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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

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

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

Candlestick technical trading strategies : can they create value for investors?

Marshall, Ben R.; Young, Martin R.; Rose, Lawrence Craig - In: Journal of banking & finance 30 (2006) 8, pp. 2303-2323

Persistent link: https://www.econbiz.de/10003355795

Financial distress prediction in China

Chen, Jianguo; Marshall, Ben R.; Zhang, Jenny; Ganesh, Siva - In: Review of Pacific Basin financial markets and policies 9 (2006) 2, pp. 317-336

Persistent link: https://www.econbiz.de/10003356575

Can commodity futures be profitably traded with quantitative market timing strategies?

Marshall, Ben R.; Cahan, Rochester H.; Cahan, Jared M. - In: Journal of banking & finance 32 (2008) 9, pp. 1810-1819

Persistent link: https://www.econbiz.de/10003774765

Is the CRISMA technical trading system profitable?

Marshall, Ben R.; Cahan, Jared M.; Cahan, Rochester H. - In: Global finance journal 17 (2006) 2, pp. 271-281

Persistent link: https://www.econbiz.de/10003395949

How do New Zealand firms manage foreign exchange risk? : survey evidence

Naylor, Michael J.; Marshall, Ben R.; Greenwood, Raymond - In: Journal of Asia Pacific business 8 (2007) 1, pp. 51-60

Persistent link: https://www.econbiz.de/10003448115

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

Is the 52-week high momentum strategy profitable outside the US?

Marshall, Ben R.; Cahan, Rachael M. - In: Applied financial economics 15 (2005) 18, pp. 1259-1267

Persistent link: https://www.econbiz.de/10003229092