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Time diversification in developed and emerging markets

Anderson, Hamish D.; Malone, Chris B.; Marshall, Ben R. - In: Journal of emerging market finance 11 (2012) 2, pp. 115-144

Persistent link: https://www.econbiz.de/10009752882

Investment returns under right- and left-wing governments in Australia

Anderson, Hamish D.; Malone, Chris B.; Marshall, Ben R. - In: Pacific-Basin finance journal 16 (2008) 3, pp. 252-267

Persistent link: https://www.econbiz.de/10003757292

Cross-sectional return patterns in New Zealand's registered and OTC stock markets

Anderson, Hamish D.; Marshall, Ben R.; Wang, Xiao - In: Pacific accounting review 27 (2015) 1, pp. 51-68

Persistent link: https://www.econbiz.de/10010532569

Market Volatility, Liquidity Shocks, and Stock Returns : Worldwide Evidence

Ma, Rui - 2018

We examine the interaction between market volatility, liquidity shocks, and stock returns in 41 countries over the period 1990–2015. We find liquidity is an important channel through which market volatility affects stock returns in international markets and we show this is distinct from the...

Persistent link: https://www.econbiz.de/10012932170

Market volatility, liquidity shocks, and stock returns : worldwide evidence

Ma, Rui; Anderson, Hamish D.; Marshall, Ben R. - In: Pacific-Basin finance journal 49 (2018), pp. 164-199

Persistent link: https://www.econbiz.de/10012117692

Does residual state ownership increase stock return volatility? : evidence from China's secondary privatization

Xie, Feng; Anderson, Hamish D.; Chi, Jing; Liao, Jing - In: Journal of banking & finance 100 (2019), pp. 234-251

Persistent link: https://www.econbiz.de/10012162539

Estimating long-term expected returns

Ma, Rui; Marshall, Ben R.; Nguyen, Nhut; … - In: Financial analysts journal : FAJ 80 (2024) 4, pp. 134-154

Persistent link: https://www.econbiz.de/10015195229

Do stocks outperform treasury bills in international markets?

Fang, Jiali; Marshall, Ben R.; Nguyen, Nhut; … - In: Finance research letters 40 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012819424

The Other January Effect : evidence against market efficiency?

Marshall, Ben R.; Visaltanachoti, Nuttawat - In: Journal of banking & finance 34 (2010) 10, pp. 2413-2424

Persistent link: https://www.econbiz.de/10008858358

Is there momentum or reversal in weekly currency returns?

Raza, Ahmad; Marshall, Ben R.; Visaltanachoti, Nuttawat - In: Journal of international money and finance 45 (2014), pp. 38-60

Persistent link: https://www.econbiz.de/10010391043