B MathFin (Hons) W'gong ; PhD Sydney
H69 - Economics and Business Building
The University of Sydney
NSW 2006 Australia
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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.
Grant A, Johnson J and Oikonomidis T 2015 'Arb-mirage: Exploring the Extent to Which Apparent Inefficiency in Betting Markets is an Illusion', 22nd Annual Conference of the Multinational Finance Society, Halkidiki, Greece, 1st July 2015
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
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
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
Grant A and Johnstone D 2010 'Finding Profitable Forecast Combinations Using Probability Scoring Rules', International Journal of Forecasting, vol.26:3, pp. 498-510
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
Johnstone D, Grant A and Kwon O 2008 'Optimal Betting Strategies for Simultaneous Games', Decision Analysis, vol.5:1, pp. 10-18
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