Details about Reza Bradrania
Access statistics for papers by Reza Bradrania.
Last updated 2022-11-01. Update your information in the RePEc Author Service.
Short-id: pbr858
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Journal Articles
2022
- Institutional ownership and liquidity commonality: evidence from Australia
Accounting and Finance, 2022, 62, (S1), 1231-1272 View citations (1)
- State-dependent asset allocation using neural networks
The European Journal of Finance, 2022, 28, (11), 1130-1156
- State-dependent stock selection in index tracking: a machine learning approach
Financial Markets and Portfolio Management, 2022, 36, (1), 1-28
2018
- Estimating a regime switching pairs trading model
Quantitative Finance, 2018, 18, (5), 877-883
2017
- Fool's mate: What does CHESS tell us about individual investor trading performance?
Accounting and Finance, 2017, 57, (4), 981-1017 View citations (8)
2016
- Do CEOs who trade shares adopt more aggressive corporate investment strategies?
Pacific-Basin Finance Journal, 2016, 40, (PB), 349-366 View citations (4)
2015
- Liquidity costs, idiosyncratic volatility and expected stock returns
International Review of Financial Analysis, 2015, 42, (C), 394-406 View citations (5)
2014
- Characteristic liquidity, systematic liquidity and expected returns
Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 78-98 View citations (2)
2013
- Liquidity and expected returns—Evidence from 1926–2008
International Review of Financial Analysis, 2013, 29, (C), 10-23 View citations (1)
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