their service. This means that in most jurisdictions the leave is generally not portable and is lost when transferring between employers. This paper will explore the long service leave entitlements for national system employees that currently exist in state and territory long service leave legislation in Australia …