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Andrew Grant

Andrew Grant

B MathFin (Hons) W'gong ; PhD Sydney
Lecturer

Rm 432
H69 - Economics and Business Building
The University of Sydney
NSW 2006 Australia

Telephone +61 2 9036 6238
Fax +61 2 9351 6461
andrew.grant@sydney.edu.au

Bio

Andrew recently completed his PhD in the area of decision making in finance, specifically focusing on the valuation of subjective probability forecasts in betting markets. His current research focuses on optimal gambling strategies and the use of competitions in the forecast evaluation process.

Newsroom articles

  • AusAID grant to boost Mongolian public sector transparency and accountability 20 Apr 2012

    Business Council of Mongolia

    The Business Council of Mongolia NewsWire has reported on the University of Sydney Business School winning a prestigious AusAID research grant that will see it export its capability- building expertise in Mongolia. Lead grant researcher Dr Nigel Finch and Professor Andrew Terry comment on Mongolia's contribution to economic growth in North Asia.

See all Newsroom items for Andrew Grant

Publications

2013

2
Book Section/s

Grant A 2013 'Betting on Simultaneous Events and Accumulator Gambles' in The Oxford Handbook of the Economics of Gambling, ed. L Vaughan Williams and D S Siegel, Oxford University Press, New York, United States, pp. 341-369 Link

4
Journal Article/s

He PW, Grant A and Fabre J 2013 'Economic value of analyst recommendations in Australia: An application of the Black-Litterman asset allocation model', Accounting and Finance, vol.53:2, pp. 441-70 Link

5
Conference Paper/s

Grant A and Westerholm J 2013 'Reference Price Formation for Packaged Transactions: What Disposition Effect?', 17th Annual European Conference of the Financial Management Association International FMA 2013, Luxembourg, 14th June 2013

2012

4
Journal Article/s

Buchen P and Grant A 2012 'A Comparison of Simultaneous Kelly Betting Strategies', Journal of Gambling Business and Economics, vol.6:2, pp. 1-28 Link

2011

5
Conference Paper/s

Grant A, Jarnecic E and Su M 2011 'Asymmetric Effects of Sell-Side Analyst Optimism and Broker Market Share by Clientele', European Finance Association Meeting 2011, Stockholm, Sweden, 20th October 2011

Grant A, Jarnecic E and Su M 2011 'Asymmetric Effects of Sell-Side Analyst Optimism and Broker Market Share by Clientele', 18th Annual Conference of the Multinational Finance Society MFS 2011, Rome, Italy, 29th June 2011

2010

4
Journal Article/s

Grant A and Johnstone D 2010 'Finding Profitable Forecast Combinations Using Probability Scoring Rules', International Journal of Forecasting, vol.26:3, pp. 498-510

5
Conference Paper/s

Grant A and Phung J 2010 'Idiosyncratic Volatility, Return Reversals and Momentum: Australian Evidence', 23rd Australasian Finance and Banking Conference 2010, Sydney, Australia, 17th December 2010

2008

4
Journal Article/s

Johnstone D, Grant A and Kwon O 2008 'Optimal Betting Strategies for Simultaneous Games', Decision Analysis, vol.5:1, pp. 10-18

Research Grants

2014

Informed vs. Noise Trading: Foreign and Domestic Retail and Institutional Liquidity Demanders and Providers

Is the investment performance of individual household investors impacted by behavioural biases to the extent that they need to be protected by regulation? This project aims to provide scientific evidence to help regulators, stock exchange officials and service providers introduce effective measures for financial consumer/investor protection.

Our research aims to provide a clear picture of the demographics and preferences of Australian household investors and the role they play as counterparties to foreign and domestic institutional investors. We will introduce cutting edge techniques that recently have cast serious doubts over the previous literature, in which all individuals are simply categorised as uninformed and all institutions as informed. We will investigate the investment preferences and share trading behaviour of Australian household investors using highly detailed transaction records identified at the order level in combination with aggregated share holdings data from the share depository.

CIFR Research Project

See all Business School Grants

Recent Units Taught