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Has idiosyncratic volatility increased? : not in recent times

Chiah, Mardy; Gharghori, Philip; Zhong, Angel - In: Critical finance review 12 (2023) 1/4, pp. 125-170

Persistent link: https://www.econbiz.de/10014370371

Volume shocks and stock returns : an alternative test

Zhong, Angel; Chai, Daniel; Li, Bob; Chiah, Mardy - In: Pacific-Basin finance journal 48 (2018), pp. 1-16

Persistent link: https://www.econbiz.de/10012028016

Choosing factors : Australian evidence

Chai, Daniel; Chiah, Mardy; Zhong, Angel - In: Pacific-Basin finance journal 58 (2019), pp. 1-9

Persistent link: https://www.econbiz.de/10012231073

Betting against bank profitability

Akhtaruzzaman, Md.; Chiah, Mardy; Docherty, Paul; … - In: Journal of economic behavior & organization : JEBO 192 (2021), pp. 304-323

Persistent link: https://www.econbiz.de/10013188551

Another look at sources of momentum profits

Chai, Daniel; Chiah, Mardy; Zhong, Angel; Li, Bob - In: International review of economics & finance : IREF 79 (2022), pp. 310-323

Persistent link: https://www.econbiz.de/10013343411

Idiosyncratic volatility in the Australian equity market

Zhong, Angel - In: Pacific-Basin finance journal 50 (2018), pp. 105-125

Persistent link: https://www.econbiz.de/10012033763

Institutional trading in stock market anomalies in Australia

Zhong, Angel - In: Accounting and finance 62 (2022) 1, pp. 893-930

Persistent link: https://www.econbiz.de/10013166442

Trade competitiveness and the aggregate returns in global stock markets

Chiah, Mardy; Long, Huaigang; Zaremba, Adam; Umar, Zaghum - In: Journal of economic dynamics & control 148 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014240044

Cross-sectional and time-series momentum returns : is China different?

Cheema, Muhammad A.; Chiah, Mardy; Man, Yimei - In: Pacific-Basin finance journal 64 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012493943

Cross-Sectional and Time-Series Momentum Returns : Is China Different?

Cheema, Muhammad A.; Chiah, Mardy; Man, Yimei - 2020

We compare the performance of the time-series (TS) and cross-sectional (CS) momentum strategies in the US and China. The CS strategies by default are zero net investment strategies, whereas the TS strategies take on a time-varying net long position in risky assets. In the US, we confirm that the...

Persistent link: https://www.econbiz.de/10014352151