Sirca Annual Survey Winner

Sirca would like to thank everyone who completed our annual survey recently, the response was our largest to date and very insightful.

We are pleased to announce that Vamsi Velampati from UNSW has won the draw for an iPad Mini. Congratulations Vamsi we hope you enjoy it!

Corporate Governance Database now available on the Member Portal

The Corporate Governance Database is now available via the Sirca Member Portal.


The latest edition contains Corporate Governance information for ASX listed companies with balance sheet dates to June 2011. Data collection is ongoing so information for companies with later balance sheet dates will appear in subsequent updates.

Sirca would like to thank the members who assisted with the beta testing of the interface and dataset. Users are invited to enhance this new resource either by contributing new data or by helping to improve existing records.

Members are advised to pay close attention to the product documentation located via the Help button. If anyone requires assistance please be sure to lodge your enquiry via the Helpdesk function in the Member Portal.

Sirca News and Event Studies Workshop - Melbourne

Sirca invites members to attend a News and Event Studies Workshop in Melbourne on November 12th to coincide with the release of Thomson Reuters News Analytics sentiment scores to our members. Sirca’s senior market data analyst, Dr. Calum Robertson, will be leading the workshop and covering topics such as:

• Overview of the content in Reuters Global News and Thomson Reuters News Analytics
• Market Efficiency Theory: Numerical and Textual Information
• Research into the Effect of News on the Efficiency of Financial Markets
• The Applications and Limitations of Sentiment Scores in research and trading

If you are interested in attending please RSVP by Monday 5th of November 2012. Space is limited!

What: Sirca News and Event Studies Workshop.
When: Monday 12th November 2012 at 11am.
Where: Monash University, Caulfield Campus, Room H1.25.

Thomson Reuters News Analytics Sentiment Scores - Now Available!

Thomson Reuters News Analytics (TRNA) sentiment scores are now available for our members to access via the Data Library in the Member Portal. TRNA is a natural language processing system that reads and scores Reuters news articles in real time for algorithmic traders and market participants. The historical scores (on news back to 2003) from this system can be made available to members upon approval from Thomson Reuters and acceptance of the terms of use. Interested members are invited to submit a brief research synopsis outlining their intended research and data usage. Please contact us via the helpdesk using your Member Portal login here.

SAS API for Thomson Reuters Tick History is now available

Sirca would like to thank those who took part in the beta testing of the SAS API for Thomson Reuters Tick History. The API has now been launched into production and TRTH users can access the documentation and files here.

Call For Papers - Inaugural Sirca Young Researcher Workshop

In May 2012 Sirca announced a series of initiatives that provide additional member benefits. These initiatives are all directed at enhancing research training and research support for our members. They are being overseen by a newly created Membership Research Committee (MRC) and the appointment of Professor Terry Walter as Sirca’s Chief Research Officer.

One such initiative is a Young Researcher Workshop, held in Sydney on the 30th of November 2012. Young researchers working or studying in member universities will be invited to travel to Sydney (with travel and accommodation costs being met by Sirca) to present their current finance or accounting research, and to receive expert commentary on the research from a member of the MRC. This workshop will be held twice per year and five papers will be presented at each workshop.

We invite young researchers to submit a current research paper here for possible inclusion in the inaugural workshop. Submitted papers should be sufficiently advanced to benefit from feedback and suggestions from a seminar presentation.

The deadline for submission is 14 September 2012. Notification of the five papers to be included will be made by 31 October 2012, at which time we will also advise the nominated MRC referee who will discuss the paper at the workshop.

To qualify for inclusion at least one of the authors of the submitted paper must be a young researcher. We define a young researcher to be a person currently engaged in PhD research or one whose PhD thesis was completed less than five years ago.

Update to the TRTH API for R

For all those interested, we have released an update to the R API. This update simplifies the submitRequest and submitFTPRequest functions where it is now easier to input your message types and fields. 

Please contact us if you would like the updated install file. 

If you would like to hear more about this as well as our other APIs for TRTH let us know.