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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

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

Institutional ownership and liquidity commonality : evidence from Australia

Bradrania, Reza; Elliott, Robert J.; Wu, Winston - 2022

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 in liquidity is higher for large stocks compared to small stocks in the cross-section of stocks, and the spread...

Persistent link: https://www.econbiz.de/10013294651

The beta anomaly and the quality effect in international stock markets

Bradrania, Reza; Veron, Jose Francisco; Wu, Winston - In: Journal of behavioral and experimental finance 38 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014456700

Foreign institutions, local investors and momentum trading

Bradrania, Reza; Wu, Winston - In: Journal of empirical finance 73 (2023), pp. 40-64

Persistent link: https://www.econbiz.de/10014476989