Commodity liquidity measurement and transaction costs BR Marshall, NH Nguyen, N Visaltanachoti The Review of Financial Studies 25 (2), 599-638, 2012 | 257 | 2012 |
Candlestick technical trading strategies: Can they create value for investors? BR Marshall, MR Young, LC Rose Journal of Banking & Finance 30 (8), 2303-2323, 2006 | 228 | 2006 |
Can commodity futures be profitably traded with quantitative market timing strategies? BR Marshall, RH Cahan, JM Cahan Journal of Banking & Finance 32 (9), 1810-1819, 2008 | 159 | 2008 |
Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market BR Marshall, M Young International Review of Financial Analysis 12 (2), 173-188, 2003 | 158 | 2003 |
Does intraday technical analysis in the US equity market have value? BR Marshall, RH Cahan, JM Cahan Journal of Empirical Finance 15 (2), 199-210, 2008 | 145 | 2008 |
ETF arbitrage: Intraday evidence BR Marshall, NH Nguyen, N Visaltanachoti Journal of Banking & Finance 37 (9), 3486-3498, 2013 | 141 | 2013 |
Liquidity commonality in commodities BR Marshall, NH Nguyen, N Visaltanachoti Journal of Banking & Finance 37 (1), 11-20, 2013 | 117 | 2013 |
Financial distress prediction in China J Chen, BR Marshall, J Zhang, S Ganesh Review of Pacific Basin Financial Markets and Policies 9 (02), 317-336, 2006 | 106 | 2006 |
Is the 52-week high momentum strategy profitable outside the US? BR Marshall, RM Cahan Applied Financial Economics 15 (18), 1259-1267, 2005 | 102 | 2005 |
Stock market predictability and industrial metal returns B Jacobsen, BR Marshall, N Visaltanachoti Management Science 65 (7), 3026-3042, 2019 | 99 | 2019 |
Are candlestick technical trading strategies profitable in the Japanese equity market? BR Marshall, MR Young, R Cahan Review of Quantitative Finance and Accounting 31, 191-207, 2008 | 97 | 2008 |
Time series momentum and moving average trading rules BR Marshall, NH Nguyen, N Visaltanachoti Quantitative Finance 17 (3), 405-421, 2017 | 83 | 2017 |
Against the tide: The commencement of short selling and margin trading in mainland China S Sharif, HD Anderson, BR Marshall Accounting & Finance 54 (4), 1319-1355, 2014 | 77 | 2014 |
Liquidity measurement in frontier markets BR Marshall, NH Nguyen, N Visaltanachoti Journal of International Financial Markets, Institutions and Money 27, 1-12, 2013 | 72 | 2013 |
Is technical analysis profitable on a stock market which has characteristics that suggest it may be inefficient? BR Marshall, RH Cahan Research in International Business and Finance 19 (3), 384-398, 2005 | 68 | 2005 |
Liquidity and stock returns: Evidence from a pure order-driven market using a new liquidity proxy BR Marshall International Review of Financial Analysis 15 (1), 21-38, 2006 | 67 | 2006 |
Stock market liquidity and trading activity: Is China different? R Ma, HD Anderson, BR Marshall International Review of Financial Analysis 56, 32-51, 2018 | 65 | 2018 |
International stock market liquidity: A review R Ma, HD Anderson, BR Marshall Managerial Finance 42 (2), 118-135, 2016 | 59 | 2016 |
Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics? BR Marshall, S Qian, M Young Applied Financial Economics 19 (15), 1213-1221, 2009 | 52 | 2009 |
Peer effects, personal characteristics and asset allocation AC Zhang, J Fang, B Jacobsen, BR Marshall Journal of Banking & Finance 90, 76-95, 2018 | 47 | 2018 |