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The announcement and implementation reaction to China's margin trading and short selling pilot programme

Sharif, Saqib; Anderson, Hamish D.; Marshall, Ben R. - In: International journal of managerial finance : IJMF 10 (2014) 3, pp. 368-384

Persistent link: https://www.econbiz.de/10010382202

Against the tide : the commencement of short selling and margin trading in mainland China

Sharif, Saqip; Anderson, Hamish D.; Marshall, Ben R. - In: Accounting and finance : journal of the Accounting … 54 (2014) 4, pp. 1319-1355

Persistent link: https://www.econbiz.de/10010472936

Stock market liquidity and trading activity : is China different?

Ma, Rui; Anderson, Hamish D.; Marshall, Ben R. - In: International review of financial analysis 56 (2018), pp. 32-51

Persistent link: https://www.econbiz.de/10012006210

The Announcement and Implementation Reaction to China’s Margin Trading and Short Selling Pilot Programme

Sharif, Saqib - 2019

We examine the impact of China's 2010 margin trading and short selling pilot programme on stock returns and trading volume. The market reacts negatively to both the programme announcement and implementation, with significantly lower returns and trading volumes in the pilot stocks. The negative...

Persistent link: https://www.econbiz.de/10012905608

Liquidity and stock returns: Evidence from a pure order-driven market using a new liquidity proxy

Marshall, Ben R. - In: International review of financial analysis 15 (2006) 1, pp. 21-38

Persistent link: https://www.econbiz.de/10003286071

From cents to half-cents and its liquidity impact

Anderson, Hamish D.; Peng, Yuan - In: Pacific accounting review 26 (2014) 3, pp. 160-176

Persistent link: https://www.econbiz.de/10010469080

Differential shareholder wealth and volume effects surrounding private equity placements in New Zealand

Anderson, Hamish D.; Rose, Lawrence Craig; Cahan, Steven F. - In: Pacific-Basin finance journal 14 (2006) 4, pp. 367-394

Persistent link: https://www.econbiz.de/10003365504

Liquidity and stock returns in pure order-driven markets : evidence from the Australian stock market

Marshall, Ben R.; Young, Martin - In: International review of financial analysis 12 (2003) 2, pp. 173-188

Persistent link: https://www.econbiz.de/10001769980

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

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