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

  • University of Sydney Business School - Discipline of Finance

    • Email
    • Tel: 61-2-9036-6238
SCHOLARLY PAPERS

15

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3,404

SSRN CITATIONS
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Top 45,927

in Total Papers Citations

14

CROSSREF CITATIONS

3

Scholarly Papers (15)

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1.

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

Number of pages: 35 Posted: 23 Sep 2022 Last Revised: 18 Oct 2022
Elizabeth Boshoff, David Grafton, Andrew R. Grant and John Watkins
Independent, University of Sydney Business School, University of Sydney Business School - Discipline of Finance and University of Sydney Business School
Downloads 605 (77,783)

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consumer credit, buy now pay later, credit bureau

2.

Investor Behavior at the 52 Week High

Journal of Financial and Quantitative Analysis
Number of pages: 73 Posted: 18 Aug 2017 Last Revised: 15 Jul 2023
Joshua Della Vedova, Andrew R. Grant and P. Joakim Westerholm
The University of San Diego - Knauss School of Business, University of Sydney Business School - Discipline of Finance and University of Sydney Business School
Downloads 474 (105,152)
Citation 4

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52 week high, limit order, household behavior

3.

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 413 (123,612)
Citation 1

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

4.

Do Household Investors Intensify Momentum Returns?

Downloads 281 (187,452)

Do Household Investors Intensify Momentum Returns?

29th Australasian Finance and Banking Conference 2016
Number of pages: 42 Posted: 22 Aug 2016 Last Revised: 15 Jul 2023
Joshua Della Vedova, Andrew R. Grant and P. Joakim Westerholm
The University of San Diego - Knauss School of Business, University of Sydney Business School - Discipline of Finance and University of Sydney Business School
Downloads 250 (209,843)

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Individual investors, Institutional investors, Momentum, 52 week high

Do Household Investors Intensify Momentum Returns?

Number of pages: 40 Posted: 09 Sep 2023
Joshua Della Vedova, P. Joakim Westerholm and Andrew R. Grant
The University of San Diego - Knauss School of Business, University of Sydney Business School and University of Sydney Business School - Discipline of Finance
Downloads 31 (811,542)

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Individual investors, Institutional investors, Momentum, 52 week high

5.

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
Andrew R. Grant, Petko S. Kalev, Avanidhar Subrahmanyam and P. Joakim Westerholm
University of Sydney Business School - Discipline of Finance, RoZetta Institute, University of California, Los Angeles (UCLA) - Finance Area and University of Sydney Business School
Downloads 276 (190,930)

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Individual Investors, Divorce Performance, Trading Behavior

6.

Liquidity and Price Impact at the 52 Week High

Number of pages: 38 Posted: 06 Nov 2021
Joshua Della Vedova, Andrew R. Grant and P. Joakim Westerholm
The University of San Diego - Knauss School of Business, University of Sydney Business School - Discipline of Finance and University of Sydney Business School
Downloads 272 (193,816)

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Liquidity, Individual Investors, Limit Orders

7.

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
Reza Bradrania, Andrew R. Grant, P. Joakim Westerholm and Wei Wu
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 206 (253,342)

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

8.

Social Connectedness and Local Stock Return Comovement

Number of pages: 35 Posted: 30 Sep 2022
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 149 (335,625)

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

9.

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 149 (335,625)
Citation 2

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

10.

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 146 (341,170)
Citation 5

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Analyst Recommendations, Volume, Broker

11.

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 114 (411,571)
Citation 2

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Dividend imputation; Ex-dividend day; Dividend Clientele

12.

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 111 (419,660)

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consumer debt, randomized controlled trial, information avoidance

13.

ESG and CAPM

Number of pages: 22 Posted: 30 Oct 2023
David Johnstone and Andrew R. Grant
University of Sydney Business School and University of Sydney Business School - Discipline of Finance
Downloads 72 (556,277)

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ESG, cost of capital, CAPM, diversifiable risk

14.

Harnessing Potential: The Asia-Pacific Alternative Finance Benchmarking Report

Number of pages: 96 Posted: 30 Jun 2020
Kieran Garvey, Bryan Zheng Zhang, Luke Deer, Robert Wardrop, Andrew R. Grant, Susan Thorp, Tania Ziegler, Ying Kong, Xinwei Zheng, Eva Huang, John Burton, Hung-Yi Chen and Alexis Lui
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 68 (569,294)
Citation 2

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

15.

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 68 (569,294)

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