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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

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

Cross-sectional return patterns in New Zealand's registered and OTC stock markets

Anderson, Hamish D.; Marshall, Ben R.; Wang, Xiao - In: Pacific accounting review 27 (2015) 1, pp. 51-68

Persistent link: https://www.econbiz.de/10010532569

Is there momentum or reversal in weekly currency returns?

Raza, Ahmad; Marshall, Ben R.; Visaltanachoti, Nuttawat - In: Journal of international money and finance 45 (2014), pp. 38-60

Persistent link: https://www.econbiz.de/10010391043

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

Liquidity and stock returns in pure order-driven markets : evidence from the Australian stock market

Marshall, Ben R.; Young, Martin - In: International review of financial analysis 12 (2003) 2, pp. 173-188

Persistent link: https://www.econbiz.de/10001769980

Do stocks outperform treasury bills in international markets?

Fang, Jiali; Marshall, Ben R.; Nguyen, Nhut; … - In: Finance research letters 40 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012819424

Stock Market Predictability and Industrial Metal Returns

Jacobsen, Ben - 2016

Price movements in industrial metals such as copper and aluminum predict stock returns. Increasing industrial metal prices are good news for equity markets in recessions and bad news in expansions. A one standard deviation increase in industrial metal returns predicts a price drop of one and a...

Persistent link: https://www.econbiz.de/10013008825

Forecasting Individual Stock Returns Using Macroeconomic and Technical Variables

Zeng, Hui - 2020

We show that the previously documented predictability of macroeconomic and technical variables for market returns is also evident in individual stock returns. Technical variables generate better predictability on firms with higher limits to arbitrage (smaller, illiquid, volatile firms), while...

Persistent link: https://www.econbiz.de/10012850052

Are individual stock returns predictable?

Zeng, Hui; Marshall, Ben R.; Nguyen, Nhut; … - In: Australian journal of management 47 (2022) 1, pp. 135-162

Persistent link: https://www.econbiz.de/10012801601