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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

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

Are candlestick technical trading strategies profitable in the Japanese equity market?

Marshall, Ben R.; Young, Martin R.; Cahan, Rochester H. - In: Review of quantitative finance and accounting 31 (2008) 2, pp. 191-207

Persistent link: https://www.econbiz.de/10003727922

Standing out from the crowd : measuring crowding in quantitative strategies

Cahan, Rochester H.; Luo, Yin - In: The journal of portfolio management : a publication of … 39 (2013) 4, pp. 14-23

Persistent link: https://www.econbiz.de/10009785366

Media content, accounting quality, and liquidity volatility

Cahan, Rochester H.; Cahan, Steven F.; Lee, Tan; … - In: European accounting review 26 (2017) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10011703326

News volume information : beyond earnings forecasting in a global stock selection model

Gillam, Robert A.; Guerard, John Baynard; Cahan, … - In: International journal of forecasting 31 (2015) 2, pp. 575-581

Persistent link: https://www.econbiz.de/10011474412

Technical Analysis Around the World

Marshall, Ben R. - 2011

Over 5,000 popular technical trading rules are not consistently profitable in the 49 country indices that comprise the Morgan Stanley Capital Index once data snooping bias is accounted for. Each market has some rules that are profitable when considered in isolation but these profits are not...

Persistent link: https://www.econbiz.de/10012714106

How quickly is temporary market inefficiency removed?

Marshall, Ben R. - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 917-930

Persistent link: https://www.econbiz.de/10003873650

Investment returns under right- and left-wing governments in Australia

Anderson, Hamish D.; Malone, Chris B.; Marshall, Ben R. - In: Pacific-Basin finance journal 16 (2008) 3, pp. 252-267

Persistent link: https://www.econbiz.de/10003757292

New Zealand long-term equity returns and their determinants

Ma, Rui; Marshall, Ben R.; Nguyen, Nhut; … - In: Pacific-Basin finance journal 85 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014575304