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Time-Series Momentum versus Moving Average Trading Rules

Marshall, Ben R. - 2015

Time-series momentum (TSMOM) and moving average (MA) trading rules are closely related; however there are important differences. TSMOM signals occur at points that coincide with a MA direction change, whereas MA buy (sell) signals only require price to move above (below) a MA. Our empirical...

Persistent link: https://www.econbiz.de/10013035908

The liquidity of active ETFs

Pham, Son D.; Marshall, Ben R.; Nguyen, Nhut; … - In: Global finance journal 49 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012887207

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

Predicting ETF liquidity

Pham, Son Duy; Marshall, Ben R.; Nguyen, Nhut; … - In: Australian journal of management 49 (2024) 3, pp. 478-508

Persistent link: https://www.econbiz.de/10015210660

Do climate risks matter for green investment?

Marshall, Ben R.; Nguyen, Hung T.; Nguyen, Nhut; … - In: Journal of international financial markets, … 75 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012820419

Liquidity commonality in commodities

Marshall, Ben R.; Nguyen, Nhut H.; Visaltanachoti, Nuttawat - In: Journal of banking & finance 37 (2013) 1, pp. 11-20

Persistent link: https://www.econbiz.de/10009675559

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

Liquidity measurement in frontier markets

Marshall, Ben R.; Nguyen, Nhut; Visaltanachoti, Nuttawat - In: Journal of international financial markets, … 27 (2013), pp. 1-12

Persistent link: https://www.econbiz.de/10010411756

The Permanent Portfolio

Anderson, Hamish D.; Marshall, Ben R.; Miao, Jia - In: Applied financial economics 24 (2014) 16/18, pp. 1083-1089

Persistent link: https://www.econbiz.de/10010419030

Country and sector effects in Asia Pacific markets

Chen, Jianguo; Zhang, Yang; Marshall, Ben R. - In: Asia Pacific financial markets in comparative …, (pp. 179-197). 2005

Persistent link: https://www.econbiz.de/10003282335