Ben R. Marshall : Citation Profile


Massey University

15

H index

20

i10 index

702

Citations

RESEARCH PRODUCTION:

38

Articles

1

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 46
   Journals where Ben R. Marshall has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 6 (0.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2568
   Updated: 2026-01-10    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:

faff, robert (9)

Fuertes, Ana-Maria (9)

Ilomäki, Jukka (9)

Prokopczuk, Marcel (8)

Sévi, Benoît (8)

Urquhart, Andrew (8)

lucey, brian (6)

Daskalaki, Charoula (6)

Lim, Kian-Ping (6)

Drew, Michael (6)

Skiadopoulos, George (6)

Cites to:

Shleifer, Andrei (32)

Lo, Andrew (15)

Amihud, Yakov (14)

Lopez-de-Silanes, Florencio (13)

Fama, Eugene (12)

Vishny, Robert (12)

Trzcinka, Charles (11)

Subrahmanyam, Avanidhar (10)

Brock, William (9)

La Porta, Rafael (9)

Lebaron, Blake (9)

Main data


Where Ben R. Marshall has published?


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

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


YearTitle of citing document
2024Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2024). Wunderlich, Ralf ; Lamert, Kerstin ; Auer, Benjamin R. In: Papers. RePEc:arx:papers:2311.15635.

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2024Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs. (2024). Conlon, Thomas ; Crane, Martin ; Bezbradica, Marija ; Ngoc, An Pham. In: Papers. RePEc:arx:papers:2407.08069.

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2025Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach. (2025). Lindquist, Brent W ; Fabozzi, Frank J ; Rachev, Svetlozar T ; Monico, Chris ; Deep, Akash. In: Papers. RePEc:arx:papers:2507.16701.

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2024The impact of post‐retirement financial market participation on retirement income sufficiency in Australia. (2024). Xu, Xiaobo ; Young, Martin ; Zou, Liping ; Fang, Jiali. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:903-939.

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2024Determinants of commodity market liquidity. (2024). Onur, Esen ; Jain, Pankaj K ; Kayhan, Ayla. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:9-30.

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

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2025Upholding integrity: The influence of executives’ backgrounds on corporate information environment. (2025). Vu, Ngan Hoang ; Nguyen, Hung T ; Dang, Ha V ; Pham, Mia Hang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000310.

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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). Hou, Yuting ; Jin, Xiu. 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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2025Exchange traded products: Taxonomy, risk and mitigations. (2025). Orlando, Giuseppe. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000560.

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2025In government-supported academic institutions we trust: Enterprise postdoctoral programmes and stock liquidity. (2025). Ling, Chuanqi ; Yang, Jinyu ; Dong, Dayong ; Cao, Jiawei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s105752192500376x.

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2025In the swirl of rumors: Corporate rumors and analyst forecast dispersion. (2025). Cai, Wenwu ; Li, Haohua ; Zhao, Yuyang ; Xue, Zhongyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004338.

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2024Does short selling reduce classification shifting?—— Exploration of market-oriented governance mechanism. (2024). Bai, Xuelian ; He, Meng ; Zhang, Junrui. 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 ; Cui, Yueting ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. 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). Feng, Yongqi ; Wang, Ying ; Ni, Juan ; 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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2025Do financial markets value corporate culture?. (2025). Nguyen, Harvey ; Tran, Thanh ; Pham, Mia Hang. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924007555.

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2024ETF ownership and stock pricing efficiency: The role of ETF arbitrage. (2024). Zhao, Zhihua ; Liu, Xiao ; Chen, Guanhua. 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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2024Financial news media and volatility: Is there more to newspapers than news?. (2024). Ashwin, Julian. In: Journal of Financial Markets. RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000144.

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2025Foreign institutional investors and share pledging: Evidence from Chinas stock market openness reform. (2025). Ye, Rui ; Liu, Baolong ; Jiang, Jin. In: Global Finance Journal. RePEc:eee:glofin:v:66:y:2025:i:c:s1044028325000493.

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

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2024How does geopolitical risk affect international freight?. (2024). Fu, Qiang ; Liu, KE. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:118:y:2024:i:c:s0969699724000796.

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2025Newswire tone-overlay commodity portfolios. (2025). Zhao, Nan ; Miffre, Jolle ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001219.

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2025Is disagreement beneficial for market efficiency? Evidence from ESG ratings. (2025). Yin, Libo ; Zhu, Xiaoye ; Su, Zhi ; Guo, Hongliang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000579.

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2025Predicting commodity returns: Time series vs. cross sectional prediction models. (2025). Angelidis, Timotheos ; Sakkas, Athanasios ; Tessaromatis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000194.

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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). Tan, Huimin ; Li, Wenyong ; Bai, Xiuran ; Liu, Ting ; Fan, Chunguo ; Gao, Jie. In: Omega. RePEc:eee:jomega:v:131:y:2025:i:c:s0305048324001580.

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2025Exploring the role of crude oil futures in portfolio diversification. (2025). Tsai, Wei-Che ; Hsu, Ching-Chi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:79:y:2025:i:c:s1042444x25000210.

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2024Comomentum in China: Inferring arbitrage activity from return correlation. (2024). Ruan, Xinfeng ; Yue, Tian ; Huang, Jiexiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001021.

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2024Salience, psychological anchors, and stock return predictability. (2024). Lin, Mei-Chen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002956.

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2024Microstructure of the Chinese stock market: A historical review. (2024). Xiong, Kainan ; Peng, Zhe ; Yang, Yahui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003032.

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2025High-frequency liquidity in the Chinese stock market: Measurements, patterns, and determinants. (2025). Zhang, Ruixun ; Dai, Yuehao ; Zhao, Chaoyi ; Wu, Lan ; Chen, Ermo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000186.

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2025Profitability of technical trading rules in the Chinese yuan-based foreign exchange market. (2025). Fu, Hsuan ; Chuang, O-Chia ; Song, Shenyi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001416.

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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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2025Wine market efficiency: Is glass half full or half empty?. (2025). Shynkevich, Andrei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000589.

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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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2025Price limits, investor asset allocation, and price volatility: Evidence from China’s registration-based IPO reform. (2025). Shi, Peiyao ; Li, Zixian ; Hou, Wanyue ; Liu, Zhaoda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000133.

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2025How investors’ ChatGPT attention influence stock market? A liquidity perspective. (2025). Xue, Fujing ; Hu, Nan ; Jia, Shuyang ; Li, Xiaoyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925001953.

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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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2024Commodity Market Risk: Examining Price Co-Movements in the Pakistan Mercantile Exchange. (2024). Ashraf, Badar Nadeem ; Ali, Nasir ; Bilal, Muhammad ; Shear, Falik. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:6:p:86-:d:1399301.

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2025Anchoring in Takeovers Under Mandatory Bid Rule: Evidence From an Emerging Market. (2025). Pop, Diana. In: Post-Print. RePEc:hal:journl:hal-05067197.

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2025Do Bitcoin ETFs Lead Price Discovery Following their Introduction in the Bitcoin Market?. (2025). Mohamad, Azhar. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-025-10998-x.

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2024Can machine learning make technical analysis work?. (2024). Rigamonti, Andrea. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:3:d:10.1007_s11408-024-00451-8.

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2024Shareholder Activism on Climate Change: Evolution, Determinants, and Consequences. (2024). Griffin, Paul A ; Diaz-Rainey, Ivan ; Lont, David H ; Zamora-Ramirez, Constancio ; Mateo-Marquez, Antonio J. In: Journal of Business Ethics. RePEc:kap:jbuset:v:193:y:2024:i:3:d:10.1007_s10551-023-05486-x.

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2024Core-satellite investing with commodity futures momentum. (2024). Stadtmuller, Immo ; Schuhmacher, Frank ; Auer, Benjamin R. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:3:d:10.1057_s41260-024-00352-5.

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2025Quantile-time-frequency risk spillover between investor attention, clean, and dirty cryptocurrency returns. (2025). ben Hamadou, Fatma ; Abbes, Mouna Boujelbne ; Mezghani, Taicir. In: Risk Management. RePEc:pal:risman:v:27:y:2025:i:3:d:10.1057_s41283-025-00162-y.

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

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2024Financial and energy exchange traded funds futures: an evidence of spillover and portfolio hedging. (2024). Yadav, Miklesh Prasad ; Bhatia, Shikha ; Singh, Nidhi ; Islam, Md Tarikul. In: Annals of Operations Research. RePEc:spr:annopr:v:333:y:2024:i:1:d:10.1007_s10479-022-04538-1.

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2024Hyperautomation on fuzzy data dredging on four advanced industrial forecasting models to support sustainable business management. (2024). Chen, You-Shyang ; Sangaiah, Arun Kumar ; Lin, Yu-Pei. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:1:d:10.1007_s10479-024-05882-0.

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2024A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization. (2024). Marchioni, Andrea ; Corazza, Marco ; Pizzi, Claudio. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:1:d:10.1007_s10287-024-00506-1.

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2024Stock liquidity, financial constraints, and innovation in Chinese SMEs. (2024). Liu, Wei ; Suzuki, Yoshihisa. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00597-w.

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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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2025The role of technical chart patterns in the early Bitcoin market: intraday evidence from the Mt.Gox transaction dataset. (2025). Rink, Kevin. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00763-2.

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2024Impact of arbitrage trading between an ETF and its underlying assets on market liquidity of their markets using an agent-based simulation. (2024). Yagi, Isao ; Mizuta, Takanobu ; Guan, Xin. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:7:y:2024:i:3:d:10.1007_s42001-024-00324-0.

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2024Effects of Personalized Demands on the Digital Diffusion of Enterprises: A Complex Network Evolution Game Model-Based Study. (2024). Tang, Yifan ; He, Songtao. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01573-6.

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2025Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2025). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:101:y:2025:i:2:d:10.1007_s00186-025-00889-0.

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2024The stock market reaction to political and economic changes: the Spanish case. (2024). Ibáñez, Ana ; Castao, Leticia ; Farinos, Jose E ; Ibaez, Ana M. In: Review of Economic Design. RePEc:spr:reecde:v:28:y:2024:i:3:d:10.1007_s10058-024-00353-1.

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2025Examining the impact of trading volume on liquidity and prices in Chinas soybean complex. (2025). Etienne, Xiaoli ; Xu, Yuanyuan ; Li, Jian ; Wang, Linjie. In: Agribusiness. RePEc:wly:agribz:v:41:y:2025:i:2:p:342-362.

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2025Margin buying activity and stock market trading in China: Is there a connection?. (2025). Wu, Shitong ; Hong, Hui ; Zhang, Cheng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1564-1582.

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2025Impacts of supply and demand shocks on abnormal fluctuation of stock price: An analysis of US–China trade friction. (2025). Jiang, Tianshu ; Wei, Qian ; Li, Jinwei. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:4:p:2206-2223.

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Works by Ben R. Marshall:


YearTitleTypeCited
2014Sell the rumour, buy the fact? In: Accounting and Finance.
[Full Text][Citation analysis]
article8
2014Against the tide: the commencement of short selling and margin trading in mainland China In: Accounting and Finance.
[Full Text][Citation analysis]
article29
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]
article38
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]
article30
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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article12
2018Stock market liquidity and trading activity: Is China different? In: International Review of Financial Analysis.
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article29
2015Frontier market transaction costs and diversification In: Journal of Financial Markets.
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article19
2018Politics and liquidity In: Journal of Financial Markets.
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article11
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.
[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]
article11
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.
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article54
2010The Other January Effect: Evidence against market efficiency? In: Journal of Banking & Finance.
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article3
2013Liquidity commonality in commodities In: Journal of Banking & Finance.
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article52
2013ETF arbitrage: Intraday evidence In: Journal of Banking & Finance.
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article32
2016Does institutional shareholder activism stimulate corporate information flow? In: Journal of Banking & Finance.
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article4
2018Peer effects, personal characteristics and asset allocation In: Journal of Banking & Finance.
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article16
2014Is there momentum or reversal in weekly currency returns? In: Journal of International Money and Finance.
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article11
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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article7
2009Regulation and target takeover returns: Is there a link? In: Pacific-Basin Finance Journal.
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article8
2018Market volatility, liquidity shocks, and stock returns: Worldwide evidence In: Pacific-Basin Finance Journal.
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article11
2009How quickly is temporary market inefficiency removed? In: The Quarterly Review of Economics and Finance.
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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.
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article8
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
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]
article22
2015Cultural Stock Price Clustering in the Chinese Equity Market In: Chinese Economy.
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article1
2012Commodity Liquidity Measurement and Transaction Costs In: The Review of Financial Studies.
[Full Text][Citation analysis]
article112
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.
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article35
2009Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics? In: Applied Financial Economics.
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article3
2014The Permanent Portfolio In: Applied Financial Economics.
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article2
2017Time series momentum and moving average trading rules In: Quantitative Finance.
[Full Text][Citation analysis]
article31
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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