Fourth Meeting on MEAFA, 27-28 Jan 2011

Description

The annual MEAFA workshop brings together a multi-disciplinary audience from accounting, finance, economics and the decision sciences to discuss methodological advances in applied financial analysis. This is a workshop, fully-sponsored by the University Of Sydney Business School that is set in a relaxed environment that aims to stimulate discussion and encourage interaction amongst participants.

The 2011 meeting will feature extended presentations from international keynote speakers and MEAFA members. To maximise feedback, each presentation includes a detailed discussant's report followed by a general discussion amongst participants.

Register for the meeting

Presenters

Venue

The meeting will take place at Darlington Centre, City Road, University of Sydney.

Programme

Thursday 27 January 2011

08:30

Arrival

09:00-10:30

Prof. Irem Tuna and Dr. Scott Richardson
Asset Measurement Uncertainty and Credit Term-Structure
Discussant: Prof P. Dunmore

10:30-10:45

Morning break

10:45-12:15

Dr. Jiri Svec
The information content of Bond Ratings: An analysis of Australian CDS spreads
Discussant: Dr A. Vasnev

12:15-13:15

Lunch

13:15-14:45

Prof. Paul Dunmore
Towards a defensible model for the determinants of audit fees
Discussant: Dr. D. Christodoulou

14:45-15:00

Afternoon break

15:00-16:30

Dr. Neal Arthur
Bonus Caps, Corporate Governance and Pay-Performance Sensitivity
Discussant: Prof. I. Tuna

Friday 28 January 2011

08:30

Arrival

09:10-10:30

Prof. Stephen Penman
Accounting Structure and Specification in Empirical Accounting Research
Discussant: Prof. S. McLeay

10:30-10:50

Morning break

10:50-12:10

Prof. David Johnstone
Log Optimal Pricing of Probability Forecasts
Discussant: Dr. M. Stevenson

12:10-13:30

Lunch

13:30-14:50

Prof Stuart McLeay
The European IFRS Experiment: Objectives, Research Challenges and some Early Evidence
Discussant: Dr. S. Richardson.

14:50-15:10

Afternoon break

15:10-16:30

Associate Prof. Richard Gerlach
Nonlinear GARCH models and forecasting tail risk measures during the GFC
Discussant: Dr. M. Peat

16:30-17:00

Closing Notes