Ben R. Marshall : Citation Profile

Are you Ben R. Marshall?

Massey University

14

H index

18

i10 index

604

Citations

RESEARCH PRODUCTION:

38

Articles

1

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 40
   Journals where Ben R. Marshall has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 6 (0.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2568
   Updated: 2024-01-16    RAS profile: 2021-07-11    
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Relations with other researchers

Works with:

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

Is cited by:

Sévi, Benoît (8)

Prokopczuk, Marcel (8)

Ilomäki, Jukka (7)

faff, robert (7)

Fuertes, Ana-Maria (7)

Skiadopoulos, George (6)

lucey, brian (6)

Lim, Kian-Ping (6)

Drew, Michael (6)

Daskalaki, Charoula (6)

Batten, Jonathan (5)

Cites to:

Shleifer, Andrei (25)

Amihud, Yakov (14)

Lo, Andrew (14)

Vishny, Robert (12)

Fama, Eugene (12)

Trzcinka, Charles (11)

Subrahmanyam, Avanidhar (10)

Brock, William (9)

Lopez-de-Silanes, Florencio (9)

Lebaron, Blake (9)

La Porta, Rafael (9)

Main data

Where Ben R. Marshall has published?

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

Recent works citing Ben R. Marshall (2024 and 2023)

YearTitle of citing document
2023Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2023). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Papers. RePEc:arx:papers:2311.15635.

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2023Earnings communication conferences and post?earnings?announcement drift: Evidence from China. (2023). Su, Yunpeng ; Liu, Yifang ; Yang, Baochen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2145-2185.

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2023How is illiquidity priced in the Chinese stock market?. (2023). Shen, Zhiqi ; Jiang, Fuwei ; Wu, Kai ; Liu, Jun. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1285-1320.

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2023Financial constraints, short selling and corporate fraud: Evidence from China. (2023). Li, QI ; Zhang, Jing ; Geng, Wenjun ; Cao, Guohua. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:2:p:297-320.

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2023The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074.

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2023Price discovery between Bitcoin spot markets and exchange traded products. (2023). Bowden, James ; Franus, Tatiana ; Gemayel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001775.

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2023Stock liquidity during COVID-19 crisis: A cross-country analysis of developed and emerging economies, and economic policy uncertainty. (2023). Khandaker, Sarod ; Trinh, Hai Hong ; Baghdadi, Ghasan ; al Farooque, Omar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000304.

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2023Convenience yield risk. (2023). Wichmann, Robert ; Simen, Chardin Wese ; Symeonidis, Lazaros ; Prokopczuk, Marcel. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000348.

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2023Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2023). Virbickait, Audron ; Nguyen, Hoang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002360.

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2023A tale of idiosyncratic volatility and illiquidity shocks: Their correlation and effects on stock returns. (2023). Huang, Zhaodan ; Han, Yufeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000339.

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2023Hidden Gem or Fool’s Gold: Can passive ESG ETFs outperform the benchmarks?. (2023). Zakriya, Mohammed ; Jarvinen, Jesse ; Dumitrescu, Ariadna. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300056x.

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2023Industry costs of equity: Evidence from frontier markets. (2023). McGroarty, Frank ; Demiralay, Sercan ; Wang, Yan ; Hourani, Alya. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000893.

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2023Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets. (2023). Rao, Yulei ; Peng, Diefeng ; Guo, Shijun ; Bao, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001321.

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2023Rumors in the sky: Corporate rumors and stock price synchronicity. (2023). Zhu, Zhenmei ; Quan, Xiaofeng ; Cai, Wenwu. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001990.

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2023Stock liquidity and firm-level political risk. (2023). Yaghoubi, Mona ; Das, Kuntal K. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005967.

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2023Geopolitical risk and stock liquidity. (2023). Verdoliva, Vincenzo ; Pellegrino, Luigi Raffaele ; Meles, Antonio ; Fiorillo, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000612.

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2023Technical analysis, spread trading, and data snooping control. (2023). Sermpinis, Georgios ; Pantelous, Athanasios A ; Laws, Jason ; Psaradellis, Ioannis. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:178-191.

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2023Does fake news impact stock returns? Evidence from US and EU stock markets. (2023). Russo, Ivan ; Gandolfi, Gino ; Arcuri, Maria Cristina. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s0148619523000231.

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2023What keeps stablecoins stable?. (2023). Viswanath-Natraj, Ganesh ; Lyons, Richard K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001802.

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2023A Bayesian perspective on commodity style integration. (2023). Zhao, Nan ; Fuertes, Ana-Maria. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000181.

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2023Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000259.

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2023On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil. (2023). Bhatia, Madhur. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002854.

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2023Stock market liquidity and bank stability. (2023). Samarasinghe, Ama. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x2300094x.

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2023Do M&A funds create value in Chinese listed firms?. (2023). Ma, Lina ; Guo, Feng ; Huang, Ying Sophie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001014.

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2023Incorporating improved directional change and regime change detection to formulate trading strategies in foreign exchange markets. (2023). Wu, Bing ; Li, Danping ; Zhang, Weijie ; Hu, Shicheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:622:y:2023:i:c:s0378437123003655.

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2023Asymmetric volatility structure of equity returns: Evidence from an emerging market. (2023). Furqan, Mehreen ; Abbas, Syed Kumail ; Mirza, Nawazish ; Umar, Muhammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:330-336.

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2023Does fear spur default risk?. (2023). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Thakerngkiat, Narongdech. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:879-899.

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2023News tone, investor sentiment, and liquidity premium. (2023). Zhou, Ming ; Wu, Kai ; Liu, Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:167-181.

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2023Impact of financial environment on household risk financial asset selection: A micro perspective. (2023). Khalid, Fahad ; Xiaoyang, MA ; Xiaoyi, Zhang ; Xiaoli, Gan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:137-145.

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2023Short selling and SME irregular CEO succession: Witnessing the moderating role of earnings management. (2023). Sarfraz, Muddassar ; Meran, Syed Ghulam ; Sha, Yezhou. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:163-173.

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2023Impact of India’s Demonetization Episode on its Equity Markets. (2023). Dhalmahapatra, Krantiraditya ; Sutar, Goutam ; Chakraborty, Sayan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:4:d:10.1007_s10690-022-09392-6.

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2023Peer effects and the mechanisms in corporate capital structure: evidence from Chinese listed firms. (2023). Tang, Liang ; Duan, YU ; Xie, Xinran ; Liu, Jiali. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:14:y:2023:i:1:p:295-326.

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2023Stock Market Reaction to COVID-19: A Cross-Sectional Industry Analysis in Frontier Market. (2023). al Johani, Sameer ; Adnan, Atm. In: IIM Kozhikode Society & Management Review. RePEc:sae:iimkoz:v:12:y:2023:i:2:p:157-181.

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2023Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball. (2023). Reade, James J ; de Angelis, Luca. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04950-7.

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2023Law of one price and return on Arbitrage Trading: Bitcoin vs. Ethereum. (2023). Shynkevich, Andrei. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:3:d:10.1007_s12197-023-09631-0.

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2023Liquidity risk and expected cryptocurrency returns. (2023). Li, YI ; Zhang, Wei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:472-492.

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2023Probability weighting in commodity futures markets. (2023). Wang, Ying ; Xu, QI ; Yuan, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:516-548.

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2023A tale of two premiums revisited. (2023). Marechal, Loic. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:5:p:580-614.

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2023Wisdom of crowds and commodity pricing. (2023). de Silva, Sanuri ; Binnewies, Sebastian ; Fan, John Hua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1040-1068.

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Works by Ben R. Marshall:

YearTitleTypeCited
2014Sell the rumour, buy the fact? In: Accounting and Finance.
[Full Text][Citation analysis]		article5
2014Against the tide: the commencement of short selling and margin trading in mainland China In: Accounting and Finance.
[Full Text][Citation analysis]		article23
2016Transaction costs in an illiquid order-driven market In: Accounting and Finance.
[Full Text][Citation analysis]		article0
2008Does intraday technical analysis in the U.S. equity market have value? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article36
2003Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article29
2006Liquidity and stock returns: Evidence from a pure order-driven market using a new liquidity proxy In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article11
2018Stock market liquidity and trading activity: Is China different? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article21
2015Frontier market transaction costs and diversification In: Journal of Financial Markets.
[Full Text][Citation analysis]		article15
2018Politics and liquidity In: Journal of Financial Markets.
[Full Text][Citation analysis]		article8
2006Is the CRISMA technical trading system profitable? In: Global Finance Journal.
[Full Text][Citation analysis]		article2
2013Liquidity measurement in frontier markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article25
2018Do liquidity proxies measure liquidity accurately in ETFs? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article6
2006Candlestick technical trading strategies: Can they create value for investors? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article46
2008Can commodity futures be profitably traded with quantitative market timing strategies? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article52
2010The Other January Effect: Evidence against market efficiency? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2013Liquidity commonality in commodities In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article49
2013ETF arbitrage: Intraday evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article23
2016Does institutional shareholder activism stimulate corporate information flow? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2018Peer effects, personal characteristics and asset allocation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article11
2014Is there momentum or reversal in weekly currency returns? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article10
2009What is the relationship between investor protection legislation and target takeover returns? Evidence from Europe In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article4
2008Investment returns under right- and left-wing governments in Australasia In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article6
2009Regulation and target takeover returns: Is there a link? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article7
2018Market volatility, liquidity shocks, and stock returns: Worldwide evidence In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article10
2009How quickly is temporary market inefficiency removed? In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article8
2005Is technical analysis profitable on a stock market which has characteristics that suggest it may be inefficient? In: Research in International Business and Finance.
[Full Text][Citation analysis]		article6
2014The announcement and implementation reaction to Chinas margin trading and short selling pilot programme In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article3
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.
[Full Text][Citation analysis]		article2
2008Are candlestick technical trading strategies profitable in the Japanese equity market? In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article21
2015Cultural Stock Price Clustering in the Chinese Equity Market In: Chinese Economy.
[Full Text][Citation analysis]		article0
2012Commodity Liquidity Measurement and Transaction Costs In: Review of Financial Studies.
[Full Text][Citation analysis]		article97
2007Market timing with candlestick technical analysis In: Journal of Financial Transformation.
[Citation analysis]		article3
2012Time Diversification in Developed and Emerging Markets In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]		article0
2005Is the 52-week high momentum strategy profitable outside the US? In: Applied Financial Economics.
[Full Text][Citation analysis]		article31
2009Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics? In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
2014The Permanent Portfolio In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2017Time series momentum and moving average trading rules In: Quantitative Finance.
[Full Text][Citation analysis]		article19
2009Doing the Hokey-Tokey in asset markets In: Competition & Regulation Times.
[Full Text][Citation analysis]		paper0
2006Financial Distress Prediction in China In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
[Full Text][Citation analysis]		article4

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