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Asset prices, midterm elections, and political uncertainty

Chan, Kam Fong; Marsh, Terry Alan - In: Journal of financial economics 141 (2021) 1, pp. 276-296

Persistent link: https://www.econbiz.de/10012872632

Cryptocurrency and blockchains : retail to institutional

Low, Rand Kwong Yew; Marsh, Terry Alan - In: The journal of investing : JOI 29 (2019) 1, pp. 18-30

Persistent link: https://www.econbiz.de/10013177240

BV-VPIN: measuring the impact of order flow toxicity and liquidity on international equity markets

Low, Rand Kwong Yew; Li, Te; Marsh, Terry Alan - In: Journal of risk 21 (2018/2019) 2, pp. 63-97

Persistent link: https://www.econbiz.de/10011981423

Stock and bond return relations and stock market uncertainty : evidence from wavelet analysis

Lin, Fu-Lai; Yang, Sheng-Yung; Marsh, Terry Alan; Chen, … - In: International review of economics & finance : IREF 55 (2018), pp. 285-294

Persistent link: https://www.econbiz.de/10012033480

Asset pricing on earnings announcement days

Chan, Kam Fong; Marsh, Terry Alan - In: Journal of financial economics 144 (2022) 3, pp. 1022-1042

Persistent link: https://www.econbiz.de/10013413222

Stock return seasonalities and the tax-loss selling hypothesis : Analysis of the arguments and Australian evidence

Brown, Philip; Keim, Donald B.; Kleidon, Allan W.; … - In: Journal of Financial Economics 12 (1983) 1, pp. 105-127

Persistent link: https://www.econbiz.de/10005362614

Variations in economic uncertainty and risk premiums on capital assets

Gennotte, Gerard; Marsh, Terry A. - In: European Economic Review 37 (1993) 5, pp. 1021-1041

Persistent link: https://www.econbiz.de/10005259630

On non-linear serial dependencies in stock returns

Marsh, Terry A. - In: Journal of Econometrics 30 (1985) 1-2, pp. 289-296

Persistent link: https://www.econbiz.de/10005285960

Asset Pricing Model Specification and the Term Structure Evidence

Marsh, Terry A. - National Bureau of Economic Research (NBER) - 1985

In this paper, a set of tests of models of relative capital asset pricesis developed. The tests are used to examine how well the models explain maturity premiums on Government bonds, though they are perfectly general and hence could be applied to stocks or other assets. Allowance is made in the...

Persistent link: https://www.econbiz.de/10005718175

Measuring tail thickness under GARCH and an application to extreme exchange rate changes

Wagner, Niklas; Marsh, Terry A. - In: Journal of Empirical Finance 12 (2005) 1, pp. 165-185

Persistent link: https://www.econbiz.de/10005194322