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 Please do NOT cite without written permission from MEAFA.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. To attend the meeting you must complete the relevant Reservation Form (for logistics purposes).

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 (Penman PDF 200Kb)
10:30-10:50 Morning break
10:50-12:10 David Johnstone, the University of Sydney
Economic Interpretation of Bankruptcy Probabilities (Johnstone PDF 32Kb), and Figures (Johnstone figures PDF 208Kb)
12:10-13:30 Lunch
13:30-14:50 Maxwell Stevenson, the University of Sydney
A General Model of Earnings, Dividends and Returns (Stevenson DOC 1.1mb)
14:50-15:10 Afternoon break
15:10-16:30 Paul Dunmore, Massey University
Time-Series Properties of Financial Directions and Ratios (Dunmore PDF 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Do NOT cite without written permission from MEAFA.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 (Tippett PDF 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 (Peat PDF 344kb)
12:10-13:30 Lunch
13:30-14:50 Demetris Christodoulou, the University of Sydney
Using Accounting Information in Econometric Models (Christodoulou file 1 PDF 3.7mb), and File 2 (Christodoulou file 2 PDF 104kb), and File 3 (Christodoulou file 3 PDF 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 (McLeay PDF 148kb)
16:30-17:40 Closing Notes

Do NOT cite without written permission from MEAFA.

Reservation Form (for logistics purposes)

Title:
Full Name:
Institution/Company:
Affiliation/position:
Email address:
Contact Number:
City/Town:
State/Territory:
I would like to attend the following day(s): Thursday 29 Jan 2009
Friday 30 Jan 2009
Do you have any special dietary requirements?
Do you require any special access or mobility arrangements?
How did you first hear about MEAFA?