Second Meeting on MEAFA, 29-30 Jan 2009

Announcements

  • 16 Jan 2009: There has been a change in the program. Prof David Peel from Lancaster University has cancelled his visit due to personal circumstances. However, we are pleased to announce that Prof Paul Dunmore from Massey University has agreed to take his place and present a paper on the Time-Series Properties of Financial Directions and Ratios. We thank Prof Dunmore for being so responsive in such a short notice.
  • 22 Jan 2009: You can now download the papers that will be presented by the four international keynote speakers. Please do NOT cite without written permission from MEAFA. The rest of the papers will be uploaded shortly.
  • 27 Jan 2009: You can now download most papers and the rest will be handed out at the workshop.

Description

This is a free, fully-sponsored workshop that aims to bring together a multi-disciplinary audience for discussing methodological advances in applied financial analysis. The workshop will be set in a relaxed environment and it is designed to maximise the level of interaction amongst participants. Presenters include MEAFA members from the University of Sydney and four international keynote speakers.

International Keynote Speakers

Other International Visitors

Venue

The meeting will take place at Darlington Centre, City Road, The University of Sydney. Note that there is limited pay-and-display parking space.

MEAFA acknowledges the financial support from the following funding schemes:

Programme

Thursday 29 January 2009

08:30

Arrival

09:10-10:30

Stephen Penman, Columbia University
Financial Forecasting, Risk, and Valuation: Accounting for the Future 200Kb

10:30-10:50

Morning break

10:50-12:10

David Johnstone, the University of Sydney
Economic Interpretation of Bankruptcy Probabilities 32Kb, and Figures 208Kb

12:10-13:30

Lunch

13:30-14:50

Maxwell Stevenson, the University of Sydney
A General Model of Earnings, Dividends and Returns 1.1mb

14:50-15:10

Afternoon break

15:10-16:30

Paul Dunmore, Massey University
Time-Series Properties of Financial Directions and Ratios 2.8mb

16:30-16:40

Closing Notes

Do not cite without written permission from MEAFA.

Friday 30 January 2009

08:30

Arrival

09:10-10:30

Mark Tippett, Loughborough University
Non-Linear Equity Valuation 344kb

10:30-10:50

Morning break

10:50-12:10

Maurice Peat, the University of Sydney
A Comparison of the Information Content of Accounting and Market measures in Distress Prediction 344kb

12:10-13:30

Lunch

13:30-14:50

Demetris Christodoulou, the University of Sydney
Using Accounting Information in Econometric Models 3.7mb, File 2 104kb and File 3 360kb

14:50-15:10

Afternoon break

15:10-16:30

Stuart McLeay, University of Wales Bangor
The Impact of Introducing Estimates of the Future on the International Comparability of Earnings Expectations 148kb

16:30-17:40

Closing Notes

Do not cite without written permission from MEAFA.