Similar Search Results

Time diversification in developed and emerging markets

Anderson, Hamish D.; Malone, Chris B.; Marshall, Ben R. - In: Journal of emerging market finance 11 (2012) 2, pp. 115-144

Persistent link: https://www.econbiz.de/10009752882

The Permanent Portfolio

Anderson, Hamish D.; Marshall, Ben R.; Miao, Jia - In: Applied financial economics 24 (2014) 16/18, pp. 1083-1089

Persistent link: https://www.econbiz.de/10010419030

Liquidity commonality in commodities

Marshall, Ben R.; Nguyen, Nhut H.; Visaltanachoti, Nuttawat - In: Journal of banking & finance 37 (2013) 1, pp. 11-20

Persistent link: https://www.econbiz.de/10009675559

Frontier market transaction costs and diversification

Marshall, Ben R.; Nguyen, Nhut; Visaltanachoti, Nuttawat - In: Journal of financial markets 24 (2015), pp. 1-24

Persistent link: https://www.econbiz.de/10011477227

The liquidity of active ETFs

Pham, Son D.; Marshall, Ben R.; Nguyen, Nhut; … - In: Global finance journal 49 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012887207

Liquidity commonality in commodities

Marshall, Ben R.; Nguyen, Nhut H.; Visaltanachoti, Nuttawat - In: Journal of Banking & Finance 37 (2013) 1, pp. 11-20

We examine liquidity commonality in commodity futures markets. Using data from 16 agricultural, energy, industrial metal, precious metal, and livestock commodities, we show there is a strong systematic liquidity factor in commodities. Liquidity commonality was present in 1997–2003 when...

Persistent link: https://www.econbiz.de/10011065589