15
H index
20
i10 index
702
Citations
Massey University | 15 H index 20 i10 index 702 Citations RESEARCH PRODUCTION: 38 Articles 1 Papers RESEARCH ACTIVITY:
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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: | Cites to: |
| Year | Title of citing document |
|---|---|
| 2024 | Discretization 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. Full description at Econpapers || Download paper |
| 2024 | Herding 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. Full description at Econpapers || Download paper |
| 2025 | Binary 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | Determinants 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. Full description at Econpapers || Download paper |
| 2025 | Liquidity, 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. Full description at Econpapers || Download paper |
| 2025 | Upholding 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. Full description at Econpapers || Download paper |
| 2024 | Does 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. Full description at Econpapers || Download paper |
| 2024 | Downside 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. Full description at Econpapers || Download paper |
| 2024 | Individual 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. Full description at Econpapers || Download paper |
| 2024 | Investor 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. Full description at Econpapers || Download paper |
| 2024 | Margin-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. Full description at Econpapers || Download paper |
| 2025 | Exchange 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. Full description at Econpapers || Download paper |
| 2025 | In 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. Full description at Econpapers || Download paper |
| 2025 | In 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. Full description at Econpapers || Download paper |
| 2024 | Does 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. Full description at Econpapers || Download paper |
| 2024 | Numerological 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. Full description at Econpapers || Download paper |
| 2024 | Peer 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. Full description at Econpapers || Download paper |
| 2024 | Shared 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. Full description at Econpapers || Download paper |
| 2024 | Commodity 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. Full description at Econpapers || Download paper |
| 2025 | Do 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. Full description at Econpapers || Download paper |
| 2024 | ETF 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | Financial 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. Full description at Econpapers || Download paper |
| 2025 | Foreign 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. Full description at Econpapers || Download paper |
| 2024 | Market 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. Full description at Econpapers || Download paper |
| 2024 | How 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. Full description at Econpapers || Download paper |
| 2025 | Newswire 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. Full description at Econpapers || Download paper |
| 2025 | Is 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. Full description at Econpapers || Download paper |
| 2025 | Predicting 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. Full description at Econpapers || Download paper |
| 2025 | Embracing 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. Full description at Econpapers || Download paper |
| 2025 | Exploring 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. Full description at Econpapers || Download paper |
| 2024 | Comomentum 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. Full description at Econpapers || Download paper |
| 2024 | Salience, 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. Full description at Econpapers || Download paper |
| 2024 | Microstructure 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. Full description at Econpapers || Download paper |
| 2025 | High-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. Full description at Econpapers || Download paper |
| 2025 | Profitability 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. Full description at Econpapers || Download paper |
| 2024 | Arbitrage 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. Full description at Econpapers || Download paper |
| 2025 | Wine 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. Full description at Econpapers || Download paper |
| 2025 | Subjective 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. Full description at Econpapers || Download paper |
| 2024 | Technology 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. Full description at Econpapers || Download paper |
| 2025 | Price 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. Full description at Econpapers || Download paper |
| 2025 | How 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. Full description at Econpapers || Download paper |
| 2024 | Does 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. Full description at Econpapers || Download paper |
| 2024 | Commodity 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. Full description at Econpapers || Download paper |
| 2025 | Anchoring in Takeovers Under Mandatory Bid Rule: Evidence From an Emerging Market. (2025). Pop, Diana. In: Post-Print. RePEc:hal:journl:hal-05067197. Full description at Econpapers || Download paper |
| 2025 | Do 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. Full description at Econpapers || Download paper |
| 2024 | Can 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. Full description at Econpapers || Download paper |
| 2024 | Shareholder 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. Full description at Econpapers || Download paper |
| 2024 | Core-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. Full description at Econpapers || Download paper |
| 2025 | Quantile-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. Full description at Econpapers || Download paper |
| 2024 | Predicting 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. Full description at Econpapers || Download paper |
| 2024 | Financial 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. Full description at Econpapers || Download paper |
| 2024 | Hyperautomation 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. Full description at Econpapers || Download paper |
| 2024 | A 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. Full description at Econpapers || Download paper |
| 2024 | Stock 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. Full description at Econpapers || Download paper |
| 2024 | A 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. Full description at Econpapers || Download paper |
| 2025 | The 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. Full description at Econpapers || Download paper |
| 2024 | Impact 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. Full description at Econpapers || Download paper |
| 2024 | Effects 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. Full description at Econpapers || Download paper |
| 2025 | Discretization 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2025 | Examining 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. Full description at Econpapers || Download paper |
| 2025 | Margin 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. Full description at Econpapers || Download paper |
| 2025 | Impacts 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. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Sell the rumour, buy the fact? In: Accounting and Finance. [Full Text][Citation analysis] | article | 8 |
| 2014 | Against the tide: the commencement of short selling and margin trading in mainland China In: Accounting and Finance. [Full Text][Citation analysis] | article | 29 |
| 2016 | Transaction costs in an illiquid order-driven market In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2008 | Does intraday technical analysis in the U.S. equity market have value? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 38 |
| 2003 | Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 30 |
| 2006 | Liquidity 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] | article | 12 |
| 2018 | Stock market liquidity and trading activity: Is China different? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 29 |
| 2015 | Frontier market transaction costs and diversification In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 19 |
| 2018 | Politics and liquidity In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 11 |
| 2006 | Is the CRISMA technical trading system profitable? In: Global Finance Journal. [Full Text][Citation analysis] | article | 2 |
| 2013 | Liquidity measurement in frontier markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 25 |
| 2018 | Do liquidity proxies measure liquidity accurately in ETFs? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 11 |
| 2006 | Candlestick technical trading strategies: Can they create value for investors? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 47 |
| 2008 | Can commodity futures be profitably traded with quantitative market timing strategies? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 54 |
| 2010 | The Other January Effect: Evidence against market efficiency? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
| 2013 | Liquidity commonality in commodities In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 52 |
| 2013 | ETF arbitrage: Intraday evidence In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 32 |
| 2016 | Does institutional shareholder activism stimulate corporate information flow? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
| 2018 | Peer effects, personal characteristics and asset allocation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
| 2014 | Is there momentum or reversal in weekly currency returns? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
| 2009 | What is the relationship between investor protection legislation and target takeover returns? Evidence from Europe In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 4 |
| 2008 | Investment returns under right- and left-wing governments in Australasia In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 7 |
| 2009 | Regulation and target takeover returns: Is there a link? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 8 |
| 2018 | Market volatility, liquidity shocks, and stock returns: Worldwide evidence In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 11 |
| 2009 | How quickly is temporary market inefficiency removed? In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 8 |
| 2005 | Is 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] | article | 8 |
| 2014 | The announcement and implementation reaction to Chinas margin trading and short selling pilot programme In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 3 |
| 2007 | Takeover 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] | article | 2 |
| 2008 | Are candlestick technical trading strategies profitable in the Japanese equity market? In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 22 |
| 2015 | Cultural Stock Price Clustering in the Chinese Equity Market In: Chinese Economy. [Full Text][Citation analysis] | article | 1 |
| 2012 | Commodity Liquidity Measurement and Transaction Costs In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 112 |
| 2007 | Market timing with candlestick technical analysis In: Journal of Financial Transformation. [Citation analysis] | article | 3 |
| 2012 | Time Diversification in Developed and Emerging Markets In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 0 |
| 2005 | Is the 52-week high momentum strategy profitable outside the US? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 35 |
| 2009 | Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 2014 | The Permanent Portfolio In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2017 | Time series momentum and moving average trading rules In: Quantitative Finance. [Full Text][Citation analysis] | article | 31 |
| 2009 | Doing the Hokey-Tokey in asset markets In: Competition & Regulation Times. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Financial Distress Prediction in China In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] | article | 9 |
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