Details about Mardy Chiah

Access statistics for papers by Mardy Chiah.

Last updated 2022-11-29. Update your information in the RePEc Author Service.

Short-id: pch1648

Journal Articles

2022

1. Another look at sources of momentum profits
   International Review of Economics & Finance, 2022, 79, (C), 310-323 View citations (1)
2. Energy price uncertainty and the value premium
   International Review of Financial Analysis, 2022, 81, (C) View citations (3)
3. Lockdown and retail trading in the equity market
   Journal of Behavioral and Experimental Finance, 2022, 33, (C) View citations (3)
4. Overnight returns, daytime reversals, and future stock returns: Is China different?
   Pacific-Basin Finance Journal, 2022, 74, (C) View citations (4)
5. Photo sentiment and stock returns around the world
   Finance Research Letters, 2022, 46, (PB) View citations (6)

2021

6. Betting against bank profitability
   Journal of Economic Behavior & Organization, 2021, 192, (C), 304-323 View citations (3)
7. COVID−19 and oil price risk exposure
   Finance Research Letters, 2021, 42, (C) View citations (14)
8. Resurrecting the size effect in Japan: Firm size, profitability shocks, and expected stock returns
   Pacific-Basin Finance Journal, 2021, 69, (C)
9. Tuesday Blues and the day-of-the-week effect in stock returns
   Journal of Banking & Finance, 2021, 133, (C) View citations (5)

2020

10. Comovement in Anomalies between the Australian and US Equity Markets
    International Review of Finance, 2020, 20, (4), 1005-1017 View citations (2)
11. Cross-sectional and time-series momentum returns: Is China different?
    Pacific-Basin Finance Journal, 2020, 64, (C) View citations (5)
12. Decomposing value: Changes in size or changes in book-to-market?
    Pacific-Basin Finance Journal, 2020, 64, (C) View citations (2)
13. Trading from home: The impact of COVID-19 on trading volume around the world
    Finance Research Letters, 2020, 37, (C) View citations (33)

2019

14. Choosing factors: Australian evidence
    Pacific-Basin Finance Journal, 2019, 58, (C) View citations (9)
15. Day-of-the-week effect in anomaly returns: International evidence
    Economics Letters, 2019, 182, (C), 90-92 View citations (11)
16. Which model best explains the returns of large Australian stocks?
    Pacific-Basin Finance Journal, 2019, 55, (C), 182-191 View citations (8)

2018

17. Volume shocks and stock returns: An alternative test
    Pacific-Basin Finance Journal, 2018, 48, (C), 1-16 View citations (7)

2016

18. A Better Model? An Empirical Investigation of the Fama–French Five-factor Model in Australia
    International Review of Finance, 2016, 16, (4), 595-638 View citations (49)