24 citations · 39 across the 3 of their papers we have counts for
3 papers
q-fin.PR2022★ 24 cited
Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns
M. Reza Bradrania, Maurice Peat, Stephen Satchell
This paper considers liquidity as an explanation for the positive association between expected idiosyncratic volatility (IV) and expected stock returns. Liquidity costs may affect…
q-fin.PR2022★ 5 cited
Institutional ownership and liquidity commonality: evidence from Australia
Reza Bradrania, Robert Elliott, Winston Wu
We study the liquidity commonality impact of local and foreign institutional investment in the Australian equity market in the cross-section and over time. We find that commonality…
q-fin.GN2022★ 10 cited
State-dependent Asset Allocation Using Neural Networks
Reza Bradrania, Davood Pirayesh Neghab
Changes in market conditions present challenges for investors as they cause performance to deviate from the ranges predicted by long-term averages of means and covariances. The aim…