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Capital Markets CRC Videos
The Capital Markets Cooperative Research Centre (CMCRC) brings together the best in innovative research and technology to the capital markets domain.
Since 2001, it provides a bridge between the practical needs of capital markets and pioneering academic research. The CMCRC was formed under the auspices of the Federal Department of Education Science and Technology CRC program (now run by Department of Industry).
It has been successful in attracting key industry and research participants as partners in the program to foster research that is both leading edge and industry relevant. A measure of its success was that its government and industry funding was doubled to $100m over 7 years in a second round of funding in 2007.
Today's CMCRC harnesses the combined resources of approximately 40 senior researchers from the fields of finance, accounting, engineering, computer science and information systems. A similar quantum of human resources is provided by industry partners who also assist in guiding research to problems and issues that will make a significant difference in the future operations of global capital markets.
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HFT in the Asia-Pacific region, 9 April 2014
Prof. Michael Aitken looks at the extent of HFT in the Asia Pacific region, and argues that their small size is less attractive for HFT operation. This combined with message tax changes have meant lower HFT activity in these markets.
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The Impact of the Minimum Price Improvement Rule on Dark Pools
On 26 May 2013 The Australian securities regulator implemented a new rule requiring minimum price improvement before orders could be routed to dark trading venues. This work reports on the impact of that rule change on market quality.
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Introduction of Messaging Tax in Australia- May 2014
Prof Michael Aitken analyses the introduction of the messaging tax in the Australian market, with some interesting conclusions
