Ben R. Marshall : Citation Profile


Are you Ben R. Marshall?

Massey University

9

H index

9

i10 index

310

Citations

RESEARCH PRODUCTION:

39

Articles

1

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 20
   Journals where Ben R. Marshall has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 7 (2.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2568
   Updated: 2019-11-16    RAS profile: 2018-12-05    
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Relations with other researchers


Works with:

Visaltanachoti, Nuttawat (10)

Anderson, Hamish (7)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ben R. Marshall.

Is cited by:

McAleer, Michael (9)

Sévi, Benoît (8)

Prokopczuk, Marcel (6)

Skiadopoulos, George (6)

Batten, Jonathan (5)

Chang, Chia-Lin (4)

lucey, brian (4)

CHONG, Terence Tai Leung (4)

Drew, Michael (4)

Bianchi, Robert (4)

Kim, Jae (3)

Cites to:

Shleifer, Andrei (25)

Amihud, Yakov (17)

Vishny, Robert (15)

Fama, Eugene (13)

Trzcinka, Charles (13)

Subrahmanyam, Avanidhar (12)

Lopez-de-Silanes, Florencio (12)

La Porta, Rafael (12)

White, Halbert (11)

Trzcinka, Charles (10)

Pedersen, Lasse (10)

Main data


Where Ben R. Marshall has published?


Journals with more than one article published# docs
Journal of Banking & Finance7
Applied Financial Economics3
Pacific-Basin Finance Journal3
International Review of Financial Analysis3
Accounting and Finance3
Journal of Financial Markets2
Journal of International Financial Markets, Institutions and Money2
Review of Quantitative Finance and Accounting2

Recent works citing Ben R. Marshall (2018 and 2017)


YearTitle of citing document
2018Twenty Years of Accounting and Finance Research on the Chinese Capital Market. (2018). Han, Jianlei ; Shi, Jing ; Pan, Zheyao ; He, Jing. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:576-599.

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2017Australian momentum: performance, capacity and the GFC effect. (2017). Vanstone, Bruce J ; Hahn, Tobias ; Smith, Tom. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:1:p:261-287.

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2017Effect of the ban on short selling on market prices and volatility. (2017). Helmes, Uwe ; Smith, Tom ; Henker, Thomas . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:727-757.

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2017Does the T + 1 rule really reduce speculation? Evidence from Chinese Stock Index ETF. (2017). Chen, Xinyun ; Zeng, Tao ; Liu, Yan. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1287-1313.

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2017Momentum in weekly returns: the role of intermediate-horizon past performance. (2017). Chai, Daniel ; Ji, Philip Inyeob ; Limkriangkrai, Manapon. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:45-68.

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2018A review of research on regulation changes in the Asia‐Pacific region. (2018). Chang, Millicent ; Wee, Marvin ; Jackson, Andrew B. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:635-667.

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2018Monetary policy uncertainty, positions of traders and changes in commodity futures prices. (2018). Gospodinov, Nikolay ; Jamali, Ibrahim. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:239-260.

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2017The Analysis of 52-Week High Investing Strategy Based on Herding Behavior. (2017). Yi, Chiao ; Kuo, Wen-Hsiu ; Chen, Hsiang-Lan. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:77-106.

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2019“Who pays the piper calls the tune” – Networks and transaction costs in commodity markets. (2019). Siklos, Pierre ; Sulewski, Christoph ; Putz, Alexander. In: CQE Working Papers. RePEc:cqe:wpaper:8819.

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2017The 52-Week High and Momentum Investing: Implications for Asset Pricing Models. (2017). Lobao, Julio ; Fernandes, Joao Meira. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:lobao.

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2017The 52-Week High and Momentum Investing: Implications for Asset Pricing Models. (2017). Lobao, Julio ; Fernandes, Joao Meira. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:2:lobao.

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2017Determinants of commonality in liquidity: Evidence from an order-driven emerging market. (2017). Goyal, Abhinav ; Wadhwa, Kavita ; Syamala, Sudhakara Reddy. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:38-52.

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2018Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181.

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2017Liquidity commonality in the secondary corporate loan market. (2017). Anthony, John ; Shamsuddin, Abul ; Lee, Doowon ; Docherty, Paul. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:10-14.

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2017Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds. (2017). Sermpinis, Georgios ; Hassanniakalager, Arman ; Stasinakis, Charalampos. In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:540-558.

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2017Is the profitability of Indian stocks compensation for risks?. (2017). Narayan, Paresh Kumar ; Bannigidadmath, Deepa ; Bach, Dinh Hoang. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:47-64.

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2018Liquidity and risk premia in electricity futures. (2018). Bevin-McCrimmon, Fergus ; Sise, Greg ; McCarten, Matthew ; Diaz-Rainey, Ivan. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:503-517.

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2018European family firms and acquisition propensity: A comprehensive analysis of the legal system’s role. (2018). Requejo, Ignacio ; Suarez-Gonzalez, Isabel ; Sanchez-Bueno, Maria J ; Reyes-Reina, Fernando. In: Journal of Family Business Strategy. RePEc:eee:fambus:v:9:y:2018:i:1:p:44-58.

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2017FX technical trading rules can be profitable sometimes!. (2017). Snaith, Stuart ; Coakley, Jerry ; Zarrabi, Nima . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:113-127.

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2018Momentum and reversal strategies in Chinese commodity futures markets. (2018). Yang, Yurun ; Pantelous, Athanasios A ; Goncu, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:177-196.

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2017Sampling frequency and the performance of different types of technical trading rules. (2017). Hudson, Robert ; Urquhart, Andrew ; McGroarty, Frank. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:136-139.

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2018Do institutions trade ahead of false news? Evidence from an emerging market. (2018). Li, Qian ; Bao, Liang ; Wang, Jiamin. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:98-113.

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2017Emerging markets: Is the trend still your friend?. (2017). Conover, Mitchell C ; Szakmary, Andrew C ; Johnson, Robert R ; Jensen, Gerald R. In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:128-148.

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2017Herding in frontier markets: Evidence from African stock exchanges. (2017). Guney, Yilmaz ; Komba, Gabriel ; Kallinterakis, Vasileios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:152-175.

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2017Psychological price barriers in frontier equities. (2017). Berk, Ales S ; Lucey, Brian M ; Dowling, Michael ; Cummins, Mark. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:1-14.

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2018Does intraday technical trading have predictive power in precious metal markets?. (2018). Batten, Jonathan ; Urquhart, Andrew ; Peat, Maurice ; McGroarty, Frank ; Lucey, Brian M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:102-113.

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2019The Brexit vote and currency markets. (2019). Urquhart, Andrew ; McGroarty, Frank ; Dao, Thong M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:153-164.

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2019Attracting attention from peers: Excitement in social trading. (2019). Pelster, Matthias. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:161:y:2019:i:c:p:158-179.

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2017A tale of two tails: Explaining extreme events in financialized agricultural markets. (2017). Algieri, Bernardina ; Koch, Nicolas ; Kalkuhl, Matthias. In: Food Policy. RePEc:eee:jfpoli:v:69:y:2017:i:c:p:256-269.

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2017Dynamic information spillovers in intraregionally-focused spot and forward currency markets. (2017). Fawson, Chris ; Yang, Jiao-Hui ; Wang, XI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:78-110.

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2018Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures. (2018). Huss, Matthias ; Haase, Marco . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:29-46.

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2019Jumps in commodity markets. (2019). Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:55-70.

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2019Illiquidity in the Japan electric power exchange. (2019). Ikeda, Shin S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:14:y:2019:i:c:p:16-39.

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2017Heterogeneous traders, liquidity, and volatility in crude oil futures market. (2017). Ray, Rina ; Haugom, Erik. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:36-49.

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2019Speculation and its impact on liquidity in commodity markets. (2019). Ludwig, Michael. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:532-547.

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2018Arbitrage opportunities and liquidity: An intraday event study on cross-listed stocks. (2018). Ghadhab, Imen. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:46:y:2018:i:c:p:1-10.

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2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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2017The impact of latency sensitive trading on high frequency arbitrage opportunities. (2017). Webb, Robert I ; Mollica, Vito ; Zhang, Shunquan ; Frino, Alex. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:91-102.

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2019Liquidity and earnings in event studies: Does data granularity matter?. (2019). Michayluk, David ; Walsh, Kathleen ; Patel, Vinay ; Bohmann, Marc. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:118-131.

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2018Trading strategies in terms of continuous rising (falling) prices or continuous bullish (bearish) candlesticks emitted. (2018). Ni, Yensen ; Day, Min-Yuh ; Huang, Paoyu ; Cheng, Yirung. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:501:y:2018:i:c:p:188-204.

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2018Improving performance of exchange rate momentum strategy using volatility information. (2018). Zhuang, Chunjuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:741-753.

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2019Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes. (2019). Stanley, Eugene H ; Shao, Hao-Lin ; Yang, Yan-Hong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:734-746.

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2017Seasonal anomalies in advanced emerging stock markets. (2017). Docherty, Paul ; Seif, Mostafa ; Shamsuddin, Abul. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:169-181.

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2019Semi-strong inefficiency in the fixed odds betting market: Underestimating the positive impact of head coach replacement in the main European soccer leagues. (2019). Bernardo, Giovanni ; Verona, Roberto ; Ruberti, Massimo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:239-246.

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2018Benchmarking liquidity proxies: The case of EU sovereign bonds. (2018). Monokroussos, George ; Langedijk, Sven ; Papanagiotou, Evangelia . In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:321-329.

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2017Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks. (2017). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Thian, Tze-Chung . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:220-234.

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2017Does gold Liquidity learn from the greenback or the equity?. (2017). Smimou, K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:461-479.

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2018The monitoring of short selling: Evidence from China. (2018). Deng, Xiaohu ; Gao, Lei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:43:y:2018:i:c:p:68-78.

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2018Simple Market Timing with Moving Averages. (2018). McAleer, Michael ; Laurila, H ; Ilomaki, J. In: Econometric Institute Research Papers. RePEc:ems:eureir:107290.

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2018Market Timing with Moving Averages. (2018). McAleer, Michael ; Laurila, H ; Ilomaki, J. In: Econometric Institute Research Papers. RePEc:ems:eureir:110015.

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2018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, H ; Ilomaki, J ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111556.

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2019Minimizing the Maximum Risk of Currency Conversion for a Company Buying Abroad. (2019). Maron, M. In: European Research Studies Journal. RePEc:ers:journl:v:xxii:y:2019:i:3:p:59-67.

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2017Risk management on the capital market and use of multi-factorial models for estimating the stocks return. (2017). Moraru, Adelina-Monica. In: Scientific Papers. RePEc:fst:wpaper:0005.

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2018Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360.

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2018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:105-:d:171554.

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2018Confirmatory Factor Analysis of Assets That Influence Informal Garment Workers’ Livelihood Security in Laos. (2018). Daovisan, Hanvedes ; Chamaratana, Thanapauge. In: Societies. RePEc:gam:jsoctx:v:8:y:2018:i:3:p:45-:d:153722.

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2018Liquidity of the Chinese Agricultural Futures Market and Its Impact on Futures Price—Based on High-Frequency Data. (2018). Xu, Yuanyuan ; Li, Chongguang. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4579-:d:187752.

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2018Market Timing with Moving Averages. (2018). McAleer, Michael ; Laurila, Hannu ; Ilomaki, Jukka. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2125-:d:153797.

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2017Jumps in Commodity Markets. (2017). Prokopczuk, Marcel ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-615.

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2019Technical Trading Behaviour: Evidence from Chinese Rebar Futures Market. (2019). Liu, Guanqing . In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9851-4.

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2017What Are the Best Liquidity Proxies for Global Research?. (2017). Trzcinka, Charles ; Holden, Craig W. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:4:p:1355-1401..

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2017What Are the Best Liquidity Proxies for Global Research?. (2017). , Kingsley ; Trzcinka, Charles A ; Holden, Craig W. In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2017:i:4:p:1355-1401..

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2017Factor Pricing in Commodity Futures and the Role of Liquidity. (2017). CHONG, Terence Tai Leung ; Chan, Wing Hong ; Tsui, Chun . In: MPRA Paper. RePEc:pra:mprapa:80555.

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2018Impact of Institutional Ownership on Stock Liquidity: Evidence from Karachi Stock Exchange, Pakistan. (2018). Ali, Muhammad Sadil ; Hashmi, Shujahat Haider. In: Global Business Review. RePEc:sae:globus:v:19:y:2018:i:4:p:939-951.

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2019Momentum and Disposition Effect in the stock market of USA. (2019). Rehman, Mujeeb U ; Sadhwani, Ranjeeta. In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:8911340.

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2019The Effect of Accounting Information and Tax Information on Trading Value Moderated by Competitive Strategy. (2019). Murwaningsari, Etty. In: Journal of Accounting, Business and Finance Research. RePEc:spi:joabfr:2019:p:43-50.

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2018The rise of the machines in commodities markets: new evidence obtained using Strongly Typed Genetic Programming. (2018). Manahov, Viktor . In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2286-1.

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2017Investing strategies as continuous rising (falling) share prices released. (2017). Wu, Manhwa ; Ni, Yensen ; Huang, Paoyu. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:4:d:10.1007_s12197-016-9377-3.

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2018Copper price determination: fundamentals versus non-fundamentals. (2018). Guzman, Juan Ignacio ; Silva, Enrique. In: Mineral Economics. RePEc:spr:minecn:v:31:y:2018:i:3:d:10.1007_s13563-017-0130-y.

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2017Predictability of Foreign Exchange Rates with the AR(1) Model. (2017). Hadjixenophontos, Andreas ; Christodoulou-Volos, Christos . In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:7:y:2017:i:4:f:7_4_3.

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2019Will History Repeat Itself? Empirical Research on A-Share Candlesticks in China Based on Matching Method. (2019). An, Guozhi ; Chang, Huadong. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:9:y:2019:i:5:f:9_5_8.

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2019Can ETFs contribute to systemic risk?. (2019). Sánchez Serrano, Antonio ; Pagano, Marco ; Zechner, Jozef. In: Report of the Advisory Scientific Committee. RePEc:srk:srkasc:20199.

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2017Determinants of the probability of default: the case of the internationally listed shipping corporations. (2017). Lozinskaia, Agata ; Penikas, Henry ; Merika, Anna ; Merikas, Andreas. In: Maritime Policy & Management. RePEc:taf:marpmg:v:44:y:2017:i:7:p:837-858.

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2017Predictability of structural co-movement in commodity prices: the role of technical indicators. (2017). Yin, Libo ; Su, Zhi ; Yang, Qingyuan. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:5:p:795-812.

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2018Simple Market Timing with Moving Averages. (2018). McAleer, Michael ; Laurila, Hannu ; Ilomaki, Jukka. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180048.

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2018Asymmetric Risk Impacts of Chinese Tourists to Taiwan. (2018). McAleer, Michael ; Laurila, Hannu ; Ilomaki, Jukka. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1814.

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2018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1825.

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2017Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash. (2017). Han, Qian ; Liang, Jufang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:37:y:2017:i:4:p:411-428.

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2019The moderating effect of audit quality on the relation between shareholder activism and earnings management: Evidence from France. (2019). Jarboui, Anis ; Siala, Souha Bouaziz. In: Contemporary Economics. RePEc:wyz:journl:id:562.

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Works by Ben R. Marshall:


YearTitleTypeCited
2014Sell the rumour, buy the fact? In: Accounting and Finance.
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article3
2014Against the tide: the commencement of short selling and margin trading in mainland China In: Accounting and Finance.
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article9
2016Transaction costs in an illiquid order-driven market In: Accounting and Finance.
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article0
2008Does intraday technical analysis in the U.S. equity market have value? In: Journal of Empirical Finance.
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article23
2003Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market In: International Review of Financial Analysis.
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article20
2006Liquidity and stock returns: Evidence from a pure order-driven market using a new liquidity proxy In: International Review of Financial Analysis.
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article9
2018Stock market liquidity and trading activity: Is China different? In: International Review of Financial Analysis.
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article0
2015Frontier market transaction costs and diversification In: Journal of Financial Markets.
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article4
2018Politics and liquidity In: Journal of Financial Markets.
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article0
2006Is the CRISMA technical trading system profitable? In: Global Finance Journal.
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article2
2013Liquidity measurement in frontier markets In: Journal of International Financial Markets, Institutions and Money.
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article9
2018Do liquidity proxies measure liquidity accurately in ETFs? In: Journal of International Financial Markets, Institutions and Money.
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article0
2006Candlestick technical trading strategies: Can they create value for investors? In: Journal of Banking & Finance.
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article24
2008Can commodity futures be profitably traded with quantitative market timing strategies? In: Journal of Banking & Finance.
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article34
2010The Other January Effect: Evidence against market efficiency? In: Journal of Banking & Finance.
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article1
2013Liquidity commonality in commodities In: Journal of Banking & Finance.
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article33
2013ETF arbitrage: Intraday evidence In: Journal of Banking & Finance.
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article10
2016Does institutional shareholder activism stimulate corporate information flow? In: Journal of Banking & Finance.
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article1
2018Peer effects, personal characteristics and asset allocation In: Journal of Banking & Finance.
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article2
2014Is there momentum or reversal in weekly currency returns? In: Journal of International Money and Finance.
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article4
2009What is the relationship between investor protection legislation and target takeover returns? Evidence from Europe In: Journal of Multinational Financial Management.
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article3
2008Investment returns under right- and left-wing governments in Australasia In: Pacific-Basin Finance Journal.
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2009Regulation and target takeover returns: Is there a link? In: Pacific-Basin Finance Journal.
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2018Market volatility, liquidity shocks, and stock returns: Worldwide evidence In: Pacific-Basin Finance Journal.
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2009How quickly is temporary market inefficiency removed? In: The Quarterly Review of Economics and Finance.
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2005Is technical analysis profitable on a stock market which has characteristics that suggest it may be inefficient? In: Research in International Business and Finance.
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2014The announcement and implementation reaction to Chinas margin trading and short selling pilot programme In: International Journal of Managerial Finance.
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2016International stock market liquidity: a review In: Managerial Finance.
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2007Takeover motives in a weak regulatory environment surrounding a market shock: a case study of New Zealand with a comparison of Gondhalekar and Bhagwat’s (2003) US findings In: Review of Quantitative Finance and Accounting.
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2008Are candlestick technical trading strategies profitable in the Japanese equity market? In: Review of Quantitative Finance and Accounting.
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2015Cultural Stock Price Clustering in the Chinese Equity Market In: Chinese Economy.
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2012Commodity Liquidity Measurement and Transaction Costs In: Review of Financial Studies.
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2007Market timing with candlestick technical analysis In: Journal of Financial Transformation.
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2012Time Diversification in Developed and Emerging Markets In: Journal of Emerging Market Finance.
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2005Is the 52-week high momentum strategy profitable outside the US? In: Applied Financial Economics.
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2009Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics? In: Applied Financial Economics.
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2014The Permanent Portfolio In: Applied Financial Economics.
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2017Time series momentum and moving average trading rules In: Quantitative Finance.
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2009Doing the Hokey-Tokey in asset markets In: Competition & Regulation Times.
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2006Financial Distress Prediction in China In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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