Ben R. Marshall : Citation Profile

Massey University

15

H index

19

i10 index

664

Citations

RESEARCH PRODUCTION:

38

Articles

1

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 44
   Journals where Ben R. Marshall has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 6 (0.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2568
   Updated: 2025-04-12    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:

Ilomäki, Jukka (9)

Fuertes, Ana-Maria (9)

Prokopczuk, Marcel (8)

Urquhart, Andrew (8)

Sévi, Benoît (8)

faff, robert (8)

Drew, Michael (6)

Lim, Kian-Ping (6)

lucey, brian (6)

Skiadopoulos, George (6)

Daskalaki, Charoula (6)

Cites to:

Shleifer, Andrei (32)

Lo, Andrew (15)

Amihud, Yakov (14)

Vishny, Robert (12)

Fama, Eugene (12)

Trzcinka, Charles (11)

Subrahmanyam, Avanidhar (10)

Lebaron, Blake (9)

La Porta, Rafael (9)

Lopez-de-Silanes, Florencio (9)

Brock, William (9)

Main data

Production by document typearticlepaper200320042005200620072008200920102011201220132014201520162017201802.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20032004200520062007200820092010201120122013201420152016201720180204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2003200420052006200720082009201020112012201320142015201620172018050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 15Most cited documents1234567891011121314151617050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250405101520h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Ben R. Marshall has published?

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

Recent works citing Ben R. Marshall (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Discretization 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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2024.

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2025Liquidity, monetary policy and the commodity futures market. (2025). Kellard, Neil ; Ivan, Miruna-Daniela ; Banti, Chiara. In: Bank of England working papers. RePEc:boe:boeewp:1114.

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2024Does geopolitical risk affect exports? Evidence from China. (2024). Ren, Xiang ; Ma, Qing ; Fu, Qiang ; Liu, KE. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1558-1569.

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2024Downside liquidity risk premium: From the perspective of higher moment. (2024). Jin, Xiu ; Hou, Yuting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001547.

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2024Individual investment adaptations to COVID-19 lockdowns. (2024). Chen, Zixuan ; Wang, Bin ; Huang, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001948.

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2024Investor sentiment or information content? A simple test for investor sentiment proxies. (2024). Lee, Geul ; Ryu, Doojin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001475.

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2024Margin-buying, short-selling, and stock valuation: Why is the effect reversed over time in China?. (2024). Wan, Xiaoyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:76:y:2024:i:c:s0927539824000112.

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2024Does short selling reduce classification shifting?—— Exploration of market-oriented governance mechanism. (2024). Zhang, Junrui ; Bai, Xuelian ; He, Meng. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400125x.

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2024Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Gavriilidis, Konstantinos ; Cui, Yueting ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315.

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2024Peer effects in corporate financialization: The role of Fintech in financial decision making. (2024). Ni, Juan ; Wang, Ying ; Feng, Yongqi ; Zhang, Haolin. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001996.

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2024Shared analyst coverage, 52-week high, and cross-firm return predictability. (2024). Lin, Mei-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003806.

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2024Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253.

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2024ETF ownership and stock pricing efficiency: The role of ETF arbitrage. (2024). Liu, Xiao ; Chen, Guanhua ; Zhao, Zhihua. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001387.

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2024The lead–lag relation between VIX futures and SPX futures. (2024). Kokholm, Thomas ; Bangsgaard, Christine. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000496.

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2024Market timing with moving average distance: International evidence. (2024). Mugerman, Yevgeny ; Kaplanski, Guy ; Abudy, Menachem Meni. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001318.

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2025Embracing market dynamics in the post-COVID era: A data-driven analysis of investor sentiment and behavioral characteristics in stock index futures returns. (2025). Li, Wenyong ; Bai, Xiuran ; Liu, Ting ; Fan, Chunguo ; Gao, Jie ; Tan, Huimin. In: Omega. RePEc:eee:jomega:v:131:y:2025:i:c:s0305048324001580.

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2024Arbitrage opportunities and feedback trading in regulated bitcoin futures market: An intraday analysis. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:743-761.

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2025Subjective probabilities under behavioral heuristics. (2025). Semenov, Andrei ; Rahman, Oriana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000620.

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2024Technology and automation in financial trading: A bibliometric review. (2024). Cumming, Douglas ; Care, Rosella. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002642.

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2024Does Geopolitical Risk Affect Agricultural Exports? Chinese Evidence from the Perspective of Agricultural Land. (2024). Fu, Qiang ; Liu, KE. In: Land. RePEc:gam:jlands:v:13:y:2024:i:3:p:371-:d:1357772.

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2024Predicting ETF liquidity. (2024). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R ; Pham, Son D. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:3:p:478-508.

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2024A structural VAR and VECM modeling method for open-high-low-close data contained in candlestick chart. (2024). Wang, Huiwen ; Huang, Wenyang. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00622-6.

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Works by Ben R. Marshall:

Year  ↓Title  ↓Type  ↓Cited  ↓
2014Sell the rumour, buy the fact? In: Accounting and Finance.
[Full Text][Citation analysis]		article7
2014Against the tide: the commencement of short selling and margin trading in mainland China In: Accounting and Finance.
[Full Text][Citation analysis]		article26
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]		article37
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]		article23
2015Frontier market transaction costs and diversification In: Journal of Financial Markets.
[Full Text][Citation analysis]		article19
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]		article10
2006Candlestick technical trading strategies: Can they create value for investors? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article47
2008Can commodity futures be profitably traded with quantitative market timing strategies? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article54
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]		article50
2013ETF arbitrage: Intraday evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article27
2016Does institutional shareholder activism stimulate corporate information flow? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2018Peer effects, personal characteristics and asset allocation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article16
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]		article7
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]		article11
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]		article1
2012Commodity Liquidity Measurement and Transaction Costs In: The Review of Financial Studies.
[Full Text][Citation analysis]		article106
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]		article34
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]		article29
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]		article9

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