Access Statistics for Mardy Chiah

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Better Model? An Empirical Investigation of the Fama–French Five-factor Model in Australia 1 1 2 54 4 5 11 143
Another look at sources of momentum profits 0 0 0 2 0 0 2 9
Betting against bank profitability 0 0 0 3 1 4 13 31
COVID−19 and oil price risk exposure 0 0 0 5 2 2 3 25
Choosing factors: Australian evidence 0 0 0 27 2 3 5 84
Comovement in Anomalies between the Australian and US Equity Markets 0 0 0 3 0 0 3 14
Cross-sectional and time-series momentum returns: Is China different? 0 0 2 10 3 4 7 41
Day-of-the-week effect in anomaly returns: International evidence 0 1 3 73 2 8 17 162
Decomposing value: Changes in size or changes in book-to-market? 0 0 1 6 1 2 4 29
Energy price uncertainty and the value premium 0 2 2 9 2 4 9 34
Lockdown and retail trading in the equity market 0 0 3 17 1 2 9 47
Overnight returns, daytime reversals, and future stock returns: Is China different? 0 2 6 22 2 6 28 68
Photo sentiment and stock returns around the world 0 0 0 8 2 5 9 34
Resurrecting the size effect in Japan: Firm size, profitability shocks, and expected stock returns 1 2 6 17 4 8 23 56
Trading from home: The impact of COVID-19 on trading volume around the world 0 0 3 99 1 1 14 301
Tuesday Blues and the day-of-the-week effect in stock returns 0 4 7 19 3 8 19 65
Volume shocks and stock returns: An alternative test 0 0 0 26 1 2 12 130
Which model best explains the returns of large Australian stocks? 0 0 0 11 1 1 2 44
Total Journal Articles 2 12 35 411 32 65 190 1,317


Statistics updated 2025-12-06