Andrew R. Grant

University of Sydney - Discipline of Finance, Faculty of Economics and Business

Lecturer

P.O. Box H58

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 - Discipline of Finance, Faculty of Economics and Business

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    • Tel: 61-2-9036-7991
SCHOLARLY PAPERS

10

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1,342

CITATIONS

8

Scholarly Papers (10)

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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 - Discipline of Finance, Faculty of Economics and Business and University of Sydney - Discipline of Finance
Downloads 368 (79,639)
Citation 1

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

2.

Trading Momentum: How Shares and Investors Behave During Momentum Periods

29th Australasian Finance and Banking Conference 2016
Number of pages: 35 Posted: 22 Aug 2016 Last Revised: 12 Dec 2016
Josh Della Vedova, Andrew R. Grant and P. Joakim Westerholm
University of Sydney Business School, University of Sydney - Discipline of Finance, Faculty of Economics and Business and University of Sydney Business School
Downloads 197 (152,928)

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Momentum, 52 Week High, Disposition Effect, limit order

3.

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

Downloads 175 (170,342)
Citation 1

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 - Discipline of Finance, Faculty of Economics and Business, University of Sydney Business School and The University of Sydney
Downloads 175 (170,383)

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

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

Accounting & Finance, Vol. 57, Issue 4, pp. 981-1017, 2017
Number of pages: 37 Posted: 17 Dec 2017
Reza Bradrania, Andrew R. Grant, P. Joakim Westerholm and Wei Wu
University of South Australia - UniSA Business School, University of Sydney - Discipline of Finance, Faculty of Economics and Business, University of Sydney Business School and The University of Sydney
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Individual investors, Institutional investors, Information asymmetry, Liquidity

4.

Investor Behavior at the 52 Week High

30th Australasian Finance and Banking Conference 2017, 9th Conference on Financial Markets and Corporate Governance (FMCG) 2018
Number of pages: 47 Posted: 18 Aug 2017 Last Revised: 23 May 2018
Josh Della Vedova, Andrew R. Grant and P. Joakim Westerholm
University of Sydney Business School, University of Sydney - Discipline of Finance, Faculty of Economics and Business and University of Sydney Business School
Downloads 141 (204,235)

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52 week high, order submission, household behavior

5.

How Are Investor Trading Activity and Performance Affected by Major Lifecycle Events? The Case of Divorce

FIRN Research Paper
Number of pages: 47 Posted: 04 Jun 2014 Last Revised: 03 Feb 2017
Andrew R. Grant, Petko S. Kalev, Avanidhar Subrahmanyam and P. Joakim Westerholm
University of Sydney - Discipline of Finance, Faculty of Economics and Business, La Trobe Business School, University of California, Los Angeles (UCLA) - Finance Area and University of Sydney Business School
Downloads 132 (215,466)

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divorce, stressors, individual investor performance

6.

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 - Discipline of Finance, Faculty of Economics and Business and The University of Sydney Business School
Downloads 121 (230,219)

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

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 - Discipline of Finance, Faculty of Economics and Business, The University of Sydney and The University of Sydney
Downloads 120 (231,586)

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Analyst Recommendations, Volume, Broker

8.

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 - Discipline of Finance, Faculty of Economics and Business, University of Sydney Business School and University of Sydney, Business School, Discipline of Finance, Students
Downloads 47 (396,214)
Citation 1

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Dividend imputation; Ex-dividend day; Dividend Clientele

9.

Reference Price Formation for Packaged Transactions

Number of pages: 13 Posted: 29 Aug 2012
Andrew R. Grant and P. Joakim Westerholm
University of Sydney - Discipline of Finance, Faculty of Economics and Business and University of Sydney Business School
Downloads 40 (421,875)

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10.

Economic Value of Analyst Recommendations in Australia: An Application of the Black–Litterman Asset Allocation Model

Accounting & Finance, Vol. 53, Issue 2, pp. 441-470, 2013
Number of pages: 30 Posted: 04 May 2013
Peng William He, Andrew R. Grant and Joel Fabre
The University of Sydney, University of Sydney - Discipline of Finance, Faculty of Economics and Business and affiliation not provided to SSRN
Downloads 1 (648,213)
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Analyst recommendations, Black–Litterman, Asset allocation