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Australian Journal of Management articles from December 1999
This journal covers business management in Australia.
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Australian Journal of Management archives from December 1999
Price Discovery and Causality in the Australian Share Price Index Futures Market.
December 1, 1999... Keywords: CAUSALITY; INDEX FUTURES; COST-OF-CARRY.
1. Introduction
Using high frequency (5-minute) sampling of the price series of share price index (SPI) futures and the underlying spot asset--the All-Ordinaries Index (AOI)--we study...
The Volatility Structure Implied by Options on the SPI Futures Contract.
December 1, 1999... Keywords: ASAY MODEL; VOLATILITY SMILE; VOLATILITY SKEW.
1. Introduction
The Sydney Futures Exchange (SFE) is one of the few futures exchanges to trade options on futures where the options are subject to futures style margining.(1) An...
World, Regional and Political Risk Influences Upon Asia Pacific Equity Market Returns.
December 1, 1999... Keywords: EMERGING EQUITY MARKETS; REGIONAL; ASEAN; APEC; POLITICAL RISK; VOLATILITY.
1. Introduction
This paper examines the impact that regional and world effects have upon selected equity market returns with a focus on the Asia...
Are Physical Capacity Constraints Relevant?: Applying Finance-Economics Theory to a Management Accounting Misconception.
December 1, 1999... Keywords: CAPACITY CONSTRAINTS, FINANCE-ECONOMICS THEORY, CAPACITY UTILISATION, SPECIAL ORDER PRICING.
1. Introduction
A view presented consistently in the management accounting literature is that firms usually operate at full...