Mardy Chiah : Citation Profile

Are you Mardy Chiah?

Swinburne University of Technology

6

H index

3

i10 index

133

Citations

RESEARCH PRODUCTION:

18

Articles

RESEARCH ACTIVITY:

   6 years (2016 - 2022). See details.
   Cites by year: 22
   Journals where Mardy Chiah has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 8 (5.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1648
   Updated: 2024-01-16    RAS profile: 2022-11-29    
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Relations with other researchers

Works with:

Gharghori, Philip (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mardy Chiah.

Is cited by:

Bajzik, Josef (4)

Worthington, Andrew (2)

Blau, Benjamin (2)

faff, robert (2)

Zaremba, Adam (2)

DeLisle, Jared (2)

Bell, Adrian (1)

Yarovaya, Larisa (1)

Salles, Andre (1)

Ali, Syed Riaz Mahmood (1)

Sensoy, Ahmet (1)

Cites to:

French, Kenneth (32)

Fama, Eugene (18)

Wurgler, Jeffrey (10)

Baker, Malcolm (10)

Titman, Sheridan (9)

West, Kenneth (9)

Narayan, Paresh (8)

Newey, Whitney (8)

faff, robert (7)

Sharma, Susan (7)

Ang, Andrew (7)

Main data

Where Mardy Chiah has published?

Journals with more than one article published# docs
Pacific-Basin Finance Journal7
Finance Research Letters3
International Review of Finance2

Recent works citing Mardy Chiah (2024 and 2023)

YearTitle of citing document
2023Oil price uncertainty and the cost of debt: Evidence from the Chinese bond market. (2023). Zhang, Mingxin ; Wu, XI ; Jiang, Yan ; Gan, Tian. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s104900782300057x.

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2023Are the European Union stock markets vulnerable to the Russia–Ukraine war?. (2023). Pandey, Dharen ; Kumar, Gaurav ; Kumari, Vineeta. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000072.

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2023COVID-19 pandemic and herd behavior: Evidence from a frontier market. (2023). Giang, Thi Huong ; Bakry, Walid ; Nguyen, Huu Manh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000217.

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2023Trade competitiveness and the aggregate returns in global stock markets. (2023). Umar, Zaghum ; Zaremba, Adam ; Long, Huaigang ; Chiah, Mardy. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000246.

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2023Unemployment beta and the cross-section of stock returns: Evidence from Australia. (2023). Huynh, Nhan. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000388.

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2023Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors. (2023). Bell, Adrian ; Sangiorgi, Ivan ; Niculaescu, Corina E. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002193.

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2023How do investors react to overnight returns? Evidence from Korea. (2023). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin ; Ham, Hyuna. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001526.

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2023Emotions in the crypto market: Do photos really speak?. (2023). Phan, Hoa ; Huynh, Nhan. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003173.

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2023Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?. (2023). Vo, Xuan Vinh ; Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000189.

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2023Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic. (2023). Blau, Benjamin ; Yasin, Awaid ; Butt, Hassan A ; Baig, Ahmed S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622003247.

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2023Does market design contribute to market stability? Indications from a corporate bond exchange during the COVID-19 crisis. (2023). Shust, Efrat ; Abudy, Menachem. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000613.

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2023Do manager characteristics matter in equity mutual fund performance? New evidence based on the double-adjusted alpha. (2023). Hsieh, Wei-Cheng ; Yen, Meng-Feng ; Lin, Jia-Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002207.

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2023Trade links and return predictability: The Australian evidence. (2023). Zhong, Angel ; Hu, Xiaolu ; Yu, Miao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000410.

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2023Corporate payouts in Australia. (2023). Zhong, Angel ; Chiah, Mardy ; Cheema, Muhammad A. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000562.

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2023Overnight versus intraday returns of anomalies in China. (2023). Chou, Robin K ; Chang, Hui-Wen ; Lin, Chaonan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000732.

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2023Investor sentiment and stock market anomalies in Australia. (2023). Bissoondoyal-Bheenick, Emawtee ; Zhang, Xinyue ; Zhong, Angel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:284-303.

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2023The tail wagging the dog: How do meme stocks affect market efficiency?. (2023). Ouzan, Samuel ; Choi, Hyung-Eun ; Aloosh, Arash. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:68-78.

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2023Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Uddin, Gazi Salah ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200232x.

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2023Machine learning sentiment analysis, COVID-19 news and stock market reactions. (2023). Pelizzon, Loriana ; Nofer, Michael ; Hinz, Oliver ; Costola, Michele. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000077.

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2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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2023.

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2023Do Financial Liabilities Matter in “Size Effect”? Evidence from the Chinese A-Share Market. (2023). Su, Xiaojian ; Deng, Xiaocui. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:2867-:d:1058308.

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2023Stock returns seasonality in emerging asian markets. (2023). Jha, Mithilesh Kumar ; Aggarwal, Khushboo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09370-y.

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2023Probability of informed trading during the COVID-19 pandemic: the case of the Romanian stock market. (2023). Dragotă, Victor ; Iordache, Andreea ; Trifan, Ruxandra ; Cepoi, Cosmin Octavian. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00415-9.

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2023Artificial neural network analysis of the day of the week anomaly in cryptocurrencies. (2023). Akkaya, Neslihan Saygili ; Ate, Gizem ; Abaci, Hilal ; Tosunolu, Nuray. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00499-x.

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2023Underpricing of initial public offerings (IPOs) and the credibility of underwriters’ pricing services. (2023). Obrimah, Oghenovo A. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:2:d:10.1007_s43546-022-00415-y.

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2023Study of the leading European construction companies using risk factor models. (2023). Cano, Jose Angel ; Jareo, Francisco ; Escribano, Ana. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3386-3402.

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Works by Mardy Chiah:

YearTitleTypeCited
2016A Better Model? An Empirical Investigation of the Fama–French Five-factor Model in Australia In: International Review of Finance.
[Full Text][Citation analysis]		article41
2020Comovement in Anomalies between the Australian and US Equity Markets In: International Review of Finance.
[Full Text][Citation analysis]		article1
2022Lockdown and retail trading in the equity market In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article1
2019Day-of-the-week effect in anomaly returns: International evidence In: Economics Letters.
[Full Text][Citation analysis]		article8
2022Energy price uncertainty and the value premium In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2020Trading from home: The impact of COVID-19 on trading volume around the world In: Finance Research Letters.
[Full Text][Citation analysis]		article28
2021COVID?19 and oil price risk exposure In: Finance Research Letters.
[Full Text][Citation analysis]		article21
2022Photo sentiment and stock returns around the world In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2021Tuesday Blues and the day-of-the-week effect in stock returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2021Betting against bank profitability In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article2
2018Volume shocks and stock returns: An alternative test In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article7
2019Which model best explains the returns of large Australian stocks? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article5
2019Choosing factors: Australian evidence In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article6
2020Cross-sectional and time-series momentum returns: Is China different? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article3
2020Decomposing value: Changes in size or changes in book-to-market? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article1
2021Resurrecting the size effect in Japan: Firm size, profitability shocks, and expected stock returns In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article0
2022Overnight returns, daytime reversals, and future stock returns: Is China different? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article3
2022Another look at sources of momentum profits In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0

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