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Articles 1 - 30 of 95
Full-Text Articles in Social and Behavioral Sciences
Caviar And The Australian Stock Markets : An Appetiser, David E. Allen, A. K. Singh
Caviar And The Australian Stock Markets : An Appetiser, David E. Allen, A. K. Singh
Research outputs pre 2011
Value-at-Risk (VaR) has become the universally accepted metric adopted internationally under the Basel Accords for banking industry internal control and for regulatory reporting. This has focused attention on methods of measuring, estimating and forecasting lower tail risk. One promising technique is Quantile Regression which holds the promise of efficiently calculating (VAR). To this end, Engle and Manganelli in (2004) developed their CAViaR model (Conditional Autoregressive Value at Risk). In this paper we apply their model to Australian Stock Market indices and a sample of stocks, and test the efficacy of four different specifications of the model in a set of …
Volatility And Correlations For Stock Markets In The Emerging Economies Of Central And Eastern Europe : Implications For European Investors, David E. Allen, A. Golab, Robert Powell
Volatility And Correlations For Stock Markets In The Emerging Economies Of Central And Eastern Europe : Implications For European Investors, David E. Allen, A. Golab, Robert Powell
Research outputs pre 2011
This paper examines the European investment implications of the recent European Union (EU) expansion to encompass former Eastern bloc economies. What are the risk and return characteristics of these markets pre- and post-EU? What are the implications for investors within the Euro zone? Should investors diversify outside the Central and Eastern Europe (CEE)? The former Eastern bloc economies constitute emerging markets which typically offer attractive risk-adjusted returns for international investors. In this paper, we explore a number of aspects of this important issue and their implications for CEE based investors, culminating in a Markowitz efficient frontier analysis of these markets …
The Development Of A Video Task Of Remedial Behaviour To Use In Communication Training Of Health Professionals With Specific Reference To Open Disclosure Practice, Dianne Mckillop, Alfred Allan, Julian Dooley
The Development Of A Video Task Of Remedial Behaviour To Use In Communication Training Of Health Professionals With Specific Reference To Open Disclosure Practice, Dianne Mckillop, Alfred Allan, Julian Dooley
Research outputs pre 2011
The National Open Disclosure Standard requires health professionals (hereafter professionals) to disclose errors in the course of their practice. There is, however, evidence that some professionals are reluctant to do so because they are uncertain about how to engage in open disclosure communications in general and, specifically, how to do it in a legally appropriate manner. One way of addressing this problem is to train professionals in disclosing errors to patients and their families in ways that meet their psychological needs as well as the legal requirements. Although preferable, the comprehensive training of all professionals in appropriate open disclosure practices …
Credit Risk And Real Capital : An Examination Of Swiss Banking Sector Default Risk Using Cvar, Robert J. Powell, David E. Allen
Credit Risk And Real Capital : An Examination Of Swiss Banking Sector Default Risk Using Cvar, Robert J. Powell, David E. Allen
Research outputs pre 2011
The global financial crisis (GFC) has placed the creditworthiness of banks under intense scrutiny. In particular, capital adequacy has been called into question. Current capital requirements make no allowance for capital erosion caused by movements in the market value of assets. This paper examines default probabilities of Swiss banks under extreme conditions using structural modeling techniques. Conditional Value at Risk (CVaR) and conditional probability of default (CPD) techniques are used to measure capital erosion. Significant increase in probability of default (PD) is found during the GFC period. The market asset value based approach indicates a much higher PD than external …
Minimizing Loss At Times Of Financial Crisis : Quantile Regression As A Tool For Portfolio Investment Decisions, David E. Allen, Abhay Kumar Singh
Minimizing Loss At Times Of Financial Crisis : Quantile Regression As A Tool For Portfolio Investment Decisions, David E. Allen, Abhay Kumar Singh
Research outputs pre 2011
The worldwide impact of the Global Financial Crisis on stock markets, investors and fund managers has lead to a renewed interest in tools for robust risk management. Quantile regression is a suitable candidate and deserves the interest of financial decision makers given its remarkable capabilities for capturing and explaining the behaviour of financial return series more effectively than the ordinary least squares regression methods which are the standard tool. In this paper we present quantile regression estimation as an attractive additional investment tool, which is more efficient than Ordinary Least Square in analyzing information across the quantiles of a distribution. …
A Multi-Factor Analysis Of Areit Returns, Jaime L.P. Yong
A Multi-Factor Analysis Of Areit Returns, Jaime L.P. Yong
Research outputs pre 2011
Since 1990, the Australian Real Estate Investment Trust (AREIT) sector has experienced substantial growth and popularity. While the AREIT sector had benefit from the increased flow of funds from institutional investors during the 1997 Asian financial crisis, the recent impact of the 2008 global financial crisis has been a negative one. In this paper, we examine the sensitivities of annualised AREIT returns against a set of seven firm-specific variables and four market-wide risk variables. Balanced and unbalanced panel regressions are conducted on three sub-periods during 1990 – 2008 corresponding to the major phases in evolution of the AREIT sector. Our …
Review Of Existing Australian And International Cyber-Safety Research, Julian J. Dooley, Donna Cross, Lydia Hearn, Robyn Treyvaud
Review Of Existing Australian And International Cyber-Safety Research, Julian J. Dooley, Donna Cross, Lydia Hearn, Robyn Treyvaud
Research outputs pre 2011
Information and communication technologies have permeated almost all areas of society and become an important component of daily functioning for most Australians. This is particularly true for Internet and mobile phone technology. The majority of Australian households (67% in 2007 – 2008) have access to the Internet and over 11 million Australians use the Internet as an integral part of their personal, social and occupational activities. By mid-2008, there were over 22 million active mobile phones being used in Australia, which equates to more than one phone for every citizen. There are many benefits associated with Internet and mobile phone …
Does Tick Size Change Improve Liquidity Provision? : Evidence From The Indonesia Stock Exchange, David E. Allen, Josephine Sudiman
Does Tick Size Change Improve Liquidity Provision? : Evidence From The Indonesia Stock Exchange, David E. Allen, Josephine Sudiman
Research outputs pre 2011
The market regulators of the Indonesia stock exchange have made several changes in permissible minimum price variations, from a single tick size (IDR 5) in 2000 to multiple tick sizes (IDR1, 5, 10, 25, 50) in 2007 for the purposes of promoting efficient trading and liquidity improvements. Researchers have demonstrated that finer tick sizes will lower bidask spreads, yet studies which examine the impact of tick size on other key liquidity dimensions such as realized market depth and speed of quote revision are limited. As tick size diminishes so too do the benefits of time precedence rules and encouragement is …
Modelling Australian Domestic Tourism Demand : A Panel Data Approach, David E. Allen, Ghialy Yap
Modelling Australian Domestic Tourism Demand : A Panel Data Approach, David E. Allen, Ghialy Yap
Research outputs pre 2011
This study estimates the income and tourism price elasticities of demand for Australian domestic tourism using a panel data approach. Given that about 76% of total tourism revenue in Australia is generated by domestic tourism, it is worthwhile examining whether changes in Australian households’ income and the prices of domestic travel can influence the demand for domestic travel. The research employs a panel data approach. This method has been widely employed in the literature on international tourism demand, but thus far, has not appeared in the context of the domestic tourism demand literature. The model used for this study is …
Untangling The Net: The Scope Of Content Caught By Mandatory Internet Filtering, Catharine Lumby, Lelia Green, John Hartley
Untangling The Net: The Scope Of Content Caught By Mandatory Internet Filtering, Catharine Lumby, Lelia Green, John Hartley
Research outputs pre 2011
The following report considers a number of key challenges the Australian Federal Government faces in designing the regulatory framework and the reach of its planned mandatory internet filter. Previous reports on the mandatory filtering scheme have concentrated on the filtering technologies, their efficacy, their cost and their likely impact on the broadband environment. This report focuses on the scope and the nature of content that is likely to be caught by the proposed filter and on identifying associated public policy implications.
We recognise that the Federal Government faces real challenges in balancing the risks posed by the online media environment …
Retirement Savings Investment Strategy : Member Choices And Performance, Paul Gerrans, Marilyn Clark-Murphy, Craig P. Speelman
Retirement Savings Investment Strategy : Member Choices And Performance, Paul Gerrans, Marilyn Clark-Murphy, Craig P. Speelman
Research outputs pre 2011
Three crucial ingredients influence how much individuals will have to fund retirement income needs: how much they contribute to savings, how long they save for, and the performance of these savings. This paper focuses on the issue of performance, and how individuals perform when they are given the choice of making their own investment strategy for their retirement savings contributions. An empirical examination using a large sample gathered from four Australian superannuation funds is utilised and finds that on average members underperform their own fund’s default option both in raw returns and on a riskadjusted basis. For trustees and regulators …
The Australian School Libraries Research Project : A Snapshot Of Australian School Libraries, Report 1, Barbara Combes
The Australian School Libraries Research Project : A Snapshot Of Australian School Libraries, Report 1, Barbara Combes
Research outputs pre 2011
No abstract provided.
Interim Report: Maddington-Kenwick & Cockburn Sustainable Industry Project, Beth Walker, Janice Redmond, Ute Goeft
Interim Report: Maddington-Kenwick & Cockburn Sustainable Industry Project, Beth Walker, Janice Redmond, Ute Goeft
Research outputs pre 2011
The aim of this project is to investigate the current attitudes and practices of business ownermanagers in the light industrial areas of Maddington-Kenwick and Cockburn regarding environmental issues and waste management pre and post an intervention program. A specific aim of the project is to reduce waste and achieve implementation of better environmental management practices in this sector. The project commenced in February 2007 and is due to finish in December 2008.
The two survey areas are geographically located South East and South of Perth within two separate local government boundaries. The light industrial area of Maddington-Kenwick is part of …
Pastoral Care In Education, Lydia Hearn, Renee Campbell-Pope, Joanne House, Donna Cross
Pastoral Care In Education, Lydia Hearn, Renee Campbell-Pope, Joanne House, Donna Cross
Research outputs pre 2011
EXECUTIVE SUMMARY
1. During the past decade, there has been growing recognition the school environment plays a major role in the social and emotional competence and wellbeing of children. As a consequence, increasing national and international commitment has been directed towards the development of Health Promoting Schools2, with efforts being made to assess how curriculum and pastoral practice can best contribute to students’ social, emotional, physical and moral wellbeing. Within Australia, the National Safe Schools Framework3 has set as a key priority the importance of achieving a shared vision of physical and emotional safety and wellbeing for all students …
Overseas Accounting Students In Australia And Performance In Literary Work : An Empirical Test, Theo Christopher, Colleen Hayes
Overseas Accounting Students In Australia And Performance In Literary Work : An Empirical Test, Theo Christopher, Colleen Hayes
Research outputs pre 2011
This study compared the performance of local and overseas students, studying in a Western Australian university, in respect of both a literary and practical component of an examination question associated with a second year accounting unit. An analysis of the results, using an analysis of variance, indicated that language background for these two groups of students was a significant discriminating variable. This result lends support for the claim by the large Australian-based major public accounting firms that overseas accounting graduates lack language skill, which is, in turn, cited by the firms as a basis for not employing the graduates. Notwithstanding …
Real Interest Rates And Inflation In Norway, David E. Allen, Tinashe Mapfumba
Real Interest Rates And Inflation In Norway, David E. Allen, Tinashe Mapfumba
Research outputs pre 2011
We analyse the effectiveness of the monetary stance adopted by the Norwegian central bank in implementing monetary policy assessing how it relates to the neutral rate of interest. The neutral rate is frequently defined as the level of real interest rate consistent with both stable inflation and a level of production equal to potential production; providing no stimulus or restraint to the economy. We attempt to calculate this rate and to examine the long run link between real interest rates and inflation in Norway. We apply cointegration analysis to explore whether the gap between the real and neutral rate of …
Will A Rise In Consumption Tax Share Increase The Effectiveness Of Government Spending?, Y H. Cheung
Will A Rise In Consumption Tax Share Increase The Effectiveness Of Government Spending?, Y H. Cheung
Research outputs pre 2011
The Australian tax reform in July 2000 gave heavier weights to consumption tax in the tax mix at the expense of the income tax. This paper shows that the trade off among the tax-mix policy parameters depends on the structure of the economy. Given that the reform is tax-revenue neutral and no change in monetary stance, a rise in the share of consumption tax in the tax mix may increase the effectiveness of government spending in stabilising the economy if certain contain is fulfilled. A numerical example is included for illustration purpose.
Ausfta And Its Implications For The Australian Stock Market, David E. Allen, Lee Kian Lim, Trent Winduss
Ausfta And Its Implications For The Australian Stock Market, David E. Allen, Lee Kian Lim, Trent Winduss
Research outputs pre 2011
This paper investigates whether current and future domestic and United States macroeconomic variables can explain long and short run stock returns in Australia. This is undertaken with a view to examining the potential implications of the Australia-United States Free Trade Agreement (AUSFTA). America is included in the analysis as a “foreign influence”. In the recent past it has been Australia’s second largest trading partner after Japan. The long run relationship tested in this study is based on the present value model of stock prices, which is tested using a range of cointegration and causality tests. These include the Johansen ML …
How Bank Risk Profiles Affect Their Strength : An Assessment Of Banks In The Asia-Pacific Region, David E. Allen, Mahendra Chandra, Jaime Li Ping Yong
How Bank Risk Profiles Affect Their Strength : An Assessment Of Banks In The Asia-Pacific Region, David E. Allen, Mahendra Chandra, Jaime Li Ping Yong
Research outputs pre 2011
This paper analyses bank relative riskiness by testing the sensitivity of Asia-Pacific banks to overall market risk, global credit risk shocks, interest rate risk shocks and maturity risk shocks. The banks’ risk profiles are categorised according to their capitalisation levels and functional degree of diversification. Our results indicate that highly capitalised banks yield higher average stock returns whilst functionally diversified banks have less volatile returns. Generally, banks that adopt capital adequacy guidelines and hold higher capital levels have greater protection from these risks. Functionally diversified banks are also more strongly positioned against system-wide shocks to the banking sector.
Performance Benchmarking Australian Fixed Interest Funds: Some Optimal Factors, Victor Soucik, David E. Allen
Performance Benchmarking Australian Fixed Interest Funds: Some Optimal Factors, Victor Soucik, David E. Allen
Research outputs pre 2011
In this paper we analyse the performance of fixed interest managed funds. We examine five measurement models across three risk-free proxies, nine benchmarks (covering conditional and unconditional as well as single and multi factor definitions) over two independent periods in an effort to identify (in a consistent setting) the most accurate and least biased methodology. The use of an Australian dataset, sourced from the Australian fund-rating agency ASSIRT means that we can provide some independent results from US studies of these. There is little prior work on Australian fixed-interest managed funds. We examine three risk-free proxies, six benchmark classes encompassing …
Multivariate Garch Modelling Of Volatility And Comovements In Asia Pacific Markets, Mahendra Chandra
Multivariate Garch Modelling Of Volatility And Comovements In Asia Pacific Markets, Mahendra Chandra
Research outputs pre 2011
This paper examines the correlation estimates for some Asia-Pacific markets equity markets using the DCC-MGARCH, CC-MGARCH and a simple moving average regression based on a sliding window of 100 days. Using daily return series, the equity markets of Australia, Hong Kong, Japan and Singapore are analysed for the period 1990 to 2001. Parsimonious specifications for the multivariate GARCH framework are used to shed light on the correlation structure of these markets. The dynamic nature of the correlation between pair-wise countries is captured using the dynamic conditional correlation multivariate GARCH framework and explained. Both global as well as regional factors are …
Is-Lm Model With A General Consumption Tax, Y. H. Cheung
Is-Lm Model With A General Consumption Tax, Y. H. Cheung
Research outputs pre 2011
OECD tax revenue statistics show that on average the share of consumption tax is almost equal to that of income tax. However, consumption tax hardly attracts any attention from intermediate macroeconomic textbooks, not to mention its inclusion in IS-LM model. This paper compares the IS curves under an income tax regime and a general consumption tax regime. It also examines the trade off between the income tax rate and the consumption tax rate in a dual tax regime.
The Relationship Between Bail Decision-Making And Legal Representation Within The Criminal Justice System, Alfred Allan, Maria M. Allan, Margaret Giles, Deirdre Drake
The Relationship Between Bail Decision-Making And Legal Representation Within The Criminal Justice System, Alfred Allan, Maria M. Allan, Margaret Giles, Deirdre Drake
Research outputs pre 2011
The primary aim of this study was to examine the relationship between legal representation and bail decision-making within the criminal justice system in Western Australia. In doing so it was necessary to "rule out" a number of other factors and this process provided the opportunity to test whether some of the factors mentioned in the literature, such as age and race, have an independent effect on bail decision-making. The data also provided a valuable snapshot of bail decision-making in the Courts of Petty Sessions and the Perth Children’s Court...
Aboriginal English Genres In Perth, Ian G. Malcolm
Aboriginal English Genres In Perth, Ian G. Malcolm
Research outputs pre 2011
Aboriginal Australia has a unique heritage of oral literature and Aboriginal people of all ages take delight in yarning. Despite the richness and contemporary relevance of this heritage, little is known in the wider Australian society about the oral discourse skills that are taken for granted in Aboriginal communities.
Although the art of oral narrative has developed over countless generations and by medium of Indigenous languages, previous studies (Malcolm 1994a, b; Malcolm and Rochecouste 2000; Rochecouste and Malcolm 2000) have shown that it is vigorously maintained in Aboriginal English.
The lack of general awareness of the verbal art of Aboriginal …
On The Evolution Of Probability-Weighting Function And Its Impact On Gambling, Steven Li, Yun Hsing Cheung
On The Evolution Of Probability-Weighting Function And Its Impact On Gambling, Steven Li, Yun Hsing Cheung
Research outputs pre 2011
It is well known that individuals treat losses and gains differently and there exists non-linearity in probability. The asymmetry between gains and losses is highlighted by the reflection effect. The non-linearity in probability is described by the curvature of the probability-weighting function. This paper studies the evolution of the probability-weighting function. It is assumed that the probability weighting for an individual follows a mean-reverting stochastic process. The Monte Carlo simulation technique is employed to study the evolution of the weighting function. The evolution of the probability- weighting function implies that an individual does not treat gains or losses consistently over …
M-Garch Hedge Ratios And Hedging Effectiveness In Australian Futures Markets [Working Paper], Wenling Yang
M-Garch Hedge Ratios And Hedging Effectiveness In Australian Futures Markets [Working Paper], Wenling Yang
Research outputs pre 2011
This study estimates optimal hedge ratios using various econometric models. Applying daily AOIs and SPI futures on the Australian market, optimal hedge ratios are calculated from the OLS regression model, the bivariate vector autoregressive model (BVAR), the error-correction model (ECM) and the multivariate diagonal Vec GARCH Model. The hedging effectiveness is measured in terms of ex-post and ex-ante risk-return tradeoff at various forecasting horizons. It is generally found that the GARCH time varying hedge ratios provide the greatest portfolio risk reduction, particularly for longer hedging horizons, but they do not generate the highest portfolio return.
Your Place, My Place, Interface, Lelia Green (Ed.)
Your Place, My Place, Interface, Lelia Green (Ed.)
Research outputs pre 2011
This publication is the output of 2001 School of Communications and Multimedia post-graduate cohort. For many of us this is the first time our own work will be seen beyond the assignment or the essay destined for the tutor. For students from the interactive multimedia and film and video streams communicating in the written word without the assistance of pictures and electrical gadgetry can be a frightening experience. Further, most us of had little experience in creating or simulating an academic journal with all that it entails. Still, with assistance of our publications unit coordinator Lelia Green we soldiered on. …
Skewness Is The Name Of The Game, Y. H. Cheung
Skewness Is The Name Of The Game, Y. H. Cheung
Research outputs pre 2011
Theoretical models of risk taking attempt to explain why risk-averse individuals participate in unfair gambles. This paper evaluates the two explanations as to why rational individuals would accept gambles with negative expected returns. It is found that it is skewness, not the mean or the variance of the prize distribution that attracts risk-averse gamblers. However, evidence shows that there seems to be an optimal trade-off between operators’ sales revenues and skewness of the pay-off; a point that designer of gambling games needs to heed to.
Juvenile Sex Offenders In Western Australia: Offence History, Treatment And Recidivism, Alfred Allan, Maria M. Allan, Katalin Kraszlan
Juvenile Sex Offenders In Western Australia: Offence History, Treatment And Recidivism, Alfred Allan, Maria M. Allan, Katalin Kraszlan
Research outputs pre 2011
The aim of this research project was to provide a general description of different groups of juvenile sex offenders in Western Australia (WA), and to describe their offence histories and re-offending. It also aimed to compare the juvenile sex offenders with all juvenile offenders in WA. The last aim was to identify variables, which could discriminate between juveniles who are convicted of later sex offences, and those who are not. The sample consisted of 334 juvenile sex offenders convicted in the WA Children’s Court (Court) from January 1990 until the end of June 1998. To achieve this, the research team …
Gender Differences In Information Resource Usage When Making Retirement Saving Decisions, Marilyn Clark-Murphy, Paul Gerrans
Gender Differences In Information Resource Usage When Making Retirement Saving Decisions, Marilyn Clark-Murphy, Paul Gerrans
Research outputs pre 2011
Population ageing is raising the profile of retirement incomes policy. In Australia assets of retirement savings funds are growing rapidly and fund members are assuming a greater role in determining funds' investment strategies. The decision processes of fund members have not been extensively researched, however, these decisions are significant not only for members but also for employers and government. This paper provides information on retirement savings in Australia and reports on a survey of members of the Superannuation Scheme for Australian Universities (SSAU). In 1999 members of SSAU were asked to choose between a defined benefit scheme or one of …