Ben R. Marshall

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it
• Economics and Econometrics — 8 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Ben R. Marshall trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Halbert White
2. Dimitris Nicolas Politis
3. Joëlle Miffre
4. Joseph P. Romano
5. G. Rallis
6. Dennis Olson
7. Thomas Oberlechner
8. Claude B. Erb
9. Narasimhan Jegadeesh

Papers from Ben R. Marshall's perspective

Ordered by how strongly the researchers Ben R. Marshall trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Strategic and Tactical Value of Commodity Futures
2. A Reality Check for Data Snooping
3. The stationary bootstrap
4. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
5. Importance of technical and fundamental analysis in the European foreign exchange market
6. Have trading rule profits in the currency markets declined over time
7. The Illusory Nature of Momentum Profits
8. Do Precious Metals Shine? An Investment Perspective
9. Momentum Strategies in Commodity Futures Markets
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Can Commodity Futures be Profitably Traded with Quantitative Market Timing Strategies (2008) — 116 citations