4
H index
2
i10 index
56
Citations
Mirela Malin : Citation Profile
Griffith University | RESEARCH PRODUCTION: 11 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2004 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mirela Malin. | Is cited by:
| Cites to:
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Main data
Where Mirela Malin has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Financial Markets, Institutions and Money | 3 |
| Accounting Research Journal | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Papers in Finance / Griffith University, Department of Accounting, Finance and Economics | 4 |
Recent works citing Mirela Malin (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Why isnt composite equity issuance favored by the stock market? A risk-based explanation for the anomaly. (2024). Yu, Huaibing. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002205. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Mirela Malin:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Long-term return reversal: Evidence from international market indices In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 28 |
| 2015 | Industry long-term return reversal In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
| 2020 | Long-term time series reversal: International evidence In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 2010 | Predictability of future index returns based on the 52-week high strategy In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2009 | Predictability of Future Index Returns based on the 52 Week High Strategy.(2009) In: Discussion Papers in Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2017 | Students’ experience toward ePortfolios as a reflective assessment tool in a dual mode indigenous business course In: Accounting Research Journal. [Full Text][Citation analysis] | article | 0 |
| 2014 | Enhancing lecture presentation through tablet technology In: Accounting Research Journal. [Full Text][Citation analysis] | article | 1 |
| 2014 | Enhancing lecture presentation through tablet technology In: Accounting Research Journal. [Full Text][Citation analysis] | article | 2 |
| 2006 | Idiosyncratic volatility and security returns: evidence from Germany and United Kingdom In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2010 | Enhancing Contrarian Strategies: Evidence from Developed Markets Indices In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Are classroom games useful for teaching sticky finance concepts? Evidence from a swap game In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Determinants of student success in finance courses In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2004 | On the Robustness of the Fama and French Multifactor Model: Evidence from France, Germany, and the United Kingdom In: International Journal of Business and Economics. [Full Text][Citation analysis] | article | 11 |
| 2015 | Trading Volume and Momentum: The International Evidence In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 2 |
| 2011 | Is the 52-week high effect as strong as momentum? Evidence from developed and emerging market indices In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team