grant

Discovery Early Career Researcher Award - Grant ID: DE180100649 [ 2018 - 2023 ]

Research Grant

[Cite as http://purl.org/au-research/grants/arc/DE180100649]

Researchers Dr Kai Li

Brief description This project aims to develop a unified investment and asset pricing theory for the slow diffusion of information in financial markets, such as momentum, reversal and post-earnings announcement drift. Expected outcomes of this project include the development of optimal methods to explore historical information, a systematic understanding of the impact of investor sentiment and heterogeneity on the speed of asset price response to news, and novel empirical hypotheses and tests that improve return predictability and reduce crash risks. The project will provide a potential competitive advantage and guidance to Australian investors, including superannuation fund managers, in competitive globalised financial markets.

Funding Amount $363,996

Funding Scheme Discovery Early Career Researcher Award

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