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 0 1 232
Are candlestick technical trading strategies profitable in the Japanese equity market? 0 0 0 116 0 0 1 380
Can commodity futures be profitably traded with quantitative market timing strategies? 0 0 1 90 0 0 6 238
Candlestick technical trading strategies: Can they create value for investors? 1 3 8 270 1 6 16 654
Commodity Liquidity Measurement and Transaction Costs 0 1 5 147 1 6 19 408
Cultural Stock Price Clustering in the Chinese Equity Market 0 0 0 1 0 0 2 11
Do liquidity proxies measure liquidity accurately in ETFs? 0 0 0 13 0 1 5 89
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 6 252 1 6 15 644
ETF arbitrage: Intraday evidence 0 3 11 218 2 9 24 573
Financial Distress Prediction in China 0 0 1 17 0 0 3 59
Frontier market transaction costs and diversification 0 0 0 25 0 0 4 86
How quickly is temporary market inefficiency removed? 0 0 0 217 0 0 1 536
Investment returns under right- and left-wing governments in Australasia 0 0 2 17 0 0 2 91
Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics? 0 0 1 42 0 0 1 202
Is technical analysis profitable on a stock market which has characteristics that suggest it may be inefficient? 0 0 2 133 0 0 4 364
Is the 52-week high momentum strategy profitable outside the US? 0 1 1 233 0 1 3 674
Is the CRISMA technical trading system profitable? 0 0 1 95 0 0 2 268
Is there momentum or reversal in weekly currency returns? 0 0 3 53 0 0 6 167
Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market 0 0 1 136 1 2 4 385
Liquidity and stock returns: Evidence from a pure order-driven market using a new liquidity proxy 0 0 0 97 0 1 2 258
Liquidity commonality in commodities 0 0 1 54 2 6 9 224
Liquidity measurement in frontier markets 0 1 2 39 0 3 8 159
Market timing with candlestick technical analysis 0 0 0 0 0 0 7 428
Market volatility, liquidity shocks, and stock returns: Worldwide evidence 0 0 0 8 1 2 3 65
Peer effects, personal characteristics and asset allocation 0 0 3 31 0 1 8 123
Politics and liquidity 0 0 2 9 0 1 8 61
Regulation and target takeover returns: Is there a link? 0 0 0 12 1 2 3 70
Sell the rumour, buy the fact? 0 0 0 3 0 3 5 56
Stock market liquidity and trading activity: Is China different? 0 0 0 12 1 1 7 100
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 0 2 45 0 0 4 142
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 1 3 7 0 1 4 60
Time series momentum and moving average trading rules 0 5 11 42 0 14 25 121
Transaction costs in an illiquid order-driven market 0 0 0 1 0 1 2 16
What is the relationship between investor protection legislation and target takeover returns? Evidence from Europe 0 0 0 24 0 0 3 183
Total Journal Articles 2 17 69 2,615 11 67 225 8,764
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Statistics updated 2025-07-04