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 0 21
Total Working Papers 0 0 0 1 0 0 0 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 0 2 233
Are candlestick technical trading strategies profitable in the Japanese equity market? 0 2 3 119 3 6 9 389
Can commodity futures be profitably traded with quantitative market timing strategies? 0 1 1 91 0 1 5 240
Candlestick technical trading strategies: Can they create value for investors? 1 2 8 274 5 9 20 666
Commodity Liquidity Measurement and Transaction Costs 0 0 5 149 0 0 17 411
Cultural Stock Price Clustering in the Chinese Equity Market 0 0 0 1 0 0 2 12
Do liquidity proxies measure liquidity accurately in ETFs? 0 2 2 15 1 4 7 93
Does institutional shareholder activism stimulate corporate information flow? 0 0 1 15 1 2 6 147
Does intraday technical analysis in the U.S. equity market have value? 1 2 7 255 2 9 25 657
ETF arbitrage: Intraday evidence 0 0 7 218 6 8 24 582
Financial Distress Prediction in China 0 0 0 17 1 1 1 60
Frontier market transaction costs and diversification 0 1 1 26 0 2 6 90
How quickly is temporary market inefficiency removed? 1 1 1 218 1 5 6 541
Investment returns under right- and left-wing governments in Australasia 0 0 1 17 2 2 4 94
Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics? 1 1 1 43 1 2 2 204
Is technical analysis profitable on a stock market which has characteristics that suggest it may be inefficient? 0 0 1 134 1 2 5 368
Is the 52-week high momentum strategy profitable outside the US? 0 0 1 233 0 1 6 678
Is the CRISMA technical trading system profitable? 0 0 0 95 1 2 3 270
Is there momentum or reversal in weekly currency returns? 0 0 1 53 0 2 6 170
Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market 0 1 2 137 0 2 5 387
Liquidity and stock returns: Evidence from a pure order-driven market using a new liquidity proxy 0 0 0 97 1 1 2 259
Liquidity commonality in commodities 0 0 1 54 3 5 15 230
Liquidity measurement in frontier markets 0 0 2 39 3 3 10 163
Market timing with candlestick technical analysis 0 0 0 0 1 2 7 432
Market volatility, liquidity shocks, and stock returns: Worldwide evidence 0 1 1 9 0 3 6 68
Peer effects, personal characteristics and asset allocation 0 1 3 32 1 4 11 130
Politics and liquidity 0 0 1 9 1 2 9 63
Regulation and target takeover returns: Is there a link? 0 0 0 12 1 3 6 73
Sell the rumour, buy the fact? 0 0 0 3 3 3 8 59
Stock market liquidity and trading activity: Is China different? 0 0 0 12 0 1 5 101
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 1 2 2 95
The Other January Effect: Evidence against market efficiency? 0 0 0 74 1 2 4 350
The Permanent Portfolio 1 17 20 63 3 41 47 185
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 0 1 4 61
Time series momentum and moving average trading rules 1 4 13 47 2 12 33 134
Transaction costs in an illiquid order-driven market 0 0 0 1 0 0 1 16
What is the relationship between investor protection legislation and target takeover returns? Evidence from Europe 0 0 0 24 1 2 5 185
Total Journal Articles 6 36 86 2,660 47 147 336 8,947
1 registered items for which data could not be found
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Statistics updated 2025-12-06