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Andrew Grant

Andrew Grant

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

Rm 507
H69 - Codrington 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

  • Growth of alternative finance in the Asia Pacific Region 23 Mar 2016

    Sohu, Caijing, Sina, China Daily, People’s Daily, China News, Xinhua and Caixin

    Sohu, Caijing, Sina, China Daily, People’s Daily, China News, Xinhua and Caixin reported on a study by the Business School into the growth of alternative finance in the Asia Pacific Region.

  • Harnessing Potential: The Asia-Pacific Alternative Finance Benchmarking Report 16 Mar 2016

    The Australian Financial Review, The Australian, Business Insider, Banking Day, AB + F and Financial Standard

    The Australian Financial Review, The Australian, Business Insider, Banking Day, AB + F and Financial Standard reported on the Business School’s research in collaboration with KPMG on alternative finance in the Asia-Pacific region.

See all Newsroom items for Andrew Grant

Publications

2016

4
Journal Article/s

Grant A and Satchell S 2016 'Theoretical Decomposition of the Cross-Sectional Dispersion of Stock Returns', Quantitative Finance, vol.16:2, pp. 169-80 Link

Reza Bradrania M, Grant A, Westerholm J and Wu W 2016 Forthcoming 'Fool’s mate: What does CHESS tell us about individual investor trading performance?', Accounting and Finance Link

10
Report/s

Zhang B, Deer L, Wardrop R, Grant A, Garvey K, Thorp S, Ziegler T, Ying K, Xinwei Z, Huang E, Burton J, Chen H, Lui A, Gray Y, Akhtar S and Anthonisz S 2016 'Harnessing Potential: The Asia-Pacific Alternative Finance Benchmarking Report (March 2016)', KPMG Link

2015

4
Journal Article/s

Grant A, Jarnecic E and Su M 2015 'Asymmetric effects of sell-side analyst optimism and broker market share by clientele', Journal of Financial Markets, vol.24, pp. 49-65 Link

5
Conference Paper/s

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

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

Recent Units Taught

Videos

Will online alternative financing replace the banks? Dr Andrew Grant discusses the first comprehensive study of the sector in the Asia-Pacific region. Part 1 of 2.

1:44 mins Play video Download video (YouTube - Mb) Watch on YouTube


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