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Commodity liquidity measurement and transaction costs

Marshall, Ben R.; Nguyen, Nhut H.; Visaltanachoti, Nuttawat - In: The review of financial studies 25 (2012) 2, pp. 599-638

Persistent link: https://www.econbiz.de/10009515803

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

Domestic liquidity and cross-listing in the United States

Berkman, Henk; Nguyen, Nhut H. - In: Journal of banking & finance 34 (2010) 6, pp. 1139-1151

Persistent link: https://www.econbiz.de/10003977936

Diversification benefits of treasury inflation protected securities

Mamun, Abdullah al; Visaltanachoti, Nuttawat - 2005

Persistent link: https://www.econbiz.de/10003048314

Speed of convergence to market efficiency for NYSE-listed foreign stocks

Visaltanachoti, Nuttawat; Yang, Ting - In: Journal of banking & finance 34 (2010) 3, pp. 594-605

Persistent link: https://www.econbiz.de/10003951917

Seasonal, size and value anomalies

Jacobsen, Ben; Mamun, Abdullah al; Visaltanachoti, Nuttawat - 2005

Persistent link: https://www.econbiz.de/10003332070

The Halloween effect in US sectors

Jacobsen, Ben; Visaltanachoti, Nuttawat - In: The financial review : the official publication of the … 44 (2009) 3, pp. 437-459

Persistent link: https://www.econbiz.de/10003879761

Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics?

Marshall, Ben R.; Qian, Sun; Young, Martin R. - In: Applied financial economics 19 (2009) 13/15, pp. 1213-1221

We consider whether popular moving average and trading range breakout technical trading rules are profitable on a subset of the US stocks with certain size, liquidity and industry characteristics. We find these rules are rarely profitable during the period 1990 to 2004, however there is some...

Persistent link: https://www.econbiz.de/10003886029

Takeover motives in a weak regulatory environment surrounding a market shock : a case study of New Zealand with a comparison of Gondhalekar and Bhagwatś (2003) US findings

Anderson, Hamish D.; Marshall, Ben R. - In: Review of quantitative finance and accounting 29 (2007) 1, pp. 53-67

Persistent link: https://www.econbiz.de/10003600070

Does intraday technical analysis in the US equity market have value?

Marshall, Ben R.; Cahan, Rochester H.; Cahan, Jared M. - In: Journal of empirical finance 15 (2008) 2, pp. 199-210

Persistent link: https://www.econbiz.de/10003699122