Mardy Chiah : Citation Profile

Are you Mardy Chiah?

Swinburne University of Technology

4

H index

1

i10 index

55

Citations

RESEARCH PRODUCTION:

13

Articles

RESEARCH ACTIVITY:

   5 years (2016 - 2021). See details.
   Cites by year: 11
   Journals where Mardy Chiah has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 5 (8.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1648
   Updated: 2022-05-14    RAS profile: 2022-04-07    
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Relations with other researchers

Works with:

Gharghori, Philip (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mardy Chiah.

Is cited by:

Bajzik, Josef (4)

Zaremba, Adam (2)

faff, robert (2)

Hanousek, Jan (1)

Yang, Baochen (1)

Ackert, Lucy (1)

Vuković, Darko (1)

Kliber, Agata (1)

Jareño, Francisco (1)

Balcilar, Mehmet (1)

Matkovskyy, Roman (1)

Cites to:

French, Kenneth (16)

Fama, Eugene (15)

Titman, Sheridan (8)

faff, robert (7)

Baker, Malcolm (6)

zhang, xiaoyan (6)

Hodrick, Robert (6)

Wurgler, Jeffrey (6)

West, Kenneth (5)

Gharghori, Philip (5)

Stein, Jeremy (5)

Main data

Where Mardy Chiah has published?

Journals with more than one article published# docs
Pacific-Basin Finance Journal6
International Review of Finance2
Finance Research Letters2

Recent works citing Mardy Chiah (2021 and 2020)

YearTitle of citing document
2021Economic Sentiment Perceptions During COVID-19 Pandemic – A European Cross-Country Impact Assessment. (2021). Malis, Sanja Sever ; CaMPEANU, Emilia Mioara ; Boitan, Iustina Alina. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:23:y:2021:i:special15:p:982.

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2022Assessing the usefulness of daily and monthly asset?pricing factors for Australian equities. (2022). Zhong, Angel ; Gray, Philip. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:181-211.

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2022Global equity fund performance adjusted for equity and currency factors. (2022). Warren, Geoffrey J ; Schmidt, Camille H ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1535-1565.

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2020Weekday seasonality of stock returns: The contrary case of China. (2020). Ülkü, Numan ; Ulku, Numan ; Ali, Fahad. In: Journal of Asian Economics. RePEc:eee:asieco:v:68:y:2020:i:c:s1049007820300452.

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2021Openness, economic uncertainty, government responses, and international financial market performance during the coronavirus pandemic. (2021). Nguyen, Dat ; Dao, Anh ; Huynh, Nhan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000800.

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2021Fundamental volatility and informative trading volume in a rational expectations equilibrium. (2021). Mao, Yipeng ; Luo, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002522.

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2021Trading volume and stock returns: A meta-analysis. (2021). Bajzik, Josef. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002489.

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2021Firm efficiency and stock returns: Australian evidence. (2021). Zhong, Angel ; Hu, T ; Azad, A. S. M. Sohel, ; Chuan, Tze. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s105752192100257x.

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2021State-level COVID-19 outbreak and stock returns. (2021). Truong, Cameron ; Phang, Soon-Yeow ; Garg, Mukesh ; Adrian, Christofer ; Pham, Anh Viet. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000830.

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2020Extension of the Fama and French model: A study of the largest European financial institutions. (2020). Escolastico, Alba M ; De, Maria ; Jareo, Francisco. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:115-139.

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2021The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets. (2021). Matkovskyy, Roman ; Jalan, Akanksha ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000408.

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2021How do equity markets react to COVID-19? Evidence from emerging and developed countries. (2021). Sergi, Bruno S ; Lee, Robert ; Rossi, Fabrizio ; Harjoto, Maretno Agus. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304100.

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2021The day-of-the-week-effect on the volatility of commodities. (2021). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310084.

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2020Short-selling risk in Australia. (2020). Hayat, Aziz ; Ang, Tze Chuan ; Li, Bob. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x20303437.

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2021Stock return predictability: Evidence from moving averages of trading volume. (2021). Su, Yunpeng ; Yang, Baochen ; Ma, Yao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x21000019.

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2021Effect of coronavirus fear on the performance of Australian stock returns: Evidence from an event study. (2021). Ranjeeni, Kumari ; Naidu, Dharmendra. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:66:y:2021:i:c:s0927538x21000275.

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2021Enhanced factor investing in the Korean stock market. (2021). Kim, Saejoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000652.

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2021False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987). (2021). Zaremba, Adam ; Pham, Nga ; Bianchi, Robert J ; Cakici, Nusret. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001827.

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2021Using multivariate stochastic dominance to enhance portfolio selection and warn of financial crises. (2021). Kouaissah, Noureddine. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:480-493.

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2020Trading Volume and Stock Returns: A Meta-Analysis. (2020). Bajzik, Josef. In: Working Papers IES. RePEc:fau:wpaper:wp2020_45.

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2021Using Artificial Neural Networks to Support the Decision-Making Process of Buying Call Options Considering Risk Appetite. (2021). Michalski, Marek ; Amasz, Bartosz ; Puka, Radosaw. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:24:p:8494-:d:704031.

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2021Choosing Factors for the Vietnamese Stock Market. (2021). Zhang, Jing A ; Ruan, Xinfeng ; Ryan, Nina. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:96-:d:507713.

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2021Gamesmanship and Seasonality in U.S. Stock Returns. (2021). Ackert, Lucy F ; Athanassakos, George. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:206-:d:548309.

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2021.

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2021.

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2021.

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2020Profitability, Investment and Asset Pricing: Reconciling the Valuation and the q-Theory Approaches in the Thai Stock Market. (2020). Saengchote, Kanis. In: PIER Discussion Papers. RePEc:pui:dpaper:124.

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2020.

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2022Mood Beta, Sentiment and Stock Returns in China. (2022). Li, Yuan. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440221079873.

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2021Say anything you want about me if you spell my name right: the effect of Internet searches on financial market. (2021). Kliber, Agata ; Rutkowska, Aleksandra. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:29:y:2021:i:2:d:10.1007_s10100-019-00665-6.

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2020Role of human assets in measuring firm performance and its implication for firm valuation. (2020). Vukovi, Darko ; Maiti, Moinak. In: Journal of Economic Structures. RePEc:spr:jecstr:v:9:y:2020:i:1:d:10.1186_s40008-020-00223-3.

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2020The Fama-French Five-Factor Model Plus Momentum: Evidence for the German Market. (2020). Peter, Franziska J ; Dirkx, Philipp. In: Schmalenbach Business Review. RePEc:spr:schmbr:v:72:y:2020:i:4:d:10.1007_s41464-020-00105-y.

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2021A Note on the GRS Test. (2021). Shi, Ruoyao ; Kamstra, Mark . In: Working Papers. RePEc:ucr:wpaper:202111.

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2020Empirically assessing and modeling spillover effects from operational risk events in the insurance industry. (2020). Heidinger, Dinah ; Gatzert, Nadine ; Eckert, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:72-83.

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Works by Mardy Chiah:

YearTitleTypeCited
2016A Better Model? An Empirical Investigation of the Fama–French Five-factor Model in Australia In: International Review of Finance.
[Full Text][Citation analysis]		article25
2020Comovement in Anomalies between the Australian and US Equity Markets In: International Review of Finance.
[Full Text][Citation analysis]		article1
2019Day-of-the-week effect in anomaly returns: International evidence In: Economics Letters.
[Full Text][Citation analysis]		article5
2020Trading from home: The impact of COVID-19 on trading volume around the world In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2021COVID?19 and oil price risk exposure In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2021Tuesday Blues and the day-of-the-week effect in stock returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2021Betting against bank profitability In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article0
2018Volume shocks and stock returns: An alternative test In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article6
2019Which model best explains the returns of large Australian stocks? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article2
2019Choosing factors: Australian evidence In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article4
2020Cross-sectional and time-series momentum returns: Is China different? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article1
2020Decomposing value: Changes in size or changes in book-to-market? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article0
2021Resurrecting the size effect in Japan: Firm size, profitability shocks, and expected stock returns In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article0

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