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Risk reduction using trailing stop‐loss rules
Dai, Bochuan; Marshall, Ben R.; Nguyen, Nhut H.; … - In: International Review of Finance 21 (2020) 4, pp. 1334-1352
Persistent link: https://www.econbiz.de/10012282326
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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
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ETF arbitrage : intraday evidence
Marshall, Ben R.; Nguyen, Nhut; Visaltanachoti, Nuttawat - In: Journal of banking & finance 37 (2013) 9, pp. 3486-3498
Persistent link: https://www.econbiz.de/10010126380
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Liquidity measurement in frontier markets
Marshall, Ben R.; Nguyen, Nhut; Visaltanachoti, Nuttawat - In: Journal of international financial markets, … 27 (2013), pp. 1-12
Persistent link: https://www.econbiz.de/10010411756
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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
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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
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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
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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
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Sellt he rumour, buy the fact?
Marshall, Ben R.; Visaltanachoti, Nuttawat; Cooper, … - In: Accounting and finance : journal of the Accounting … 54 (2014) 1, pp. 237-249
Persistent link: https://www.econbiz.de/10010342391
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Liquidity Commonality in Commodities
Marshall, Ben R. - 2011
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/10013133566