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Institutional ownership and liquidity commonality : evidence from Australia
Bradrania, Reza; Elliott, Robert; Wu, Winston - In: Accounting & Finance 62 (2021) S1, pp. 1231-1272
Persistent link: https://www.econbiz.de/10012634152
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Institutional ownership and liquidity commonality : evidence from Australia
Bradrania, Reza; Elliott, Robert J.; Wu, Winston - In: Accounting and finance 62 (2022), pp. 1231-1272
Persistent link: https://www.econbiz.de/10013187784
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Estimating a regime switching pairs trading model
Elliott, Robert J.; Bradrania, Reza - In: Quantitative finance 18 (2018) 5, pp. 877-883
Persistent link: https://www.econbiz.de/10011907956
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Deliberate premarket underpricing : new evidence on IPO pricing using machine learning
Pirayesh Neghab, Davood; Bradrania, Reza; Elliott, Robert J. - In: International review of economics & finance : IREF 88 (2023), pp. 902-927
Persistent link: https://www.econbiz.de/10014475077