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 1 1 1 19
Total Working Papers 0 0 0 1 1 1 1 19


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 0 4 230
Are candlestick technical trading strategies profitable in the Japanese equity market? 0 0 6 116 0 0 10 376
Can commodity futures be profitably traded with quantitative market timing strategies? 0 0 1 88 2 2 5 230
Candlestick technical trading strategies: Can they create value for investors? 0 2 11 261 0 2 16 633
Commodity Liquidity Measurement and Transaction Costs 1 3 13 141 2 6 30 387
Cultural Stock Price Clustering in the Chinese Equity Market 0 0 0 1 0 0 0 9
Do liquidity proxies measure liquidity accurately in ETFs? 0 0 2 13 3 6 11 81
Does institutional shareholder activism stimulate corporate information flow? 0 0 0 13 0 2 5 139
Does intraday technical analysis in the U.S. equity market have value? 0 0 0 245 1 1 7 626
ETF arbitrage: Intraday evidence 0 0 5 204 2 3 17 542
Financial Distress Prediction in China 0 0 0 15 1 1 2 55
Frontier market transaction costs and diversification 0 0 1 23 0 0 1 80
How quickly is temporary market inefficiency removed? 0 0 2 216 0 1 7 534
Investment returns under right- and left-wing governments in Australasia 0 0 0 15 0 0 0 89
Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics? 0 0 0 41 0 0 1 201
Is technical analysis profitable on a stock market which has characteristics that suggest it may be inefficient? 0 0 1 130 0 0 4 358
Is the 52-week high momentum strategy profitable outside the US? 0 0 0 232 0 0 1 671
Is the CRISMA technical trading system profitable? 0 0 0 94 0 1 2 265
Is there momentum or reversal in weekly currency returns? 0 0 1 50 0 0 5 160
Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market 0 2 2 134 0 2 3 380
Liquidity and stock returns: Evidence from a pure order-driven market using a new liquidity proxy 0 1 2 97 0 1 3 256
Liquidity commonality in commodities 0 1 5 53 0 1 7 214
Liquidity measurement in frontier markets 0 0 1 37 0 0 2 150
Market timing with candlestick technical analysis 0 0 0 0 0 0 1 420
Market volatility, liquidity shocks, and stock returns: Worldwide evidence 0 0 0 8 1 2 5 60
Peer effects, personal characteristics and asset allocation 0 0 0 27 0 3 6 114
Politics and liquidity 0 0 0 7 0 1 3 53
Regulation and target takeover returns: Is there a link? 0 0 0 12 0 0 0 67
Sell the rumour, buy the fact? 0 0 0 3 0 1 1 48
Stock market liquidity and trading activity: Is China different? 0 1 1 12 0 1 3 91
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 92
The Other January Effect: Evidence against market efficiency? 0 0 0 74 0 0 0 345
The Permanent Portfolio 0 0 0 42 0 0 0 136
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 0 4 0 0 0 56
Time series momentum and moving average trading rules 2 2 8 26 2 3 11 86
Transaction costs in an illiquid order-driven market 0 0 0 1 0 0 0 14
What is the relationship between investor protection legislation and target takeover returns? Evidence from Europe 0 0 0 24 0 0 2 180
Total Journal Articles 3 12 62 2,526 14 40 175 8,479
1 registered items for which data could not be found


Statistics updated 2024-04-03