Follow
Mardy Chiah
Title
Cited by
Cited by
Year
A Better Model? An empirical investigation of the Fama–French five‐factor model in Australia
M Chiah, D Chai, A Zhong, S Li
International Review of Finance 16 (4), 595-638, 2016
2712016
COVID− 19 and oil price risk exposure
M Akhtaruzzaman, S Boubaker, M Chiah, A Zhong
Finance research letters 42, 101882, 2021
1532021
Trading from home: The impact of COVID-19 on trading volume around the world
M Chiah, A Zhong
Finance Research Letters 37, 101784, 2020
1482020
Day-of-the-week effect in anomaly returns: International evidence
M Chiah, A Zhong
Economics Letters 182, 90-92, 2019
492019
Tuesday Blues and the day-of-the-week effect in stock returns
M Chiah, A Zhong
Journal of Banking & Finance 133, 106243, 2021
242021
Choosing factors: Australian evidence
D Chai, M Chiah, A Zhong
Pacific-Basin Finance Journal 58, 101223, 2019
212019
Lockdown and retail trading in the equity market
M Chiah, X Tian, A Zhong
Journal of Behavioral and Experimental Finance 33, 100598, 2022
202022
Which model best explains the returns of large Australian stocks?
D Chai, M Chiah, P Gharghori
Pacific-Basin Finance Journal 55, 182-191, 2019
172019
When is gold an effective hedge against inflation?
A Valadkhani, J Nguyen, M Chiah
Resources Policy 79, 103009, 2022
132022
Photo sentiment and stock returns around the world
M Chiah, X Hu, A Zhong
Finance Research Letters 46, 102417, 2022
122022
Overnight returns, daytime reversals, and future stock returns: Is China different?
MA Cheema, M Chiah, Y Man
Pacific-Basin Finance Journal 74, 101809, 2022
102022
Cross-sectional and time-series momentum returns: Is China different?
MA Cheema, M Chiah, Y Man
Pacific-Basin Finance Journal 64, 101458, 2020
102020
Volume shocks and stock returns: An alternative test
A Zhong, D Chai, B Li, M Chiah
Pacific-Basin Finance Journal 48, 1-16, 2018
102018
Betting against bank profitability
M Akhtaruzzaman, M Chiah, P Docherty, A Zhong
Journal of Economic Behavior & Organization 192, 304-323, 2021
92021
Energy price uncertainty and the value premium
M Chiah, DHB Phan, VT Tran, A Zhong
International Review of Financial Analysis 81, 102062, 2022
82022
Resurrecting the size effect in Japan: Firm size, profitability shocks, and expected stock returns
MA Cheema, M Chiah, A Zhong
Pacific-Basin Finance Journal 69, 101641, 2021
72021
Decomposing value: Changes in size or changes in book-to-market?
D Chai, M Chiah, A Zhong
Pacific-Basin Finance Journal 64, 101467, 2020
72020
Trade competitiveness and the aggregate returns in global stock markets
M Chiah, H Long, A Zaremba, Z Umar
Journal of Economic Dynamics and Control 148, 104618, 2023
32023
Comovement in anomalies between the Australian and US equity markets
M Chiah, P Gharghori, A Zhong
International Review of Finance 20 (4), 1005-1017, 2020
32020
Another look at sources of momentum profits
D Chai, M Chiah, A Zhong, B Li
International Review of Economics & Finance 79, 310-323, 2022
22022
The system can't perform the operation now. Try again later.
Articles 1–20