淘料视频

Prof Ben Marshall staff profile picture

Contact details +6469517033

Prof Ben Marshall

MSA Charitable Trust Professor in Finance

Doctoral Supervisor
School of Economics and Finance

Ben Marshall is a Professor of Finance and holds the MSA Charitable Trust Chair in Finance in the 淘料视频 Business School. He is also the Research Director of the School of Economics and Finance, 淘料视频. He is focused on research that can make a difference to industry practice. His research interests includes the impact of climate on financial markets, factors influencing stock returns, the cost of capital, quantitative approaches to portfolio management, transaction cost and liquidity measurement, and Exchange Traded Funds.

Ben's research has been published in internationally respected academic journals, such as the Review of Financial Studies, Management Science, Journal of Financial Markets, Journal of Banking and Finance, and journals with a practitioner focus. Ben has also had his work accepted by each of the top three finance conferences: American Finance Association (AFA), Western Finance Association (WFA), and European Finance Association (EFA).

His research has generated widespread interest. He is currently ranked in the top 0.1% of authors on the international working paper website SSRN (based on downloads of his papers) and his work has been discussed in numerous newspapers and investment blogs. Ben is a two-time winner of the Boyle, Lally, and Rose Prize for the Best Overall Paper at the New Zealand Finance Colloquium and has won numerous other prizes and awards. Ben also serves on the editorial board of a number of journals. He has also consulted to public and private companies in a range of different areas.

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Professional

Contact details

  • Ph: DDI +64 6 9517033
    Location: 2.14, BSW
    Campus: Manawatu

Research Expertise

Research Interests

  • Environmental Social, and Governance (ESG) issues and firm value
  • Environmental Social, and Governance (ESG) issues and investment returns
  • Factors influencing stock returns
  • Cost of capital
  • Quantitative approaches to portfolio management 
  • Transaction cost and liquidity measurement 
  • Exchange Traded Funds

Thematics

Design 鈥� for Commerce, Community and Culture

Area of Expertise

Field of research codes
Banking, Finance and Investment (150200): Commerce, Management, Tourism And Services (150000): Finance (150201): Investment and Risk Management (150205)

Keywords

  • Financial Risk Management
  • Commodities
  • Portfolio Performance Evaluation
  • Portfolio Diversification
  • Quantitative Investment Techniques

Research Projects

Completed Projects

Project Title: Research Medal 2007 - Early Career

Date Range: 2007 - 2010

Funding Body: 淘料视频

Project Team:

Research Outputs

Journal

Marshall, BR., Nguyen, NH., Visaltanachoti, N., & Zhu, J. (2024). Broker and institutional investor short selling. Accounting and Finance.
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Chen, T., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2024). What influences demand for Buy Now, Pay Later credit?. Economics Letters. 242
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Ma, R., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2024). Estimating Long-Term Expected Returns. Financial Analysts Journal. 80(4), 134-154
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Ma, R., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2024). New Zealand long-term equity returns and their determinants. Pacific Basin Finance Journal. 85
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Roy, S., Marshall, BR., Nguyen, HT., & Visaltanachoti, N. (2024). How does management respond to stock price crashes?. International Journal of Managerial Finance. 20(2), 546-577
[Journal article]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Son, DP., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2023). Liquidity spillover between ETFs and their constituents. International Review of Economics and Finance. 88, 723-747
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Pham, SD., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2024). Predicting ETF liquidity. Australian Journal of Management. 49(3), 478-508
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Zeng, H., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2023). Technical indicators and cross-sectional expected returns. Global Finance Journal. 56
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Dai, B., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2023). Lottery stocks and stop-loss rules. Global Finance Journal. 56
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Ma, R., Marshall, BR., Nguyen, HT., Nguyen, NH., & Visaltanachoti, N. (2022). Climate events and return comovement. Journal of Financial Markets. 61
[Journal article]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Ma, R., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2022). Does bitcoin liquidity resemble the liquidity of other financial assets?. Australian Journal of Management. 47(4), 729-748
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Dai, B., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2022). Do stop-loss rules add value in international equity market allocation?. Applied Economics. 54(14), 1584-1597
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Zeng, H., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2022). Are individual stock returns predictable?. Australian Journal of Management. 47(1), 135-162
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2021). Beta estimation in New Zealand. Pacific Basin Finance Journal. 70
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, HT., Nguyen, NH., Visaltanachoti, N., & Young, M. (2021). Do climate risks matter for green investment?. Journal of International Financial Markets, Institutions and Money. 75
[Journal article]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N., Young, M.
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Marshall, BR., Nguyen, JH., Nguyen, NH., & Visaltanachoti, N. (2021). Does a change in the information environment affect labor adjustment costs?. International Review of Financial Analysis. 74
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, HT., Nguyen, NH., & Visaltanachoti, N. (2021). Country governance and international equity returns. Journal of Banking and Finance. 122, Retrieved from https://www.sciencedirect.com/science/article/pii/S037842662030248X
[Journal article]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Pham, SD., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2021). The liquidity of active ETFs. Global Finance Journal. 49
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Fang, J., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2021). Do stocks outperform treasury bills in international markets?. Finance Research Letters. 40
[Journal article]Authored by: Fang, J., Marshall, B., Visaltanachoti, N.
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Dai, B., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2021). Risk reduction using trailing stop-loss rules. International Review of Finance. 21(4), 1334-1352
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Ma, R., Anderson, HD., & Marshall, BR. (2019). Risk perceptions and international stock market liquidity. Journal of International Financial Markets, Institutions and Money. 62, 94-116 Retrieved from https://www.sciencedirect.com/science/article/pii/S1042443119300769
[Journal article]Authored by: Anderson, H., Marshall, B.
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Jacobsen, B., Marshall, BR., & Visaltanachoti, N. (2019). Stock market predictability and industrial metal returns. Management Science. 65(7), 3026-3042
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, N., & Visaltanachoti, N. (2019). A Note on Intraday Event Studies. European Accounting Review. 28(3), 605-619
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Ma, R., Anderson, HD., & Marshall, BR. (2018). Market volatility, liquidity shocks, and stock returns: Worldwide evidence. Pacific Basin Finance Journal. 49, 164-199
[Journal article]Authored by: Anderson, H., Marshall, B.
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Zhang, AC., Fang, J., Jacobsen, B., & Marshall, BR. (2018). Peer effects, personal characteristics and asset allocation. Journal of Banking and Finance. 90, 76-95
[Journal article]Authored by: Fang, J., Marshall, B.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2018). Do liquidity proxies measure liquidity accurately in ETFs?. Journal of International Financial Markets, Institutions and Money. 55, 94-111
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Ma, R., Anderson, HD., & Marshall, BR. (2018). Stock market liquidity and trading activity: Is China different?. International Review of Financial Analysis. 56, 32-51
[Journal article]Authored by: Anderson, H., Marshall, B.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2017). Time series momentum and moving average trading rules. Quantitative Finance. 17(3), 405-421
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, HT., Nguyen, NH., & Visaltanachoti, N. (2018). Politics and liquidity. Journal of Financial Markets. 38, 1-13
[Journal article]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Ma, R., Anderson, HD., & Marshall, BR. (2016). International stock market liquidity: a review. Managerial Finance. 42(2), 118-135
[Journal article]Authored by: Anderson, H., Marshall, B.
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Prevost, AK., Wongchoti, U., & Marshall, BR. (2016). Does institutional shareholder activism stimulate corporate information flow?. Journal of Banking and Finance. 70, 105-117
[Journal article]Authored by: Marshall, B., Wongchoti, U.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2016). Transaction costs in an illiquid order-driven market. Accounting and Finance. 56(4), 917-933
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Anderson, H., Dunstan, A., & Marshall, BR. (2015). Cultural Stock Price Clustering in the Chinese Equity Market. Chinese Economy. 48(6), 449-467
[Journal article]Authored by: Anderson, H., Marshall, B.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2015). Frontier market transaction costs and diversification. Journal of Financial Markets. 24, 1-24
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Anderson, H., Marshall, B., & Wang, X. (2015). Cross-sectional return patterns in New Zealand’s registered and OTC stock markets. Pacific Accounting Review. 27(1), 51-68
[Journal article]Authored by: Anderson, H., Marshall, B.
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Anderson, H., Marshall, B., & Miao, J. (2014). The Permanent Portfolio. Applied Financial Economics. 24(16), 1083-1089
[Journal article]Authored by: Anderson, H., Marshall, B.
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Sharif, S., Anderson, HD., & Marshall, BR. (2014). Against the tide: The commencement of short selling and margin trading in mainland China. Accounting and Finance. 54(4), 1319-1355
[Journal article]Authored by: Anderson, H., Marshall, B.
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Marshall, B., Visaltanachoti, N., & Cooper, G. (2014). Sell the rumor, buy the fact?. Accounting and Finance. 54(1), 237-249
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Sharif, S., Anderson, HD., & Marshall, BR. (2014). The announcement and implementation reaction to China's margin trading and short selling pilot programme. International Journal of Managerial Finance. 10(3), 368-384
[Journal article]Authored by: Anderson, H., Marshall, B.
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Raza, A., Marshall, BR., & Visaltanachoti, N. (2014). Is there momentum or reversal in weekly currency returns?. Journal of International Money and Finance. 45, 38-60
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2013). Liquidity measurement in frontier markets. Journal of International Financial Markets, Institutions and Money. 27(1), 1-12
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Sharif, S., Anderson, HD., & Marshall, BR. (2013). Against the tide: The commencement of short selling and margin trading in mainland China. Accounting and Finance.
[Journal article]Authored by: Anderson, H., Marshall, B.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2013). ETF arbitrage: Intraday evidence. Journal of Banking and Finance. 37(9), 3486-3498
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2013). Liquidity commonality in commodities. Journal of Banking and Finance. 37(1), 11-20
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Anderson, HD., Malone, CB., & Marshall, BR. (2012). Time Diversification in Developed and Emerging Markets. Journal of Emerging Market Finance. 11(2), 115-144
[Journal article]Authored by: Anderson, H., Marshall, B.
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Anderson, H., & Marshall, B. (2011). Editorial: Financial regulation: Market and valuation impacts. Pacific Accounting Review. 23(3: Special Issue: Performance measurement and management) Retrieved from http://www.emeraldinsight.com/journals.htm?issn=0114-0582&volume=23&issue=3&articleid=17004037&show=html
[Journal article]Authored by: Anderson, H., Marshall, B.Edited by: Marshall, B.
Anderson, HD., & Marshall, BR. (2011). Guest editorial: Financial regulation: Market and valuation impacts. Pacific Accounting Review. 23(3 Special Issue: Financial Regulation: Market and Valuation Impacts), 220-223 Retrieved from http://www.emeraldinsight.com/journals.htm?articleid=17004037&show=html
[Journal article]Authored by: Anderson, H., Marshall, B.
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Marshall, BR., & Visaltanachoti, N. (2010). The other January effect: Evidence against market efficiency?. Journal of Banking and Finance. 34(10), 2413-2424
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Jacobsen, B., Marshall, B., & Visaltanachoti, N. (2009). Equity market return predictability using different measurement intervals. INFINZ Journal. (September 2009), 18-22 Retrieved from http://www.infinz.com/Site/Publications_and_Submissions/journal.aspx
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
Marshall, BR. (2009). How quickly is temporary market inefficiency removed?. Quarterly Review of Economics and Finance. 49(3), 917-930
[Journal article]Authored by: Marshall, B.
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Marshall, BR., Qian, S., & Young, M. (2009). Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics?. Applied Financial Economics. 19(15), 1213-1221
[Journal article]Authored by: Marshall, B., Young, M.
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Anderson, HD., Marshall, BR., & Wales, R. (2009). What is the relationship between investor protection legislation and target takeover returns? Evidence from Europe. Journal of Multinational Financial Management. 19(4), 291-305
[Journal article]Authored by: Anderson, H., Marshall, B.
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Marshall, BR., & Anderson, HD. (2009). Regulation and target takeover returns: Is there a link?. Pacific Basin Finance Journal. 17(4), 395-412
[Journal article]Authored by: Anderson, H., Marshall, B.
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Malone, CB., Marshall, BR., & Anderson, HD. (2009). Doing the hokey-tokey in asset markets. Competition and Regulation Times. (28), 6-7 Retrieved from http://www.iscr.org.nz/n502.html#cs-1477
[Journal article]Authored by: Anderson, H., Marshall, B.
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Marshall, BR., & Anderson, H. (2008). Yes! regulation does affect a takeover target's returns. Competition and Regulation Times. (27), 12-12 Retrieved from http://www.iscr.org.nz/f482,13978/November_2008_Final.pdf
[Journal article]Authored by: Anderson, H., Marshall, B.
Marshall, BR., Cahan, RH., & Cahan, JM. (2008). Can commodity futures be profitably traded with quantitative market timing strategies?. Journal of Banking and Finance. 32(9), 1810-1819
[Journal article]Authored by: Marshall, B.
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Marshall, BR., Young, MR., & Cahan, R. (2008). Are candlestick technical trading strategies profitable in the Japanese equity market?. Review of Quantitative Finance and Accounting. 31(2), 191-207
[Journal article]Authored by: Marshall, B., Young, M.
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Anderson, HD., Malone, CB., & Marshall, BR. (2008). Investment returns under right- and left-wing governments in Australasia. Pacific Basin Finance Journal. 16(3), 252-267
[Journal article]Authored by: Anderson, H., Marshall, B.
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Marshall, BR., Cahan, RH., & Cahan, JM. (2008). Does intraday technical analysis in the U.S. equity market have value?. Journal of Empirical Finance. 15(2), 199-210
[Journal article]Authored by: Marshall, B.
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Marshall, BR., Young, MR., & Rose, LC. (2007). Market timing with candlestick technical analysis. Journal of Financial Transformation. 20(Securities), 18-25
[Journal article]Authored by: Marshall, B., Young, M.
Anderson, HD., & Marshall, BR. (2007). Takeover motives in a weak regulatory environment surrounding a market shock: A case study of New Zealand with a comparison of Gondhalekar and Bhagwat's (2003) US findings. Review of Quantitative Finance and Accounting. 29(1), 53-67
[Journal article]Authored by: Anderson, H., Marshall, B.
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Naylor, MJ., Marshall, BR., & Greenwood, R. (2007). How do New Zealand firms manage foreign exchange risk? Survey evidence. Journal of Asia-Pacific Business. 8(1), 51-60
[Journal article]Authored by: Marshall, B.
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Marshall, BR., Cahan, JM., & Cahan, RH. (2006). Is the CRISMA technical trading system profitable?. Global Finance Journal. 17(2), 271-281
[Journal article]Authored by: Marshall, B.
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Chen, J., Marshall, BR., Zhang, J., & Ganesh, S. (2006). Financial distress prediction in China. Review of Pacific Basin Financial Markets and Policies. 9(2), 317-336
[Journal article]Authored by: Chen, J., Marshall, B.
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Marshall, BR. (2006). Liquidity and stock returns: Evidence from a pure order-driven market using a new liquidity proxy. International Review of Financial Analysis. 15(1), 21-38
[Journal article]Authored by: Marshall, B.
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Marshall, BR., Young, MR., & Rose, LC. (2006). Candlestick technical trading strategies: Can they create value for investors?. Journal of Banking and Finance. 30(8), 2303-2323 Retrieved from http://www.sciencedirect.com/science/article/pii/S0378426605002116
[Journal article]Authored by: Marshall, B., Young, M.
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Marshall, BR., & Young, M. (2003). Liquidity and stock returns in pure order-driven markets: Evidence from the Australian stock market. International Review of Financial Analysis. 12(2), 173-188
[Journal article]Authored by: Marshall, B.
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Conference

Marshall, BR., Nguyen, HT., Nguyen, NH., & Visaltanachoti, N.(2021). Country governance and international equity returns. Paper presented at the meeting of Journal of Banking and Finance
[Conference Paper]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Nguyen, T., Marshall, B., Visaltanachoti, N., Nguyen, N., & Ma, R.Climate Disasters and Return Comovement. . Online (Melbourne)
[Conference Paper]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Nguyen, T., Marshall, B., Visaltanachoti, N., Nguyen, N., & Ma, M.Climate Disasters and Return Co-movement. . Auckland
[Conference Paper]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Nguyen, T., Marshall, B., Visaltanachoti, N., Nguyen, N., & Ma, M.Climate Disasters and Insider Trading. . Wellington
[Conference Paper]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Nguyen, T., Marshall, B., Visaltanachoti, N., Nguyen, N., & Ma, M.Climate Disasters and Insider Trading. . Sydney
[Conference Paper]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Nguyen, T., Marshall, B., Visaltanachoti, N., Nguyen, N., & Ma, M.(2019, November). Climate Disasters and Insider Trading. .
[Conference]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Marshall, B., Nguyen, N., & Visaltanachoti, N. (2019). Bitcoin Liquidity. https://www.nzfc.ac.nz/archive/. : New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
Ma, R., Anderson, HD., & Marshall, BR.(2019). Risk perceptions and international stock market liquidity. Paper presented at the meeting of Journal of International Financial Markets, Institutions and Money
[Conference Paper]Authored by: Anderson, H., Marshall, B.
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Marshall, B., Anderson, H., & ma, R. (2018). Market Volatility, Liquidity Shocks, and Stock Returns: Worldwide Evidence. https://acfr.aut.ac.nz/conferences-and-events/past-conferences-and-events/auckland-finance-meeting2/2018-nz-finance-meeting/academic-programme. : New Zealand Finance Meeting
[Conference Paper in Published Proceedings]Authored by: Anderson, H., Marshall, B.
Marshall, B., Anderson, H., & Ma, R.Risk Perceptions and International Stock Market Liquidity. . Queenstown, NZ
[Conference Paper]Authored by: Anderson, H., Marshall, B.
Marshall, B., Jacobsen, B., Fang, J., & Zhang, A. (2018). Peer Effects, Personal Characteristics and Asset Allocation. https://afsannualmeeting2018.sched.com/. : https://afsannualmeeting2018.sched.com/
[Conference Paper in Published Proceedings]Authored by: Fang, J., Marshall, B.
Marshall, B., Anderson, H., & Ma, R. (2018). Market Volatility, Liquidity Shocks, and Stock Returns: Worldwide Evidence. https://www.openconf.org/AFAANZ2018/modules/request.php?module=oc_program&action=summary.php&id=52.
[Conference Paper in Published Proceedings]Authored by: Anderson, H., Marshall, B.
Marshall, B., Anderson, H., & Ma, R.Market Volatility, Liquidity Shocks, and Stock Returns: Worldwide Evidence. . Melbourne, Australia
[Conference Paper]Authored by: Anderson, H., Marshall, B.
Marshall, B., Visaltanachoti, N., & Nguyen, N. (2018). A Note on Intraday Event Studies. https://www.nzfc.ac.nz/archives/2018/programme/. : New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
Marshall, B., Visaltanachoti, N., & Nguyen, N. (2018). Energy, Other Commodity, Stock, Bond, Currency, and Real Estate Jumps. http://fmaconferences.org/SanDiego/Papers/Energy,_Other_Commodity,_Stock,_Bond,_Currency,_and_Real_Estate_Jumps.pdf. : Financial Management Association (FMA) Conference
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
Marshall, B., Visaltanachoti, N., Nguyen, H., & Nguyen, N. (2018). Country governance and international equity returns. http://fmaconferences.org/SanDiego/Papers/Country_Governance_and_International_Equity_Returns.pdf. : Financial Management Association (FMA) Conference
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
Marshall, B., Visaltanachoti, N., Nguyen, H., & Nguyen, N. (2018). Country governance and international equity returns. https://etnpconferences.net/efa/EFAProgramArchiveIndex.php.
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
Zhang, A., Fang, J., Jacobsen, B., & Marshall, B.Peer effects, personal characteristics and asset allocation. . Chicago
[Conference Paper]Authored by: Fang, J., Marshall, B.
Nguyen, N., Visaltanachoti, N., Nguyen, T., & Marshall, BR.Country Governance and International Equity Return. . Auckland
[Conference Paper]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
Marshall, BR., nguyen, N., Visaltanachoti, N., & Nguyen, T.Country Governance and International Equity Returns. . Aucklan
[Conference Paper]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
nguyen, NH., visaltanachoti, N., & Marshall, BR.ETF Liquidity. . Da Nang, Vietnam
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
Marshall, BR., Nguyen, NH., Nguyen, T., & Visaltanachoti, N.(2015). Country governance and International equity returns. . Bangkok, Thailand
[Conference Paper]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Marshall, BR., nguyen, N., & Visaltanachoti, N.ETF Liquidity. . Queenstown, New Zealand
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
Marshall, BR., Nguyen, N., & Visaltanachoti, N.ETF Liquidity. . Melbourne, Australia
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
Marshall, BR., Jacobsen, B., & Zhang, A.The Relative Importance of Factors that Influence the Asset Allocation Decisions of Individual Investors. . Rotterdam
[Conference Paper]Authored by: Marshall, B.
Marshall, BR., Zhang, A, ., & Jacobsen, B, . (2014). Peer Effects and Asset Allocation. In . Tourani-Rad, A (Ed.) New Zealand Finance Colloquium. (pp. 1 - 39). : New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Marshall, B.
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Marshall, BR., Raza, A, ., & Visaltanachoti, N, . (2014). Is there momentum or reversal in weekly currency returns?. In F. Moshirian (Ed.) Australian Finance and Banking Conference. (pp. 1 - 41). : 26th Australasian Finance and Banking Conference
[Conference Paper in Published Proceedings]Authored by: Marshall, B.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2017). Time series momentum and moving average trading rules. Quantitative Finance. Vol. 17 (pp. 405 - 421).
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, N., & Visaltanachoti, N. (2013). Time-series momentum versus technical analysis. China International Conference in Finance: Program and Papers. (pp. 1 - 43). China: China International Conference in Finance
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, NH., & Visaltanachoti, N. (2013, February). Time-series momentum versus technical analysis. Presented at 17th New Zealand Finance Colloquium. Dunedin, New Zealand.
[Conference Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, NH., & Visaltanachoti, N. (2013). Time-series momentum versus technical analysis. 17th New Zealand Finance Colloquium. (pp. 1 - 46). : 17th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, N., & Visaltanachoti, N. (2013, February). Time-Series Momentum versus Technical Analysis. Presented at 17th New Zealand Finance Colloquium. Dunedin, New Zealand.
[Conference Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, N., & Visaltanachoti, N.(2013). Time-Series Momentum versus Technical Analysis. . Dunedin, New Zealand
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, NH., & Visaltanachoti, N. (2012, October). Frontier market diversification and transaction costs. Presented at Financial Management Association [FMA] Annual Meeting. Atlanta, GA, United States,.
[Conference Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, NH., & Visaltanachoti, N. (2012). Frontier market diversfication and transaction costs. Financial Management Association [FMA] Annual Meeting: Programme and Papers. (pp. 1 - 49). United States: Financial Management Association [FMA] Annual Meeting
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, N., & Visaltanachoti, N. (2012). Frontier market diversfication and transaction costs. FMA Conference. (pp. 1 - 49). : 2012 FMA Annual Meeting
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2012, July). Frontier market diversification and transaction costs. Presented at Financial Management Association [FMA] Asian Meeting. Phuket, Thailand.
[Conference Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2012). Frontier market diversification and transaction costs. FMA Asian Meeting Papers Online. (pp. 1 - 49). Online: Financial Management Association [FMA] Asian Meeting
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, NH., & Visaltanachoti, N. (2012). Frontier market diversification and transaction costs. Programme and Papers for the 16th New Zealand Finance Colloquium Online. (pp. 1 - 49). New Zealand: 16th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N.(2011). EFT arbitrage. . Denver, Colorado
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2011). Liquidity commonality in commodities. 2011 Financial Management Association Annual Meeting. (pp. 1 - 35). Denver, Colorado: 2011 FMA Annual Meeting
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2011). ETF arbitrage. FMA Conference. (pp. 1 - 29). : Financial Management Association
[Conference Paper in Published Proceedings]Authored by: Marshall, B.
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Jacobsen, B., Marshall, B., & Visaltanachoti, N. (2011). Return predictability when news means different things in different times. 15th New Zealand Finance Colloquium Proceedings. (pp. 1 - 24). : 15th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, N., & Visaltanachoti, N. (2011, February). ETF arbitrage. Presented at 15th New Zealand Finance Colloquium. Christchurch, New Zealand.
[Conference Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, N., & Visaltanachoti, N. (2011). ETF arbitrage. In NZF. Colloquium (Ed.) 15th New Zealand Finance Colloquium Proceedings. (pp. 1 - 29). : 15th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, N., & Visaltanachoti, N.(2011). ETF Arbitrage. . University of Canterbury, NZ
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
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Jacobsen, B., Marshall, B., & Visaltanachoti, N. (2011). Return predictability when news means different things in different times. 15th New Zealand Finance Colloquium. (pp. 1 - 24). : 15th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2012). Liquidity commonality in commodities. Journal of Banking and Finance.
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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40
Jacobsen, B., Marshall, B., & Visaltanachoti, N. (2010). Return predictability when news means different things in different times. 23rd Australasian Finance and Banking Conference. (pp. 1 - 24).
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Visaltanachoti, N., & Cooper, G.Sell the rumour, buy the fact?.
[Conference Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.
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9
Marshall, B., Visaltanachoti, N., & Cooper, GA. (2010). Sell the rumor, buy the fact?. Financial Management Association, Annual Meeting. (pp. 1 - 38).
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Visaltanachoti, N., & Cooper, GA. (2010). Sell the rumor, buy the fact?. FMA Conference. (pp. 1 - 37). : New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Visaltanachoti, N., & Cooper, G.Sell the rumour, buy the fact?.
[Conference Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.
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4
Jacobsen, B., Marshall, BR., & Visaltanachoti, N.(2009). Return predictability revisited. . Xiamen, China
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
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Visaltanachoti, N., Jacobsen, B., & Marshall, BR.(2009). Return predictability revisited. . Milan, Italy
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., & Visaltanachoti, N.(2009). Does the other January effect have market timing ability?. . Greece
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
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Jacobsen, B., Marshall, BR., & Visaltanachoti, N. (2009). Return predictability revisited. In 2009 FMA Asian Conference(pp. 1 - 86). , 2009 FMA Asian Conference: 淘料视频
[Conference Abstract]Authored by: Marshall, B., Visaltanachoti, N.
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Jacobsen, B., Marshall, BR., & Visaltanachoti, N.(2009). Return predictability revisited. . Pipitea Campus, Wellington, NZ
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., & Visaltanachoti, N.(2009). Does the other January effect have market timing ability?. . Victoria University of Wellington, NZ
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
Jacobsen, B., Marshall, BR., & Visaltanachoti, N.(2008). Return predictability revisited. . Dallas,TX
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
Jacobsen, B., Marshall, BR., & Visaltanachoti, N.(2008). Return predictability revisited. . Sydney, NSW
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
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Jacobsen, B., Marshall, BR., & Visaltanachoti, N.(2008). Return predictability revisited. . Sydney, NSW
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
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Jacobsen, B., Marshall, BR., & Visaltanachoti, N.(2008). Return predictability revisted. . Grapevine, TX
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., & Anderson, HD.(2008). Regulation and target takeover returns: Is there a link?. . Wellington, NZ
[Conference Paper]Authored by: Anderson, H., Marshall, B.
Marshall, BR., & Anderson, HD. (2008, February). How does regulation affect takeover returns?. Presented at 12th New Zealand Finance Colloquium. 淘料视频, Palmerston North, NZ.
[Conference Oral Presentation]Authored by: Anderson, H., Marshall, B.
Marshall, BR., & Anderson, HD. (2008). How does regulation affect takeover returns?. Proceedings of the 12th New Zealand Finance Colloquium.
[Conference Paper in Published Proceedings]Authored by: Anderson, H., Marshall, B.
Marshall, BR., Treepongkaruna, S., & Young, MR. (2008). Exploitable arbitrage opportunities exist in the foreign exchange market. American Finance Association 2008 Annual Meeting.
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Young, M.
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Jacobsen, B., Marshall, BR., & Visaltanachoti, N. (2007). The interval of observation. 15th Conference on the Theories and Practices of Securities and Financial Markets.
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
Jacobsen, B., Marshall, BR., & Visaltanachoti, N. (2007). The interval of observation. European Finance Association 34th Annual Meeting. (pp. unpaged - 28).
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
Marshall, BR., Young, MR., & Cahan, RH. (2007). Are candlestick technical trading strategies profitable in the Japanese equity market?. 18th Asian Finance Association/Financial Management Association Conference. (pp. unpaged - 35).
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Young, M.
Jacobsen, B., Marshall, BR., & Visaltanachoti, N. (2007). The interval of observation. In MH. Liu, & A. Tourani Rad (Eds.) Proceedings of the 11th New Zealand Finance Colloquium. (pp. 1 - 27).
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
Marshall, BR. (2007). The impact of search and holding costs on persistent mispricing. (pp. 1 - 38). : 11th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Marshall, B.
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Marshall, BR. (2007). The impact of search and holding costs on persistent mispricing. In M-H. Liu, & A. Tourani Rad (Eds.) Proceedings of the 11th New Zealand Finance Colloquium. : 11th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Marshall, B.
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Anderson, HD., Malone, CB., & Marshall, BR. (2007). Investment returns under right and left wing governments in Australasia. 11th New Zealand Finance Colloquium. (pp. 1 - 28). : 11th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Anderson, H., Marshall, B.
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Anderson, HD., Malone, CB., & Marshall, BR. (2007). Investment returns under right and left wing governments in Australasia. In M-H. Liu, & A. Tourani Rad (Eds.) Proceedings of the 11th New Zealand Finance Colloquium. (pp. 1 - 28). : 11th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Anderson, H., Marshall, B.
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Marshall, BR. (2006). The profitability and persistence of the internet sports betting arbitrage strategies. Asian Finance Association/FMA 2006 Meeting: Bridging Finance Theory and Practice: Proceedings.
[Conference Paper in Published Proceedings]Authored by: Marshall, B.
Marshall, BR., Qian, S., & Young, MR. (2006). Is technical analysis profitable on U.S. stocks with certain size, liquidity or industry characteristics?. Financial Management Association Annual Meeting.
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Young, M.
Marshall, BR., Cahan, RH., & Cahan, J. (2006). Does intraday technical analysis in the U.S. equity market have value?. Asian Finance Association/FMA 2006 Meeting: Bridging Finance Theory and Practice: Proceedings.
[Conference Paper in Published Proceedings]Authored by: Marshall, B.
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Marshall, BR.(2006). Discussant: 'The limits of arbitrage: Evidence from fundamental value-to-price trading strategies'. . Auckland, NZ
[Conference Other]Authored by: Marshall, B.
Anderson, HD., & Marshall, BR. (2006). Takeover motives in a weak regulatory environment surrounding a market shock. Accounting and Finance Association of Australia and New Zealand Conference.
[Conference Paper in Published Proceedings]Authored by: Anderson, H., Marshall, B.
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Marshall, BR. (2005). Arbitrage opportunities in sports betting markets. 40th Annual Conference of the Western Finance Association. Portland, OR
[Conference Paper in Published Proceedings]Authored by: Marshall, B.
Marshall, BR. (2005, June). Arbitrage opportunities in sports betting markets. Presented at 40th Annual Conference of the Western Finance Association. Portland, OR.
[Conference Oral Presentation]Authored by: Marshall, B.
Marshall, BR. (2003). Liquidity and Stock Returns in Pure Order Driven Markets: Evidence from a Pure Order Driven Market using a New Liquidity Proxy. : 16th Australasian Finance and Banking Conference
[Conference Paper in Published Proceedings]Authored by: Marshall, B.

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Other

Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2017). Energy, Other Commodity, Stock, Bond, Currency, and Real Estate Jumps.
[Working Paper]Authored by: Marshall, B., Visaltanachoti, N.
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Zhang, A., FANG, ., Jacobsen, ., & Marshall, . (2017, August). Peer effects, personal characteristics and asset allocation. In Job Market Presentation. Presented at Wellington, New Zealand.
[Oral Presentation]Authored by: Marshall, B.
8
Jacobsen, B., Marshall, BR., & Visaltanachoti, N. (2008). The interval of observation. Presented at University of New South Wales, NSW.
[Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.
Marshall, BR. (2008). How accurate is the January barometer?. Presented at Australian National University, Canberra, ACT.
[Oral Presentation]Authored by: Marshall, B.
Marshall, BR. (2008). How accurate is the January barometer?. Presented at Victoria University of Wellington, NZ.
[Oral Presentation]Authored by: Marshall, B.

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Marshall, BR. (2008). How accurate is the January barometer?. Presented at University of Canterbury, Christchurch, NZ.
[Oral Presentation]Authored by: Marshall, B.
Marshall, BR., & Visaltanachoti, N. (2008, April). How accurate is the January Barometer?. In Department of Economics and Finance Seminar Series. Presented at 淘料视频, Palmerston North, NZ.
[Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.
Marshall, BR. (2007). Exploitable arbitrage opportunities exist in the foreign exchange market. Presented at University of New South Wales, NSW.
[Oral Presentation]Authored by: Marshall, B.
Marshall, BR. (2007). Exploitable arbitrage opportunities exist in the foreign exchange market. Presented at 淘料视频, Palmerston North, NZ.
[Oral Presentation]Authored by: Marshall, B.
Marshall, BR. (2007). Search costs and arbitrage opportunities. Presented at Victoria University of Wellington, NZ.
[Oral Presentation]Authored by: Marshall, B.
Jacobsen, B., Marshall, BR., & Visaltanachoti, N. (2006). Return predictability revisited. Presented at 淘料视频, Auckland, NZ.
[Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.
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