Mardy Chiah : Citation Profile

Swinburne University of Technology

7

H index

4

i10 index

185

Citations

RESEARCH PRODUCTION:

18

Articles

RESEARCH ACTIVITY:

   6 years (2016 - 2022). See details.
   Cites by year: 30
   Journals where Mardy Chiah has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 8 (4.15 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1648
   Updated: 2025-12-20    RAS profile: 2022-11-29    
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Relations with other researchers

Works with:

Cheema, Muhammad (3)

Akhtaruzzaman, Md (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)

Boubaker, Sabri (2)

DeLisle, Jared (2)

faff, robert (2)

Bakry, Walid (2)

Zaremba, Adam (2)

Blau, Benjamin (2)

Worthington, Andrew (2)

Akhtaruzzaman, Md (2)

Demirer, Riza (2)

Balcilar, Mehmet (1)

Cites to:

French, Kenneth (32)

Fama, Eugene (18)

Wurgler, Jeffrey (10)

Baker, Malcolm (10)

West, Kenneth (9)

Cheema, Muhammad (9)

Titman, Sheridan (9)

Newey, Whitney (8)

Narayan, Paresh (8)

Phan, Dinh (7)

Sharma, Susan (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 (2025 and 2024)

YearTitle of citing document
2024Day-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.

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2025Pricing of Green Bonds: Greenium Dynamics and the Role of Retail Investors. (2025). Pietsch, Allegra ; Salakhova, Dilyara. In: Working papers. RePEc:bfr:banfra:1010.

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2024An examination of the characteristics versus covariance debate for contemporary asset‐pricing models: Australian evidence. (2024). Gray, Philip ; Limkriangkrai, Manapon ; Xu, Wenyuan. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3781-3802.

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2025Day-of-the-week effect: a meta-analysis. (2025). Grebe, Leonard ; Schiereck, Dirk. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:154180.

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2024Cross-Sectionnal Patterns in Moroccan Sock Returns: A Fama-French Perspective. (2024). Benfeddoul, Safae ; Taib, Asmaaa Alaoui. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-20.

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2025Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819.

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2024The impact of monetary and fiscal stimulus on stock returns during the COVID-19 Pandemic. (2024). Rath, Badri ; Mishra, Pramod Kumar ; Behera, Chinmaya. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823001008.

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2024Achieving clean energy via economic stability to qualify sustainable development goals in China. (2024). Li, Zhezhou ; Chang, Xiyang ; Chen, Shengchen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1382-1394.

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2025Tail risk spillover and systemic importance among fossil energy markets: Evidence from china. (2025). Zheng, Huike ; Gao, Chiyuan ; Deng, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825001019.

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2025What does energy price uncertainty reveal about the global energy crisis?. (2025). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521924007701.

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2024Network centrality, information diffusion and asset pricing. (2024). Hu, Xiaolu ; Yu, Miao ; Zhong, Angel. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001558.

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2024Anatomy of recent value premiums travails. (2024). Yin, Libo ; Liao, Huiyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002576.

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2024War discourse and global equity returns. (2024). Zhong, Angel ; Hu, Xiaolu ; Fang, Yvonne ; Wang, Jiazhen. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010985.

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2024Economic sanctions sentiment and global stock markets. (2024). Yousaf, Imran ; Abakah, Emmanuel ; Li, Yanshuang ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001786.

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2024ESG investing in good and bad times: An international study. (2024). Bilgin, Mehmet ; Cakici, Nusret ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001841.

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2025Natures impact: Do extreme natural disasters influence retail investors?. (2025). Chiah, Mardy ; Tian, Xiao ; Zhong, Angel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:232:y:2025:i:c:s0167268125000745.

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2024An empirical evaluation of the salience-based asset pricing model: Evidence from Australia. (2024). Xiao, Yucaho ; Lee, Deok-Hyeon ; Min, Byoung-Kyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000039.

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2024Understanding researchers perceptions and experiences in finance research replication studies: A pre-registered report. (2024). Hasso, Tim ; Ali, Searat ; Brosnan, Mark ; Chai, Daniel. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002051.

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2024Is there a time-series momentum effect in the Asian crude oil futures market?. (2024). Li, Yuqi ; He, Xiaoxiao ; Zhong, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002245.

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2025Risk premium principal components for the Chinese stock market. (2025). Shao, Jingjing ; Mao, Jie ; Wang, Weiguan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003317.

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2025COVID-19 and investors trading behavior: Evidence from the New Zealand equity market. (2025). Onishchenko, Olena ; Finta, Marinela Adriana ; Wilkinson, Finn West. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x2400386x.

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2025Who watches what and why it matters: Attention allocation, tug-of-war, and market resiliency: A pre-registered report. (2025). Kalev, Petko S ; Lee, Alex ; Tian, Xiao ; Marchetti, James. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000678.

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2024Tug of war with noise traders? Evidence from the G7 stock markets. (2024). Keiber, Karl Ludwig ; Hajiyev, Aghamehman ; Luczak, Adalbert. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:234-243.

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2025Sailing towards sustainability: Connectedness between ESG stocks and green cryptocurrencies. (2025). Moussa, Faten ; Naveed, Muhammad ; Ali, Shoaib ; Alharbi, Samar S. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000115.

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2025Oil shocks and capital structure: Role of ESG across the globe. (2025). Bhattacherjee, Purba ; Mishra, Sibanjan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001455.

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2024ESG and asset quality in the banking industry: The moderating role of financial performance. (2024). Polizzi, Salvatore ; Cantero-Saiz, Maria ; Scannella, Enzo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000138.

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2025Do oil price shocks drive systematic risk premia in stock markets? A novel investment application. (2025). Demirer, Riza ; Polat, Onur ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003842.

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2024COVID-19 and Firm Response: Evidence from China. (2024). Xiong, Mengxu ; Liu, Chen ; Kong, Dongmin. In: Working Papers. RePEc:era:wpaper:dp-2023-29.

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2025The Effect of News Photo Sentiment on Stock Price Crash Risk Based on Deep Learning Models. (2025). Wang, Xiaomin. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10659-5.

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2025Volatility in the Turkish stock market: an analysis of influential events. (2025). Altinbas, Hazar. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:1:d:10.1057_s41260-024-00383-y.

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2024Testing the significance of pricing factors of oil and gas companies. (2024). Garca-Medina, Andres ; Trinidad-Segovia, Juan Evangelista ; Garcia-Amate, Antonio ; Molero-Gonzlez, Laura ; Snchez-Granero, Miguel Angel. In: PLOS ONE. RePEc:plo:pone00:0316147.

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2024Unlocking the black box: Non-parametric option pricing before and during COVID-19. (2024). Gradojevic, Nikola ; Kukolj, Dragan. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04578-7.

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2025Forecasting oil commodity spot price in a data-rich environment. (2025). Liu, Zhenya ; Boubaker, Sabri ; Zhang, Yifan. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-05004-8.

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2025Forecasting oil price in times of crisis: a new evidence from machine learning versus deep learning models. (2025). Louhichi, Wal ; Ftiti, Zied ; ben Ameur, Hachmi ; Awijen, Haithem. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-023-05400-8.

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2025The role of news-based sentiment in forecasting crude oil price during the Covid-19 pandemic. (2025). Sahut, Jean-Michel ; Hajek, Petr ; Olej, Vladimir ; Hikkerova, Lubica. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-024-05821-z.

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2024Day-of-the-week effect: a meta-analysis. (2024). Schiereck, Dirk ; Grebe, Leonard. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00293-9.

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2024Retail and institutional trading during a COVID-19 presidential press conference. (2024). Crook, Matthew D ; Walkup, Brian R ; Lynch, Andrew A. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:2:d:10.1007_s12197-024-09663-0.

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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]		article45
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]		article8
2019Day-of-the-week effect in anomaly returns: International evidence In: Economics Letters.
[Full Text][Citation analysis]		article10
2022Energy price uncertainty and the value premium In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2020Trading from home: The impact of COVID-19 on trading volume around the world In: Finance Research Letters.
[Full Text][Citation analysis]		article34
2021COVID−19 and oil price risk exposure In: Finance Research Letters.
[Full Text][Citation analysis]		article29
2022Photo sentiment and stock returns around the world In: Finance Research Letters.
[Full Text][Citation analysis]		article7
2021Tuesday Blues and the day-of-the-week effect in stock returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article7
2021Betting against bank profitability In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article3
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]		article8
2019Choosing factors: Australian evidence In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article8
2020Cross-sectional and time-series momentum returns: Is China different? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article6
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]		article4
2022Another look at sources of momentum profits In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1

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