Liquidity and stock returns: Evidence from a pure order-driven market using a new liquidity proxy

von Marshall, Ben R.
Veröffentlicht in International review of financial analysis (2006)

How quickly is temporary market inefficiency removed?

von Marshall, Ben R.
Veröffentlicht in The quarterly review of economics and finance (2009)

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

von Marshall, Ben R.
Veröffentlicht in International review of financial analysis (2003)

The Other January Effect : evidence against market efficiency?

von Marshall, Ben R.
Veröffentlicht in Journal of banking & finance (2010)

Regulation and target takeover returns : is there a link?

von Marshall, Ben R.
Veröffentlicht in Pacific-Basin finance journal (2009)

Is the 52-week high momentum strategy profitable outside the US?

von Marshall, Ben R.
Veröffentlicht in Applied financial economics (2005)

Takeover motives in a weak regulatory environment surrounding a market shock : a case study of New Zealand with a comparison of Gondhalekar and Bhagwatś (2003) US findings

von Anderson, Hamish D.
Veröffentlicht in Review of quantitative finance and accounting (2007)

Frontier market transaction costs and diversification

von Marshall, Ben R.
Veröffentlicht in Journal of financial markets (2015)

ETF arbitrage : intraday evidence

von Marshall, Ben R.
Veröffentlicht in Journal of banking & finance (2013)

Do liquidity proxies measure liquidity accurately in ETFs?

von Marshall, Ben R.
Veröffentlicht in Journal of international financial markets, institutions & money (2018)

Stock market predictability and industrial metal returns

von Jacobsen, Ben
Veröffentlicht in Management science (2019)

Sellt he rumour, buy the fact?

von Marshall, Ben R.
Veröffentlicht in Accounting and finance (2014)

Liquidity measurement in frontier markets

von Marshall, Ben R.
Veröffentlicht in Journal of international financial markets, institutions & money (2013)

Beta estimation in New Zealand

von Marshall, Ben R.
Veröffentlicht in Pacific-Basin finance journal (2021)

Transaction costs in an illiquid order-driven market

von Marshall, Ben R.
Veröffentlicht in Accounting and finance (2016)

Country and sector effects in Asia Pacific markets

von Chen, Jianguo
Veröffentlicht in Asia Pacific financial markets in comparative perspective (2005)

Is there momentum or reversal in weekly currency returns?

von Raza, Ahmad
Veröffentlicht in Journal of international money and finance (2014)

Does institutional shareholder activism stimulate corporate information flow?

von Prevost, Andrew K.
Veröffentlicht in Journal of banking & finance (2016)

Market volatility, liquidity shocks, and stock returns : worldwide evidence

von Ma, Rui
Veröffentlicht in Pacific-Basin finance journal (2018)

Commodity liquidity measurement and transaction costs

von Marshall, Ben R.
Veröffentlicht in The review of financial studies (2012)