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Date: 2010
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.13/921889
Description: Using a returns-based style analysis approach, we develop a dominant timing indicator to measure each fund's ability to take advantage of movements in their dominant passive index. We apply this to a ... More
Reviewed: Reviewed
Date: 2010
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.13/932819
Description: Purpose: The purpose of this paper is to investigate the extent of directors breaching the reporting requirements of the Australian Stock Exchange (ASX) and the Corporations Act in Australia. Further,... More
Reviewed: Reviewed
Date: 2009
Resource Type: conference paper
Identifier: uon:8777
Description: Thirteen (7) percent of own-company trades by directors do not meet the ASX (Corporations Act) requirement of reporting within 5 (14) business days. Such breaches of reporting regulations are particul... More
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Date: 2008
Resource Type: journal article
Identifier: uon:5020
Description: This paper examines the impact of Kalman filtering as a technique for modeling the risk levels of managed funds. Using a sample of Australian Multi-sector trusts we examine selectivity and market timi... More
Reviewed: Reviewed
Date: 2008
Resource Type: journal article
Identifier: uon:5615
Description: We examine the impact of style drift on the fund performance measures of selectivity and market timing. We find that style drift is positively related to selectivity performance, only when the market ... More
Reviewed: Reviewed
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