Andrew R. Grant

University of Sydney Business School - Discipline of Finance

Senior Lecturer

H69 Codrington Business School Building

Sydney, NSW 2006

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 35,186

SSRN RANKINGS

Top 35,186

in Total Papers Downloads

2,019

SSRN CITATIONS

8

CROSSREF CITATIONS

3

Scholarly Papers (14)

1.

Idiosyncratic Volatility, Return Reversals and Momentum: Australian Evidence

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 41 Posted: 24 Aug 2010
Andrew R. Grant and Jason Phung
University of Sydney Business School - Discipline of Finance and University of Sydney - Discipline of Finance
Downloads 387 (109,917)
Citation 1

Abstract:

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idiosyncratic volatility, return reversals, momentum, limits to arbitrage, Australia

2.

Investor Behavior at the 52 Week High

9th Conference on Financial Markets and Corporate Governance (FMCG) 2018
Number of pages: 45 Posted: 18 Aug 2017 Last Revised: 22 Jul 2021
The University of San Diego, University of Sydney Business School - Discipline of Finance and University of Sydney Business School
Downloads 258 (170,012)
Citation 2

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52 week high, order submission, household behavior

3.

Retail Trading Activity and Major Lifecycle Events: The Case of Divorce

FIRN Research Paper Forthcoming, Journal of Banking and Finance, Forthcoming
Number of pages: 70 Posted: 04 Jun 2014 Last Revised: 21 Dec 2021
University of Sydney Business School - Discipline of Finance, La Trobe Business School, University of California, Los Angeles (UCLA) - Finance Area and University of Sydney Business School
Downloads 234 (185,323)

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Individual Investors, Divorce Performance, Trading Behavior

4.

Do Household Investors Intensify Momentum Returns?

29th Australasian Finance and Banking Conference 2016
Number of pages: 38 Posted: 22 Aug 2016 Last Revised: 22 Jul 2021
The University of San Diego, University of Sydney Business School - Discipline of Finance and University of Sydney Business School
Downloads 228 (189,961)

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Momentum, 52 Week High, Disposition Effect, limit order

5.

Liquidity and Price Impact at the 52 Week High

Number of pages: 38 Posted: 06 Nov 2021
The University of San Diego, University of Sydney Business School - Discipline of Finance and University of Sydney Business School
Downloads 205 (209,879)

Abstract:

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Liquidity, Individual Investors, Limit Orders

6.

Fool's Mate: What Does CHESS Tell Us About Individual Investor Trading Performance?

CIFR Paper No. 80/2015
Number of pages: 47 Posted: 07 Oct 2015
University of South Australia - UniSA Business School, University of Sydney Business School - Discipline of Finance, University of Sydney Business School and The University of Sydney
Downloads 185 (229,839)

Abstract:

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Individual investors, institutional investors, short-term reversals, liquidity

7.

Asymmetric Effects of Sell-Side Analyst Optimism and Broker Market Share by Clientele

Number of pages: 60 Posted: 25 May 2010 Last Revised: 01 Sep 2010
Andrew R. Grant, Elvis Jarnecic and Mark Su
University of Sydney Business School - Discipline of Finance, The University of Sydney and The University of Sydney
Downloads 135 (297,701)
Citation 5

Abstract:

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Analyst Recommendations, Volume, Broker

8.

Time Varying Volatility Indexes and Their Determinants: Evidence from Developed and Emerging Stock Markets

Number of pages: 43 Posted: 16 Sep 2014 Last Revised: 26 Sep 2014
Nalin Prasad, Andrew R. Grant and Suk-Joong Kim
University of Sydney Business School, University of Sydney Business School - Discipline of Finance and The University of Sydney Business School
Downloads 129 (308,135)
Citation 2

Abstract:

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Stock market spillovers, Realized Volatility, Spillover index, VAR, Volatility transmission

9.

Imputation Credits and Trading Around Ex-Dividend Day: New Evidence in Australia

31st Australasian Finance and Banking Conference 2018
Number of pages: 34 Posted: 30 Jul 2018
Andrew R. Grant, P. Joakim Westerholm and Winston Wu
University of Sydney Business School - Discipline of Finance, University of Sydney Business School and University of Sydney, Business School, Discipline of Finance, Students
Downloads 92 (387,645)
Citation 2

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Dividend imputation; Ex-dividend day; Dividend Clientele

10.

Reducing Credit Card Delinquency using Broadcast Repayment Reminders

Number of pages: 40 Posted: 29 Jan 2021 Last Revised: 09 Apr 2021
Daniel Campbell, Andrew R. Grant and Susan Thorp
Commonwealth Bank of Australia, University of Sydney Business School - Discipline of Finance and The University of Sydney Business School
Downloads 64 (475,177)

Abstract:

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consumer debt, randomized controlled trial, information avoidance

11.

Reference Price Formation for Packaged Transactions

Number of pages: 13 Posted: 29 Aug 2012
Andrew R. Grant and P. Joakim Westerholm
University of Sydney Business School - Discipline of Finance and University of Sydney Business School
Downloads 48 (541,650)

Abstract:

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12.

Harnessing Potential: The Asia-Pacific Alternative Finance Benchmarking Report

Number of pages: 96 Posted: 30 Jun 2020
University of Cambridge - Cambridge Centre for Alternative Finance, Cambridge Centre for Alternative Finance, Cambridge Judge Business School, University of Cambridge, University of Sydney, University of Cambridge - Cambridge Centre for Alternative Finance, University of Sydney Business School - Discipline of Finance, The University of Sydney Business School, University of Cambridge - Cambridge Centre for Alternative Finance, Tsinghua University, Department of Finance, University of Sydney Business School - Discipline of Business Law, Independent, Cambridge Centre for Alternative Finance, Judge Business School, University of Cambridge and affiliation not provided to SSRN
Downloads 39 (586,747)
Citation 1

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FinTech, Alternative Finance, Crowdfunding, P2P Lending, Asia Pacific, China, Regulation

13.

Buy Now Pay Later: Multiple Accounts and the Credit System in Australia

Number of pages: 29 Posted: 23 Sep 2022
Independent, University of Sydney Business School, University of Sydney Business School - Discipline of Finance and University of Sydney Business School
Downloads 15 (775,451)

Abstract:

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consumer credit, buy now pay later, credit bureau

14.

Social Connectedness and Local Stock Return Comovement

Number of pages: 35
Jared DeLisle, Andrew R. Grant and Ruiqi Mao
Utah State University, University of Sydney Business School - Discipline of Finance and University of Sydney Business School
Downloads 0

Abstract:

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Social Interactions, Social Connectedness, Return Comovement, Local Bias, Information Diffusion