Access Statistics for Ben R. Marshall

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Doing the Hokey-Tokey in asset markets 0 0 0 1 0 0 2 21
Total Working Papers 0 0 0 1 0 0 2 21

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Against the tide: the commencement of short selling and margin trading in mainland China 0 0 0 31 0 1 2 233
Are candlestick technical trading strategies profitable in the Japanese equity market? 0 1 1 117 1 4 5 384
Can commodity futures be profitably traded with quantitative market timing strategies? 0 0 1 90 0 1 7 239
Candlestick technical trading strategies: Can they create value for investors? 0 2 7 272 2 5 14 659
Commodity Liquidity Measurement and Transaction Costs 0 2 6 149 0 3 20 411
Cultural Stock Price Clustering in the Chinese Equity Market 0 0 0 1 0 1 3 12
Do liquidity proxies measure liquidity accurately in ETFs? 0 0 0 13 1 1 4 90
Does institutional shareholder activism stimulate corporate information flow? 0 0 2 15 0 0 5 145
Does intraday technical analysis in the U.S. equity market have value? 1 2 7 254 3 7 21 651
ETF arbitrage: Intraday evidence 0 0 9 218 1 2 20 575
Financial Distress Prediction in China 0 0 1 17 0 0 3 59
Frontier market transaction costs and diversification 0 0 0 25 0 2 6 88
How quickly is temporary market inefficiency removed? 0 0 0 217 2 2 3 538
Investment returns under right- and left-wing governments in Australasia 0 0 2 17 0 1 3 92
Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics? 0 0 0 42 1 1 1 203
Is technical analysis profitable on a stock market which has characteristics that suggest it may be inefficient? 0 1 2 134 0 2 5 366
Is the 52-week high momentum strategy profitable outside the US? 0 0 1 233 0 3 6 677
Is the CRISMA technical trading system profitable? 0 0 0 95 1 1 2 269
Is there momentum or reversal in weekly currency returns? 0 0 2 53 0 1 5 168
Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market 0 0 1 136 0 0 4 385
Liquidity and stock returns: Evidence from a pure order-driven market using a new liquidity proxy 0 0 0 97 0 0 2 258
Liquidity commonality in commodities 0 0 1 54 1 2 11 226
Liquidity measurement in frontier markets 0 0 2 39 0 1 7 160
Market timing with candlestick technical analysis 0 0 0 0 0 2 6 430
Market volatility, liquidity shocks, and stock returns: Worldwide evidence 1 1 1 9 1 1 4 66
Peer effects, personal characteristics and asset allocation 1 1 4 32 2 5 12 128
Politics and liquidity 0 0 1 9 0 0 7 61
Regulation and target takeover returns: Is there a link? 0 0 0 12 1 1 4 71
Sell the rumour, buy the fact? 0 0 0 3 0 0 5 56
Stock market liquidity and trading activity: Is China different? 0 0 0 12 0 0 4 100
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 0 0 0 15 0 0 0 93
The Other January Effect: Evidence against market efficiency? 0 0 0 74 0 0 3 348
The Permanent Portfolio 0 1 3 46 0 2 6 144
The announcement and implementation reaction to China's margin trading and short selling pilot programme 0 0 0 21 0 0 0 51
Time Diversification in Developed and Emerging Markets 0 0 2 7 1 1 4 61
Time series momentum and moving average trading rules 1 2 12 44 3 4 28 125
Transaction costs in an illiquid order-driven market 0 0 0 1 0 0 2 16
What is the relationship between investor protection legislation and target takeover returns? Evidence from Europe 0 0 0 24 1 1 4 184
Total Journal Articles 4 13 68 2,628 22 58 248 8,822
1 registered items for which data could not be found
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Statistics updated 2025-10-06