Search Results - "Marshall, Ben"

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  1. 1

    Stock Market Predictability and Industrial Metal Returns by Jacobsen, Ben, Marshall, Ben R., Visaltanachoti, Nuttawat

    Published in Management science (01-07-2019)
    “…Price movements in industrial metals such as copper and aluminum predict stock returns. Increasing industrial metal prices are good news for equity markets in…”
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    Journal Article
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    Commodity Liquidity Measurement and Transaction Costs by Marshall, Ben R., Nguyen, Nhut H., Visaltanachoti, Nuttawat

    Published in The Review of financial studies (01-02-2012)
    “…We examine the performance of liquidity proxies in commodities. The Amihud measure has the largest correlation with liquidity benchmarks. Amivest and Effective…”
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    Journal Article
  3. 3

    Estimating Long-Term Expected Returns by Ma, Rui, Marshall, Ben R., Nguyen, Nhut H., Visaltanachoti, Nuttawat

    Published in Financial analysts journal (01-10-2024)
    “…Estimating long-term expected returns as accurately as possible is of critical importance. Researchers typically base their estimates on yield and growth,…”
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    Peer effects, personal characteristics and asset allocation by Zhang, Annie C., Fang, Jiali, Jacobsen, Ben, Marshall, Ben R.

    Published in Journal of banking & finance (01-05-2018)
    “…We study the relative importance of social factors (including household, workplace, and neighborhood peer effects) and personal characteristics (including age,…”
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    A new approach to OSCE preparation - PrOSCEs by Bevan, James, Russell, Benjamin, Marshall, Ben

    Published in BMC medical education (02-05-2019)
    “…Objectively structured clinical examinations (OSCEs) are a stressful experience for many health care students and professionals in training. Mock OSCEs have…”
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    New Zealand long-term equity returns and their determinants by Ma, Rui, Marshall, Ben R., Nguyen, Nhut H., Visaltanachoti, Nuttawat

    Published in Pacific-Basin finance journal (01-06-2024)
    “…We document several aspects of New Zealand's long-term equity returns over the 156 years from 1867 to 2022. Remaining invested in the market has been an…”
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    Country governance and international equity returns by Marshall, Ben R., Nguyen, Hung T., Nguyen, Nhut H., Visaltanachoti, Nuttawat

    Published in Journal of banking & finance (01-01-2021)
    “…Monthly returns in countries with strong governance lead monthly returns in weak governance countries. This predictability holds in and out-of-sample at both…”
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    Do climate risks matter for green investment? by Marshall, Ben R., Nguyen, Hung T., Nguyen, Nhut H., Visaltanachoti, Nuttawat, Young, Martin

    “…•Investor sentiment towards green investment requires better understanding as climate issues take on more urgency.•Disasters prompt investors to pay more…”
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  12. 12

    ETF arbitrage: Intraday evidence by Marshall, Ben R., Nguyen, Nhut H., Visaltanachoti, Nuttawat

    Published in Journal of banking & finance (01-09-2013)
    “…•We use two S&P 500 ETFs to analyze the trading conditions when arbitrage opportunities are created.•Our correlation and error correction results suggest…”
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  13. 13

    Do stop-loss rules add value in international equity market allocation? by Dai, Bochuan, Marshall, Ben R., Nguyen, Nhut Hoang, Visaltanachoti, Nuttawat

    Published in Applied economics (22-03-2022)
    “…We consider the performance of stop-loss rules in international equity market allocation. Diversifying internationally gives the potential of larger returns…”
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    Time series momentum and moving average trading rules by Marshall, Ben R., Nguyen, Nhut H., Visaltanachoti, Nuttawat

    Published in Quantitative finance (04-03-2017)
    “…We compare and contrast time series momentum (TSMOM) and moving average (MA) trading rules so as to better understand the sources of their profitability. These…”
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    Stock market liquidity and trading activity: Is China different? by Ma, Rui, Anderson, Hamish D., Marshall, Ben R.

    Published in International review of financial analysis (01-03-2018)
    “…We study market-wide liquidity and trading activity in China. Trading activity increases in up markets more than in down markets, which is consistent with the…”
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    Breathlessness and cough in the acute setting by Marshall, Ben G., White, Veronica, Loveridge, Jo

    Published in Medicine (Abingdon. 1995, UK ed.) (01-02-2021)
    “…The symptom of breathlessness is well recognized as part of the presentation of a wide range of medical conditions. It can be a manifestation of a…”
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    Technical indicators and cross-sectional expected returns by Zeng, Hui, Marshall, Ben R., Nguyen, Nhut H., Visaltanachoti, Nuttawat

    Published in Global finance journal (01-05-2023)
    “…This study shows that 14 widely documented technical indicators explain cross-sectional stock returns. These indicators have lower estimation errors than the…”
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    A Qualitative Study of Medical Students’ Perspectives on Distance Learning During COVID-19 by Roman, Alexandrina, Marshall, Ben G., Barry, D. L., Cable, Stuart

    Published in Medical science educator (01-04-2023)
    “…Introduction With the Coronavirus disease 2019 [COVID-19] pandemic, changes were undertaken out of necessity to allow medical students to continue their…”
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