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Details about Reza Bradrania

Homepage:https://people.unisa.edu.au/reza.bradrania
Workplace:Business School, University of South Australia, (more information at EDIRC)

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

  1. Institutional ownership and liquidity commonality: evidence from Australia
    Accounting and Finance, 2022, 62, (S1), 1231-1272 Downloads View citations (1)
  2. State-dependent asset allocation using neural networks
    The European Journal of Finance, 2022, 28, (11), 1130-1156 Downloads
  3. State-dependent stock selection in index tracking: a machine learning approach
    Financial Markets and Portfolio Management, 2022, 36, (1), 1-28 Downloads

2018

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

2017

  1. Fool's mate: What does CHESS tell us about individual investor trading performance?
    Accounting and Finance, 2017, 57, (4), 981-1017 Downloads View citations (8)

2016

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

2015

  1. Liquidity costs, idiosyncratic volatility and expected stock returns
    International Review of Financial Analysis, 2015, 42, (C), 394-406 Downloads View citations (5)

2014

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

2013

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