Ben R. Marshall : Citation Profile


Are you Ben R. Marshall?

Massey University

12

H index

16

i10 index

467

Citations

RESEARCH PRODUCTION:

39

Articles

1

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 31
   Journals where Ben R. Marshall has often published
   Relations with other researchers
   Recent citing documents: 107.    Total self citations: 7 (1.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2568
   Updated: 2021-11-20    RAS profile: 2021-07-11    
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Relations with other researchers


Works with:

Visaltanachoti, Nuttawat (4)

Anderson, Hamish (3)

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

Is cited by:

Ilomäki, Jukka (9)

McAleer, Michael (9)

Sévi, Benoît (8)

Lim, Kian-Ping (7)

Skiadopoulos, George (6)

Batten, Jonathan (6)

lucey, brian (6)

Fuertes, Ana-Maria (6)

Prokopczuk, Marcel (6)

Daskalaki, Charoula (6)

faff, robert (5)

Cites to:

Shleifer, Andrei (22)

Amihud, Yakov (17)

Fama, Eugene (13)

Trzcinka, Charles (13)

Subrahmanyam, Avanidhar (12)

Vishny, Robert (12)

White, Halbert (11)

Trzcinka, Charles (10)

Pedersen, Lasse (10)

Roll, Richard (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
International Review of Financial Analysis3
Applied Financial Economics3
Pacific-Basin Finance Journal3
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 (2021 and 2020)


YearTitle of citing document
2020DISABLED PEOPLE ON THE LABOUR MARKET IN POLAND – FOCUS ON RURAL AREAS OF THE MASOVIAN VOIVODSHIP. (2020). Wielechowski, Micha ; Stolarczyk, Paulina. In: Roczniki (Annals). RePEc:ags:paaero:308183.

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2021Forecasting open-high-low-close data contained in candlestick chart. (2021). Wang, Shanshan ; Huang, Wenyang. In: Papers. RePEc:arx:papers:2104.00581.

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2020Margin trading and price efficiency: information content or price‐adjustment speed?. (2020). Lv, Dayong ; Wu, Wenfeng. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2889-2918.

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2020Short?selling and cost of equity: evidence from China. (2020). Lu, Siqi ; Hu, Ning ; Ye, Jianfang ; Ma, Tao. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3681-3707.

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2021How does regret affect investor behaviour? Evidence from Chinese stock markets. (2021). Zhou, Hongfeng ; Wu, Fei ; Pan, Deng ; Deuskar, Prachi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1851-1896.

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2021Risk of holding stocks with liquidity sensitive to market uncertainty: evidence from China. (2021). Yan, WU ; Qian, Meifen ; Shen, Yifan ; Sun, Pingwen. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1993-2029.

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2021Short selling and labor investment efficiency: evidence from the Chinese stock market. (2021). Xu, Hongmei ; Ni, Xiaoran ; Ding, Hui. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2451-2476.

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2020Best Candlesticks Pattern to Trade Stocks. (2020). Cohen, Gil . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-02-29.

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2021Can the Leading US Energy Stock Prices be Predicted using the Ichimoku Cloud?. (2021). Kamalov, Firuz ; Gurrib, Ikhlaas ; Elshareif, Elgilani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-7.

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2021Air pollution and behavioral biases: Evidence from stock market anomalies. (2021). Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303701.

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2021The Ramadan effect: A standalone anomaly or just a compensation for low liquidity?. (2021). Yaghoubi, Mona ; Biakowski, Jdrzej. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000241.

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2020Trade credit and stock liquidity. (2020). Shang, Chenguang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300304.

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2020Cross market predictions for commodity prices. (2020). Zhang, Yongmin ; Ding, Shusheng. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:455-462.

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2021The nonlinear connection between 52-week high and announcement effect of insider trading — Evidence from mainland China and Taiwan. (2021). Zhou, Rui Jie ; Yi, Chiao ; Chu, Chien Chi. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:1043-1057.

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2020Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?. (2020). Fong, Tom ; Wu, Shui Tang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300932.

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2020Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Chia, Yee-Ee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300668.

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2020Compensation for illiquidity in China: Evidence from an alternative measure. (2020). Wang, Guanying ; Zhang, Yiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s106294082030084x.

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2020What drives the liquidity premium in the Chinese stock market?. (2020). Zhang, Zhaoyong ; Ho, Kin-Yip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302918.

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2021Economic policy uncertainty and illiquidity return premium. (2021). Hsieh, Hui-Ching ; Thinh, Van Quoc. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301820.

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2021Market efficiency in foreign exchange market. (2021). Pae, Yuntaek ; Choi, Wonseok ; Lee, Namhoon. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002081.

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2020Is there an illiquidity premium in frontier markets?. (2020). Umar, Zaghum ; Zaremba, Adam ; Stereczak, Szymon. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119302481.

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2020What is the best proxy for liquidity in the presence of extreme illiquidity?. (2020). Będowska-Sójka, Barbara ; Echaust, Krzysztof ; Bdowska-Sojka, Barbara. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119302080.

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2020More shareholders, higher liquidity? Evidence from an emerging stock market. (2020). Goh, Kim-Leng ; Lim, Kian-Ping ; Chia, Yee-Ee. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014118305016.

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2020Political connections, political cycles and stock returns: Evidence from Iran. (2020). Vatanparast, Nader ; Ahmed, Kamran ; Mohammadrezaei, Fakhroddin ; Kashanipour, Mohammad ; Faraji, Omid. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300248.

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2020The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market. (2020). Wan, Xiaoyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:104-118.

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2020Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?. (2020). faff, robert ; Miffre, Joelle ; Yew, Rand Kwong ; Rad, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:164-180.

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2020Does proprietary day trading provide liquidity at a cost to investors?. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919304764.

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2020Liquidity commonality and high frequency trading: Evidence from the French stock market. (2020). Fontaine, Patrice ; Anagnostidis, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521919305320.

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2020Information-based trading and information propagation: Evidence from the exchange traded fund market. (2020). Zhao, Yang ; Xu, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301393.

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2020Investing in gold – Market timing or buy-and-hold?. (2020). Dichtl, Hubert ; Baur, Dirk G ; Wendt, Viktoria-Sophie ; Drobetz, Wolfgang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306227.

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2020Short-selling, margin-trading, and stock liquidity: Evidence from the Chinese stock markets. (2020). Zhou, Shengjie ; Ye, Qing ; Zhang, Jie. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301939.

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2021Terrorist attacks and oil prices: Hypothesis and empirical evidence. (2021). Gong, Qiang ; Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000120.

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2021A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. (2021). Guidi, Francesco ; Cagliesi, Gabriella. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000417.

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2021Intraday indirect arbitrage between European index ETFs. (2021). Tooma, Eskandar ; Bassiouny, Aliaa. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000806.

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2021Chinese corporate distress prediction using LASSO: The role of earnings management. (2021). Lou, Chenxin ; Li, Chunyu ; Xing, Kai ; Luo, Dan. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001174.

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2021Is competition beneficial? The case of exchange traded funds. (2021). Eugster, Nicolas ; Kharma, Celine. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001241.

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2021Liquidity effects on price and return co-movements in commodity futures markets. (2021). Ding, Shusheng ; Zhang, Yongmin. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001320.

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2020Commonality in liquidity across options and stock futures markets. (2020). ap Gwilym, Owain ; Williams, Gwion ; Benzennou, Bouchra. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305762.

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2021Bitcoin and liquidity risk diversification. (2021). Zantour, Ahlem ; Guesmi, Khaled ; Ghabri, Yosra. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030012x.

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2021Bitcoin arbitrage. (2021). Shynkevich, Andrei. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320308886.

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2020In law we trust: Lawyer CEOs and stock liquidity. (2020). Pham, Mia Hang. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s1386418120300173.

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2021Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818.

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2021The liquidity of active ETFs. (2021). Marshall, Ben R ; Pham, Son D ; Visaltanachoti, Nuttawat ; Nguyen, Nhut H. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028320302726.

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2020Liquidity connectedness and output synchronisation. (2020). Inekwe, John. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300925.

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2021Currency momentum strategies based on the Chinese Yuan: Timing of foreign exchange volatility. (2021). Chen, Miao-Ling ; Hsu, Ching-Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000342.

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2021Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices. (2021). Psaradellis, Ioannis ; Stasinakis, Charalampos ; Hassanniakalager, Arman ; Sermpinis, Georgios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100072x.

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2020Shareholder investment horizons and bank debt financing. (2020). Tang, Tian ; Fu, Xudong ; Cline, Brandon N. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:110:y:2020:i:c:s0378426619302316.

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2020What drives the market for exchange-traded notes?. (2020). Rakowski, David ; Shirley, Sara. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302766.

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2020Factor based commodity investing. (2020). Tessaromatis, Nikolaos ; Sakkas, Athanasios. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300741.

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2020Fear of hazards in commodity futures markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301680.

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2021Country governance and international equity returns. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s037842662030248x.

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2021Return signal momentum. (2021). Thomakos, Dimitrios ; Liu, Jiadong ; Papailias, Fotis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:124:y:2021:i:c:s0378426621000212.

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2021Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models. (2021). Anghel, Dan Gabriel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000716.

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2021Liquidity and the cross-section of international stock returns. (2021). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000819.

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2020Herding in the Singapore stock Exchange. (2020). Ramlakhan, Prakash ; Bhatnagar, Chandra Shekhar ; Arjoon, Vaalmikki. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519300712.

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2021Intraday arbitrage between ETFs and their underlying portfolios. (2021). Lynch, Andrew ; Evans, Richard ; Davis, Ryan ; Box, Travis. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:1078-1095.

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2020Spillovers, integration and causality in LME non-ferrous metal markets. (2020). lucey, brian ; Yarovaya, Larisa ; Ciner, Cetin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x.

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2020Forecasting excess returns of the gold market: Can we learn from stock market predictions?. (2020). Dichtl, Hubert. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300716.

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2020Do sharp movements in oil prices matter for stock markets?. (2020). Huang, Paoyu ; Day, Min-Yuh ; Wu, Manhwa ; Ni, Yensen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316280.

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2020The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50. (2020). Yu, Shang-Ru ; Huang, Paoyu ; Day, Min-Yuh ; Ni, Yensen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120300078.

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2020The sources of pricing factors underlying the cross-section of currency returns. (2020). Lin, Chien-Hsiu ; Chen, Chih-Nan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:250-265.

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2021Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information. (2021). Yamani, Ehab. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:74-89.

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2021Global policy uncertainty and cross-border acquisitions. (2021). Mazur, Mieszko ; Dang, Man ; Vu, Ngoc ; Nguyen, Ngoc Thang ; Puwanenthiren, Premkanth. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:224-235.

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2020Relationships between agricultural energy and farming indicators. (2020). Martinho, V. J. P. D., . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:132:y:2020:i:c:s1364032120303877.

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2020The impact of financial development, IFRS, and rule of LAW on foreign investments: A cross-country analysis. (2020). Akisik, Orhan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:815-838.

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2020Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Diaz, Antonio ; Escribano, Ana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024.

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2020Liquidity risk and stock performance during the financial crisis. (2020). Dang, Tung ; Hue, Thi Minh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919302831.

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2020High frequency momentum trading with cryptocurrencies. (2020). Zhang, Yuanyuan ; Chan, Stephen ; Chu, Jeffrey. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919308062.

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2020Inter- and intra-regional stock market relations for the GCC bloc. (2020). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310013.

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2021Reshaping financial systems: The role of ICT in the diffusion of financial innovations – Recent evidence from European countries. (2021). Lechman, Ewa ; Marszk, Adam. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001153.

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2020Probability of mergers and acquisitions deal failure. (2020). Yousef, Ibrahim ; Nnadi, Matthias ; Tanna, Sailesh. In: Journal of Financial Economic Policy. RePEc:eme:jfeppp:jfep-09-2019-0182.

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2020Stock Market Liquidity and Monetary Policy. (2020). Marozva, Godfrey. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:viii:y:2020:i:2:p:265-275.

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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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2021The Financialization of Crude Oil Markets and Its Impact on Market Efficiency: Evidence from the Predictive Ability and Performance of Technical Trading Strategies. (2021). Anghel, Andrei ; Tudor, Cristiana. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:15:p:4485-:d:600832.

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2020Stock Market Contagion during the Global Financial Crises: Evidence from the Chilean Stock Market. (2020). Silva, Berta ; Gjerde, Tom ; Mahenthiran, Sakthi. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:26-:d:348131.

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2020Intraday Jumps, Liquidity, and U.S. Macroeconomic News: Evidence from Exchange Traded Funds. (2020). Jurdi, Doureige J. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:118-:d:367863.

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2021Liquidity Synchronization, Its Determinants and Outcomes under Economic Growth Volatility: Evidence from Emerging Asian Economies. (2021). Rupeika-Apoga, Ramona ; Zaidi, Syeda Hina. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:2:p:43-:d:502872.

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2020Speculative Pressure. (2020). Fernandez-Perez, Adrian ; Hua, John ; Miffre, Joelle ; Fuertes, Ana-Maria. In: Post-Print. RePEc:hal:journl:hal-02500777.

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2020Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?. (2020). Low, Rand ; Rad, Hossein ; Faff, Robert ; Miffre, Joelle. In: Post-Print. RePEc:hal:journl:hal-02868473.

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2020Fear of Hazards in Commodity Futures Markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Post-Print. RePEc:hal:journl:hal-02931680.

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2020Liquidity Risk and Stock Return in Latin American Emerging Markets. (2020). Fernandez, Prosper Lamothe ; Vasquez-Tejos, Francisco Javier. In: Investigación & Desarrollo. RePEc:iad:wpaper:0420.

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2021.

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2020The price leadership share: a new measure of price discovery in financial markets. (2020). de Blasis, Riccardo. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:3:d:10.1007_s10436-020-00371-3.

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2020Liquidity Constraints for Portfolio Selection Based on Financial Volume. (2020). Filomena, Tiago Pascoal ; Fernandes, Eduardo Bered. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09957-0.

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2021Have trend-following signals in commodity futures markets become less reliable in recent years?. (2021). Auer, Benjamin R. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:4:d:10.1007_s11408-021-00385-5.

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2021Do more mergers and acquisitions create value for shareholders?. (2021). Gregoriou, Andros ; Li, Shaomeng ; Liu, Guy S. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:2:d:10.1007_s11156-020-00908-7.

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2021Optimizing candlesticks patterns for Bitcoins trading systems. (2021). Cohen, Gil. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00973-6.

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2020Measuring liquidity in Indian stock market: A dimensional perspective. (2020). Reddy, Y V ; Poornima, B G ; Naik, Priyanka. In: PLOS ONE. RePEc:plo:pone00:0238718.

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2021Improving stock trading decisions based on pattern recognition using machine learning technology. (2021). Liu, Shancun ; Lin, Yaohu ; Jiang, Bingbing ; Wu, Harris ; Yang, Haijun. In: PLOS ONE. RePEc:plo:pone00:0255558.

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2020Fear of Hazards in Commodity Futures Markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: MPRA Paper. RePEc:pra:mprapa:100528.

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2021Attention to the Election-Economics-Politics (EEP) Nexus in the Indian Stock Markets. (2021). Sinha, Paritosh Chandra. In: The Review of Finance and Banking. RePEc:rfb:journl:v:13:y:2021:i:1:p:7-32.

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2021Stock Market Liquidity: A Literature Review. (2021). Reddy, Y V ; Naik, Priyanka. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:1:p:2158244020985529.

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2021Technical trading and cryptocurrencies. (2021). Urquhart, Andrew ; Hudson, Robert. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-019-03357-1.

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2021Multi-asset scenario building for trend-following trading strategies. (2021). Thomann, Andreas. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03547-2.

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2020Encoding candlesticks as images for pattern classification using convolutional neural networks. (2020). Chen, Jun-Hao ; Tsai, Yun-Cheng. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00187-0.

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2020Trading stocks following sharp movements in the USDX, GBP/USD, and USD/CNY. (2020). Huang, Paoyu ; Day, Min-Yuh ; Ni, Yensen. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00190-5.

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2021Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index. (2021). Sadefo-Kamdem, Jules ; Assoil, Ayad. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:10:d:10.1007_s43546-021-00129-7.

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2020Improving market timing of time series momentum in the Chinese stock market. (2020). Qin, Yafeng ; Bai, Min ; Pan, Guoyao. In: Applied Economics. RePEc:taf:applec:v:52:y:2020:i:43:p:4711-4725.

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2020Trend following with momentum versus moving averages: a tale of differences. (2020). Giner, Javier ; Zakamulin, Valeriy. In: Quantitative Finance. RePEc:taf:quantf:v:20:y:2020:i:6:p:985-1007.

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2021Resilience in “Flash Events” in the Corn and Lean Hog Futures Markets. (2021). Serra, Teresa ; He, Xinyue ; Garcia, Philip. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:103:y:2021:i:2:p:743-764.

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2021Evaluating active investing with generic trading reactions. (2021). Zoicasienciu, Adrian. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1018-1036.

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More than 100 citations found, this list is not complete...

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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article16
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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article31
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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article25
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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article10
2018Stock market liquidity and trading activity: Is China different? In: International Review of Financial Analysis.
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article9
2015Frontier market transaction costs and diversification In: Journal of Financial Markets.
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article10
2018Politics and liquidity In: Journal of Financial Markets.
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article4
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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article17
2018Do liquidity proxies measure liquidity accurately in ETFs? In: Journal of International Financial Markets, Institutions and Money.
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article3
2006Candlestick technical trading strategies: Can they create value for investors? In: Journal of Banking & Finance.
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article37
2008Can commodity futures be profitably traded with quantitative market timing strategies? In: Journal of Banking & Finance.
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article45
2010The Other January Effect: Evidence against market efficiency? In: Journal of Banking & Finance.
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article2
2013Liquidity commonality in commodities In: Journal of Banking & Finance.
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article41
2013ETF arbitrage: Intraday evidence In: Journal of Banking & Finance.
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article20
2016Does institutional shareholder activism stimulate corporate information flow? In: Journal of Banking & Finance.
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article2
2018Peer effects, personal characteristics and asset allocation In: Journal of Banking & Finance.
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article4
2014Is there momentum or reversal in weekly currency returns? In: Journal of International Money and Finance.
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article10
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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article4
2008Investment returns under right- and left-wing governments in Australasia In: Pacific-Basin Finance Journal.
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article5
2009Regulation and target takeover returns: Is there a link? In: Pacific-Basin Finance Journal.
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article6
2018Market volatility, liquidity shocks, and stock returns: Worldwide evidence In: Pacific-Basin Finance Journal.
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article4
2009How quickly is temporary market inefficiency removed? In: The Quarterly Review of Economics and Finance.
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article5
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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article6
2014The announcement and implementation reaction to Chinas margin trading and short selling pilot programme In: International Journal of Managerial Finance.
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article3
2016International stock market liquidity: a review In: Managerial Finance.
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article10
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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article2
2008Are candlestick technical trading strategies profitable in the Japanese equity market? In: Review of Quantitative Finance and Accounting.
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article15
2015Cultural Stock Price Clustering in the Chinese Equity Market In: Chinese Economy.
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article0
2012Commodity Liquidity Measurement and Transaction Costs In: Review of Financial Studies.
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article69
2007Market timing with candlestick technical analysis In: Journal of Financial Transformation.
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article2
2012Time Diversification in Developed and Emerging Markets In: Journal of Emerging Market Finance.
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article0
2005Is the 52-week high momentum strategy profitable outside the US? In: Applied Financial Economics.
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article25
2009Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics? In: Applied Financial Economics.
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article2
2014The Permanent Portfolio In: Applied Financial Economics.
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article2
2017Time series momentum and moving average trading rules In: Quantitative Finance.
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article13
2009Doing the Hokey-Tokey in asset markets In: Competition & Regulation Times.
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paper0
2006Financial Distress Prediction in China In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
[Full Text][Citation analysis]
article3

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