6
H index
3
i10 index
132
Citations
Swinburne University of Technology | 6 H index 3 i10 index 132 Citations RESEARCH PRODUCTION: 17 Articles RESEARCH ACTIVITY: 6 years (2016 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pch1648 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mardy Chiah. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Pacific-Basin Finance Journal | 7 |
International Review of Finance | 2 |
Finance Research Letters | 2 |
Year | Title of citing document |
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2024 | Day-of-the-week and weekend effects on stock market returns: an investigation through review of literature. (2024). Singh, Prof Bhartendu ; Kumar, Gaurav. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(638):y:2024:i:1(638):p:29-42. Full description at Econpapers || Download paper |
2023 | Assessing the usefulness of daily and monthly asset?pricing factors for Australian equities. (2022). Zhong, Angel ; Gray, Philip. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:181-211. Full description at Econpapers || Download paper |
2023 | Retail Investor Trading Intentions: New Evidence from Australia. (2023). Lim, Guay C ; Zeng, QI ; Tsiaplias, Sarantis. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:327:p:512-535. Full description at Econpapers || Download paper |
2023 | Oil 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. Full description at Econpapers || Download paper |
2024 | The impact of monetary and fiscal stimulus on stock returns during the COVID-19 Pandemic. (2024). Rath, Badri ; Behera, Chinmaya ; Mishra, Pramod Kumar. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823001008. Full description at Econpapers || Download paper |
2023 | COVID-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. Full description at Econpapers || Download paper |
2023 | Lost in translation. When sentiment metrics for one market are derived from two different languages. (2023). Smales, Lee ; Khuu, Joyce ; Durand, Robert B. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000394. Full description at Econpapers || Download paper |
2023 | Trade 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. Full description at Econpapers || Download paper |
2024 | Achieving clean energy via economic stability to qualify sustainable development goals in China. (2024). Chang, Xiyang ; Chen, Shengchen ; Li, Zhezhou. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1382-1394. Full description at Econpapers || Download paper |
2023 | Unemployment 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | Stock market anomalies: An extreme bounds analysis. (2023). Shamsuddin, Abul ; Kim, Jae H. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003575. Full description at Econpapers || Download paper |
2024 | Network centrality, information diffusion and asset pricing. (2024). Zhong, Angel ; Hu, Xiaolu ; Yu, Miao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001558. Full description at Econpapers || Download paper |
2024 | Anatomy of recent value premiums travails. (2024). Liao, Huiyi ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002576. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2023 | Emotions 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. Full description at Econpapers || Download paper |
2023 | Portfolio 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. Full description at Econpapers || Download paper |
2024 | Economic sanctions sentiment and global stock markets. (2024). Abakah, Emmanuel ; Li, Yanshuang ; Tiwari, Aviral Kumar ; Yousaf, Imran ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001786. Full description at Econpapers || Download paper |
2024 | ESG investing in good and bad times: An international study. (2024). Bilgin, Mehmet Huseyin ; Zaremba, Adam ; Cakici, Nusret ; Chiah, Mardy ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001841. Full description at Econpapers || Download paper |
2023 | Reprint 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | Trade 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. Full description at Econpapers || Download paper |
2023 | Corporate 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. Full description at Econpapers || Download paper |
2023 | Overnight 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. Full description at Econpapers || Download paper |
2024 | An empirical evaluation of the salience-based asset pricing model: Evidence from Australia. (2024). Xiao, Yucaho ; Min, Byoung-Kyu ; Lee, Deok-Hyeon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000039. Full description at Econpapers || Download paper |
2024 | Tug of war with noise traders? Evidence from the G7 stock markets. (2024). Luczak, Adalbert ; Keiber, Karl Ludwig ; Hajiyev, Aghamehman. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:234-243. Full description at Econpapers || Download paper |
2023 | Investor 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Machine 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. Full description at Econpapers || Download paper |
2023 | Return–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. Full description at Econpapers || Download paper |
2023 | TV media sentiment, mutual fund flows and portfolio choice: They do not put their money where their sentiment is. (2023). Naumer, Hans-Jorg. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001605. Full description at Econpapers || Download paper |
2024 | ESG and asset quality in the banking industry: The moderating role of financial performance. (2024). Scannella, Enzo ; Polizzi, Salvatore ; Cantero-Saiz, Maria. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000138. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | Stock 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. Full description at Econpapers || Download paper |
2023 | Indian Millennials’ Financial Literacy and Its Relationship with Financial Instruments and Fintech. (2023). Bhatia, Bhavya. In: Metamorphosis: A Journal of Management Research. RePEc:sae:metjou:v:22:y:2023:i:2:p:109-120. Full description at Econpapers || Download paper |
2023 | Probability 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. Full description at Econpapers || Download paper |
2023 | Artificial 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. Full description at Econpapers || Download paper |
2023 | Underpricing 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. Full description at Econpapers || Download paper |
2023 | Study 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | A Better Model? An Empirical Investigation of the Fama–French Five-factor Model in Australia In: International Review of Finance. [Full Text][Citation analysis] | article | 45 |
2020 | Comovement in Anomalies between the Australian and US Equity Markets In: International Review of Finance. [Full Text][Citation analysis] | article | 1 |
2022 | Lockdown and retail trading in the equity market In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 3 |
2019 | Day-of-the-week effect in anomaly returns: International evidence In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
2022 | Energy price uncertainty and the value premium In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
2020 | Trading from home: The impact of COVID-19 on trading volume around the world In: Finance Research Letters. [Full Text][Citation analysis] | article | 30 |
2022 | Photo sentiment and stock returns around the world In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
2021 | Tuesday Blues and the day-of-the-week effect in stock returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
2021 | Betting against bank profitability In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 3 |
2018 | Volume shocks and stock returns: An alternative test In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 7 |
2019 | Which model best explains the returns of large Australian stocks? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 6 |
2019 | Choosing factors: Australian evidence In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 6 |
2020 | Cross-sectional and time-series momentum returns: Is China different? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 4 |
2020 | Decomposing value: Changes in size or changes in book-to-market? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
2021 | Resurrecting the size effect in Japan: Firm size, profitability shocks, and expected stock returns In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
2022 | Overnight returns, daytime reversals, and future stock returns: Is China different? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 4 |
2022 | Another look at sources of momentum profits In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
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