Details about Reza Bradrania

Access statistics for papers by Reza Bradrania.

Last updated 2025-11-15. Update your information in the RePEc Author Service.

Short-id: pbr858

Working Papers

2022

1. Institutional ownership and liquidity commonality: evidence from Australia
   Papers, arXiv.org View citations (2)
   See also Journal Article Institutional ownership and liquidity commonality: evidence from Australia, Accounting and Finance, Accounting and Finance Association of Australia and New Zealand (2022) View citations (2) (2022)
2. Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns
   Papers, arXiv.org
   See also Journal Article Liquidity costs, idiosyncratic volatility and expected stock returns, International Review of Financial Analysis, Elsevier (2015) View citations (7) (2015)
3. State-dependent Asset Allocation Using Neural Networks
   Papers, arXiv.org
   Also in MPRA Paper, University Library of Munich, Germany (2021) View citations (1)
   See also Journal Article State-dependent asset allocation using neural networks, The European Journal of Finance, Taylor & Francis Journals (2022) (2022)

Journal Articles

2024

1. Lottery demand, weather and the cross-section of stock returns
   Journal of Behavioral and Experimental Finance, 2024, 42, (C)
2. Property crime and lottery-related anomalies
   Global Finance Journal, 2024, 59, (C) View citations (1)

2023

3. Deliberate premarket underpricing: New evidence on IPO pricing using machine learning
   International Review of Economics & Finance, 2023, 88, (C), 902-927 View citations (1)
4. Foreign institutions, local investors and momentum trading
   Journal of Empirical Finance, 2023, 73, (C), 40-64 View citations (1)
5. The beta anomaly and the quality effect in international stock markets
   Journal of Behavioral and Experimental Finance, 2023, 38, (C) View citations (2)
6. The beta anomaly in the Australian stock market and the lottery demand
   Pacific-Basin Finance Journal, 2023, 77, (C) View citations (2)

2022

7. Institutional ownership and liquidity commonality: evidence from Australia
   Accounting and Finance, 2022, 62, (S1), 1231-1272 View citations (2)
   See also Working Paper Institutional ownership and liquidity commonality: evidence from Australia, Papers (2022) View citations (2) (2022)
8. State-dependent asset allocation using neural networks
   The European Journal of Finance, 2022, 28, (11), 1130-1156
   See also Working Paper State-dependent Asset Allocation Using Neural Networks, Papers (2022) (2022)
9. State-dependent stock selection in index tracking: a machine learning approach
   Financial Markets and Portfolio Management, 2022, 36, (1), 1-28

2018

10. Estimating a regime switching pairs trading model
    Quantitative Finance, 2018, 18, (5), 877-883

2017

11. 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

12. Do CEOs who trade shares adopt more aggressive corporate investment strategies?
    Pacific-Basin Finance Journal, 2016, 40, (PB), 349-366 View citations (4)

2015

13. Liquidity costs, idiosyncratic volatility and expected stock returns
    International Review of Financial Analysis, 2015, 42, (C), 394-406 View citations (7)
    See also Working Paper Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns, Papers (2022) (2022)

2014

14. Characteristic liquidity, systematic liquidity and expected returns
    Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 78-98 View citations (2)

2013

15. Liquidity and expected returns—Evidence from 1926–2008
    International Review of Financial Analysis, 2013, 29, (C), 10-23 View citations (1)